COMMISSION IMPLEMENTING REGULATION (EU) 2021/1971

revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R01_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 1 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R02_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 2 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R03_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 3 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not

applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R04_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 4 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R05_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 5 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R06_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 6 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 |

Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R07_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 7 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R08_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 8 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable

| Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R09_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 9 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R10_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 10 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R11_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 11 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R12_ALL | QRRE Non-Defaulted | Credit

risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R12_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 12 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R13_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 13 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 14 | Retail –

Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R14_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 14 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R15_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 15 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R16_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R17_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R18_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R19_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |

Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R20_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R21_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 21 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RQRR_ALL_0094_CT_AIRB_NO_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R22_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 22 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R23_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 23 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R24_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 24 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty

credit risk and free deliveries | Advanced IRB approach | FI | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R25_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 25 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R26_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 26 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 27 | Retail – Qualifying revolving | Not

applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R27_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 27 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R28_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 28 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R29_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 29 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not

applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R30_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 30 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R31_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 31 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R32_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 32 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised

lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R33_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 33 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R34_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 34 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R35_ALL | QRRE

Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R35_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 35 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R36_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R37_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced

IRB approach | HK | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R38_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R39_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 39 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R40_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 40 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 41 | Retail – Qualifying revolving | Not applicable |

Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R41_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 41 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R42_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 42 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not

applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R43_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 43 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R44_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 44 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R45_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 45 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not

applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R46_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 46 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R47_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 47 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty

credit risk and free deliveries | Advanced IRB approach | SK | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R48_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 48 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R49_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 49 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R50_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 50 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 51 | Retail –

Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R51_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 51 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R52_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 52 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R53_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 53 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R54_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 54 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R55_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 55 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than

specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R56_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 56 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R57_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 57 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R58_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 58 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RQRR_ALL_0094_CT_AIRB_GB_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R59_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 59 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R60_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 60 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R61_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 61 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and

free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R62_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 62 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R63_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 63 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 64 | Retail – Qualifying revolving | Not

applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R64_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 64 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R65_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 65 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R66_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 66 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not

applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R67_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 67 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R68_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 68 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not

applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R69_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 69 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R70_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 70 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R71_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 71 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R72_ALL | QRRE Non-Defaulted |

Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R72_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 72 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R73_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 73 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R74_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 74 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach |

BG | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R75_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 75 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R76_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 76 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not

applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R77_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 77 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R78_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 78 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R79_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 79 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |

Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R80_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 80 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R81_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 81 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RQRR_ALL_0094_CT_AIRB_US_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R82_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 82 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R83_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 83 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R84_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 84 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty

credit risk and free deliveries | Advanced IRB approach | JP | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R85_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 85 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R86_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 86 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R87_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 87 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 88 | Retail –

Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R88_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 88 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R89_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 89 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not

applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R90_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 90 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R91_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 91 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R92_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 92 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised

lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R93_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 93 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R94_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 94 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R95_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 95 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable

RQRR_ALL_0094_CT_AIRB_AU_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R96_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 96 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R97_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 97 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free

deliveries | Advanced IRB approach | LV | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R98_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 98 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_R99_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 99 | Retail – Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable’ * * * ANNEX II ‘ANNEX II SUPERVISORY BENCHMARK PORTFOLIOS DEFINITION OF THE SUPERVISORY BENCHMARK PORTFOLIOS | 2691 ---|--- C 101 – | Definition of Low Default Portfolio counterparties | 2691 ---|---|--- C 102 – | Definition of Low Default Portfolios | 2693 ---|---|--- C 103 – | Definition of High Default Portfolios | 2700 ---|---|--- DEFINITION OF THE SUPERVISORY BENCHMARK PORTFOLIOS For the mapping of the exposures to counterparties and the portfolios listed in Annex I, this Annex shall apply. Where “Not applicable” is used in Annex I, no specific split is required for the variable it relates to. C 101 – Definition of Low Default Portfolio counterparties Only exposures to the counterparties listed in template C 101.00 of Annex I shall be reported in template C 101.00 of Annex III. Exposures to related entities of the counterparties listed in Table C 101.00 of Annex I, including subsidiaries and parent companies, shall not be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Counterparty code | | The code assigned by the European Banking Authority (“EBA”) to each legal entity included in the low default portfolio (“LDP”) sample. 020 | Legal entity identifier (LEI) | | 20-digit, alpha-numeric code that connects to key reference information that enables clear and unique identification of companies participating in global financial markets. 030 | Credit register code | | The code used by the national credit register of the place of residence of the counterparty. The code is used as an identifier for the counterparty. 040 | Commercial register code | | The code assigned to a counterparty by the public commercial register of the country where that counterparty is registered. 050 | ISIN code | | The “International Securities Identification Number” used to identify uniquely securities issued by a counterparty. 060 | Bloomberg ticker | | The string of characters or numbers used to identify a company or entity uniquely in Bloomberg. 070 | Name | | The name of the legal entity included in the LDP samples. 080 | Geographical area | | Exposures shall be split into parts and assigned to portfolios based on the country of residence (ISO Code or “Other countries”) of the counterparty. For the “Retail – SME - secured by real estate” and “Retail – Non-SME - secured by real estate” portfolios, exposures shall be split into parts based on the location of the collateral. 090 | Portfolio name | | Each counterparty is assigned one of the following names: | (a) | Sovereign sample; ---|--- (b) | Institutions sample; ---|--- (c) | Large corporate sample. ---|--- 100 | Sector of counterparty | | Exposures shall be split into parts and assigned to portfolios based on the economic sector of the counterparty: | (a) | Central banks; ---|--- (b) | General governments; ---|--- (c) | Credit institutions; ---|--- (d) | Other financial corporations; ---|--- (e) | Non-financial corporations; ---|--- (f) | Households; ---|--- (g) | Not applicable. ---|--- The assignment of counterparties to sectors shall be made in accordance with the instructions in Annex V part 1 paragraph 35 of Commission Implementing Regulation (EU) No 680/2014 (1). 110 | Type of exposure | | Only Exposures other than specialised lending shall be reported in template C 101.00 of Annex III. 120 | Type of facility | | Not applicable: exposures shall be reported in template C 101.00 of Annex III independently of the type of facility. 130 | Type of risk | | Exposures shall be split into parts and assigned to portfolios based on the type of risk: | (a) | Counterparty credit risk; ---|--- (b) | Credit risk and free deliveries; ---|--- (c) | Credit risk, counterparty credit risk and free deliveries. ---|--- 140 | Regulatory approach | | Exposures shall be split into parts and assigned to portfolios based on the regulatory approach used for the calculation of RWEA: | (a) | Foundation IRB Approach; ---|--- (b) | Advanced IRB Approach; ---|--- (c) | Specialised lending slotting criteria. ---|--- RWEAs for the exposure class “Retail” are calculated under the regulatory approach “Advanced IRB Approach”. C 102 – Definition of Low Default Portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | | The unique ID assigned to the portfolio by EBA. 020 | Portfolio name | | The name of each portfolio, assigned from among the following names: | (a) | Sovereign; ---|--- (b) | Institutions; ---|--- (c) | Large corporates; ---|--- (d) | Specialised lending exposures, which comprises all the exposures referred to in Article 147(8) of Regulation (EU) No 575/2013 of the European Parliament and of the Council (2). ---|--- 030 | Type of risk | | The instructions provided for column 130 of C 101 shall apply. 040 | Regulatory approach | | The instructions provided for column 140 of C 101 shall apply. 050 | Geographical area | | The instructions provided for column 080 of C 101 shall apply. 060 | Rating | Article 153(5) of Regulation (EU) No 575/2013, Template 8.2 of Annex I to Implementing Regulation (EU) No 680/2014 | Exposures shall be split into parts and assigned to portfolios based on the rank of the internal rating applied by the institution from lowest risk to highest risk excluding defaults with a probability of default (“PD”) corresponding to 100 %. The rating takes values from Rating 1, Rating 2 etc. Where the reporting institution applies a unique rating system or is able to report in accordance with an internal master scale, that internal master scale shall be used. In all other cases, the different rating systems shall be merged and ordered in accordance with the following instructions: | (a) | Obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; ---|--- (b) | Where a large number of grades or pools is used, a reduced number of grades or pools to be reported may be agreed with the competent authorities. ---|--- For specialised lending exposures risk weighted in accordance with Article 153(5) CRR, the rating split shall be based on the supervisory risk weight category described in table 1 of that Article, as follows: Rating 1: Category 1 with Remaining maturity less than 2.5 years; Rating 2: Category 2 with Remaining maturity less than 2.5 years; Rating 3: Category 3 with Remaining maturity less than 2.5 years; Rating 4: Category 4 with Remaining maturity less than 2.5 years; Rating 5: Category 1 with Remaining maturity equal or more than 2.5 years; Rating 6: Category 2 with Remaining maturity equal or more than 2.5 years; Rating 7: Category 3 with Remaining maturity equal or more than 2.5 years; Rating 8: Category 4 with Remaining maturity equal or more than 2.5 years. The same rating scale as that used for reporting in template C 08.02 of Annex I to Regulation (EU) No 680/2014 shall be used. Where the Institution uses a group master scale, that master scale shall be used. 070 | Exposure class | Paragraph 78 of Annex II to Regulation (EU) No 680/2014 | Exposures shall be split into parts and assigned to portfolios based on the exposure class: | (a) | Central governments and central banks; ---|--- (b) | Institutions; ---|--- (c) | Corporates - other: | (c.1) | Corporates - SME; ---|--- (c.2) | Corporates - no SME; ---|--- (d) | Corporates - specialised lending exposures; ---|--- (e) | Retail: | (e.1) | Retail - SME; | (e.1.1) | Retail - SME - secured by real estate; ---|--- (e.1.2) | Retail - SME - other; ---|--- (e.2) | Retail - no SME; | (e.2.1) | Retail - no SME - other; ---|--- (e.2.2) | Retail - no SME - Secured by real estate; ---|--- (e.3) | Retail - Qualifying revolving; ---|--- (f) | Not applicable. ---|--- In accordance with Article 147(4)(a) Regulation (EU) No 575/2013, exposures to regional governments and local authorities which are not treated as exposures to central governments shall be assigned to the exposure class “exposures to institutions”. The exposure classes of point e) and f) of Article 147(2) of Regulation (EU) No 575/2013 “equity exposures” and “items representing securitisation positions” shall not be reported. 080 | Sector of counterparty | | The instructions provided for column 100 of C 101 shall apply. 090 | Default status | | Exposures shall be split into parts and assigned to portfolios based on the default status: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %; ---|--- (c) | Not applicable. ---|--- 100 | Type of facility | Article 166 (8) and (10) of Regulation (EU) No 575/2013 | Exposures shall be split into parts and assigned to portfolios based on the type of facility. Where more than one facility type value applies to the credit product, the exposure value shall be split on the basis of the facility type values. The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk), including tender, performance, customs and tax bonds, guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium-low risk) including revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower’s creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk) including term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower’s creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk) including lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to a deterioration in a borrower’s creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk) including lending facilities that are undrawn and that may be cancelled unconditionally at any time without notice or that provide for automatic cancellation due to a deterioration in borrower’s creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) including commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Not applicable. ---|--- 110 | Collateralisation status | Columns 150 to 220 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | Exposures shall be split into parts and assigned to portfolios based on the collateralisation status of each part: | (a) | Exposures with credit protection; ---|--- (b) | Exposures without credit protection; ---|--- (c) | Not applicable. ---|--- The part of the exposure with credit protection shall be determined by the value of the collateral after haircuts applied in accordance with PART THREE, Title II, Chapter 4, Section 4, of Regulation (EU) No 575/2013, and, where applicable, institutions’ internal guidelines. 120 | Collateral type | Columns 150 to 220 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | Exposures shall be split into parts and assigned to portfolios based on the collateral type: | (a) | Eligible financial collateral; ---|--- (b) | Other eligible collateral: Receivables; ---|--- (c) | Other eligible collateral: Residential real estate; ---|--- (d) | Other eligible collateral: Commercial real estate; ---|--- (e) | Other eligible collateral: Physical collateral; ---|--- (f) | Other funded credit protection; ---|--- (g) | Credit derivatives; ---|--- (h) | Guarantees; ---|--- (i) | Other unfunded credit protection: exposures subject to double default; ---|--- (j) | Not applicable. ---|--- The part of the exposure secured by a specific type of collateral shall be determined by the value of that specific type of the collateral after the haircuts required in accordance with Title II, Chapter 4, Section 4 of Regulation (EU) No 575/2013, and, where applicable, institutions’ internal guidelines. Exposures with unfunded credit protections treated under the substitution approach are already shifted to the corresponding exposures classes and shall thus not be reported under (g), (h) or (i). 130 | Counterparty | | Exposures shall be split into parts and assigned to portfolios based on the type of counterparty: | (a) | Public sector entities (in accordance with Article 112, point (c), of Regulation (EU) No 575/2013); ---|--- (b) | Counterparties other than public sector entities; ---|--- (c) | Not applicable ---|--- 140 | Size of counterparty | | Exposures shall be split into parts and assigned to portfolios based on the size of the counterparty which shall be determined based on the total annual turnover for the consolidated group of which the counterparty is a part: | (a) | ≤ EUR 50 million; ---|--- (b) | > EUR 50 million and ≤ EUR 200 million; ---|--- (c) | > EUR 200 million; ---|--- (d) | > EUR 200 million and ≤ EUR 500 million; ---|--- (e) | > EUR 500 million; ---|--- (f) | Not applicable. ---|--- The total annual turnover shall be calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC (3) and shall refer to the year ending one year before the reporting reference date. 150 | NACE code | | Exposures shall be split into parts and assigned to portfolios based on the economic activity of the counterparty determined by the NACE codes (Statistical Classification of Economic Activities of the Union): | (a) | Nace 1: C Manufacturing; ---|--- (b) | Nace 2: G Wholesale and retail trade; ---|--- (c) | Nace 3: F Construction; ---|--- (d) | Nace 4: H Transport and storage; ---|--- (e) | Nace 5: D Electricity, gas, steam and air conditioning supply; ---|--- (f) | Nace 6: A Agriculture, forestry and fishing; ---|--- (g) | Nace 7: L real estate activities; ---|--- (h) | Nace 8: All other exposures than those included in points (a) to (h) above; ---|--- (i) | Not applicable. ---|--- 160 | Type of exposure | Article 2 of the Commission Delegated Regulation (EU) 2021/598 (4) | Exposures shall be split into parts and assigned to portfolios based on the type of exposure: | (a) | Not applicable; ---|--- (b) | Specialised lending exposures - Project finance; ---|--- (c) | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate; ---|--- (d) | Specialised lending exposures - Object finance; ---|--- (e) | Specialised lending exposures - Commodities finance; ---|--- (f) | Eligible covered bonds that meet the requirements of Article 129(1) of Regulation (EU) No 575/2013; ---|--- (g) | Other exposures than those referred to in point (f). ---|--- 170 | Size of exposure | Column110 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | Exposures shall be split into parts and assigned to portfolios based on the size of the exposure expressed in terms of exposure value (i.e. exposure at default (“EAD”)): | (a) | Not applicable. ---|--- 180 | Indexed loan-to-value range | | Exposures shall be split into parts and assigned to portfolios based on the indexed loan-to-value (“ILTV”) range which shall be the ratio between the current loan amount and the current value of the property: | (a) | Bucket 1: ≤ 55 % if the property is a residential immovable property; ≤ 60 % if the property is a commercial immovable property; ---|--- (b) | Bucket 2: > 55 % ≤ 70 % if the property is a residential immovable property; > 60 % ≤ 70 % if the property is a commercial immovable property; ---|--- (c) | Bucket 3: > 70 % ≤ 80 %; ---|--- (d) | Bucket 4: > 80 % ≤ 90 %; ---|--- (e) | Bucket 5: > 90 % ≤ 100 %; ---|--- (f) | Bucket 6: > 100 % ≤ 110 %; ---|--- (g) | Bucket 7: > 110 %; ---|--- (h) | Not applicable. ---|--- The indexed loan-to-value range shall be calculated in a prudent manner and comply with the following features: (a) | Total amount of the loan: the outstanding amount of the mortgage loan plus any undrawn committed amount of the mortgage loan (after applying the corresponding credit conversion factor). The loan amount shall be calculated gross of any specific credit risk adjustments and shall include all other loans (including loans known to the institution that are provided by other financial institutions) secured with liens of equal or higher ranking on the same residential property with respect to the lien securing the loan. Where there is insufficient information for ascertaining the ranking of the other liens, the institution shall assume that these liens rank pari passu with the lien securing the loan. ---|--- (b) | Value of the property: the value of the property is the independent valuation of the property, converted to a current value using a property price index. The valuation shall be performed in an independent way and by appraisers that meet specific qualification requirements. Qualifying requirements and minimum appraisal standards shall comply with the following requirements: | (i) | there is an individual assessment of the property and the property is valued in a prudently conservative manner (e.g. excluding expectations of future price appreciations and taking into account any potential for the current property price to be above a level that is sustainable over the life of the loan, for example due to a property price bubble); ---|--- (ii) | where a market value can be determined, the valuation is not higher than that market value; ---|--- (iii) | the valuation is supported by adequate appraisal documentation. ---|--- Institutions shall document their calculations and provide that documentation to their competent authority upon request. 190 | Balance sheet recognition | | Exposures shall be split into parts and assigned to portfolios based on the balance sheet recognition: | (a) | On-balance sheet items; ---|--- (b) | Off-balance sheet items; ---|--- (c) | Other; ---|--- (d) | Not applicable. ---|--- Exposures representing securities financing transactions, derivatives & long settlement transactions or contractual cross product netting and which are subject to counterparty credit risk shall be assigned to point (c) “Other”. Those exposures shall not be reported in (a) or (b). C 103 – Definition of High Default Portfolios Column | | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | | The unique ID assigned by EBA to each portfolio. 020 | Portfolio name | | EBA shall assign each portfolio one of the following names: | 1.0 | CORP ---|--- 1.1. | CORP Defaulted ---|--- 1.2. | CORP Non-Defaulted ---|--- 2.0 | SMEC ---|--- 2.1. | SMEC Defaulted ---|--- 2.2. | SMEC Non-Defaulted ---|--- 3.0 | Other retail SME ---|--- 3.1. | Other retail SME Defaulted ---|--- 3.2. | Other retail SME Non-Defaulted ---|--- 4.0 | Mortgages non SME ---|--- 4.1. | Mortgages non SME Defaulted ---|--- 4.2. | Mortgages non SME Non-defaulted ---|--- 5.0. | Mortgages SME ---|--- 5.1. | Mortgages SME Defaulted ---|--- 5.2. | Mortgages SME Non-defaulted ---|--- 6.0. | Other retail non-SME ---|--- 6.1. | Other retail non-SME Defaulted ---|--- 6.2. | Other retail non-SME Non-defaulted ---|--- 7.0. | QRRE ---|--- 7.1. | QRRE Defaulted ---|--- 7.2. | QRRE Non-defaulted ---|--- 030 | Type of risk | | The instructions for column 130 of C 101 shall apply. 040 | Regulatory approach | | The instructions for column 140 of C 101 shall apply. 050 | Geographical area | | The instructions for column 080 of C 101 shall apply. 060 | Rating | | The instructions for column 060 of C 102 shall apply. 070 | Exposure class | | The instructions for column 070 of C 102 shall apply. 080 | Sector of counterparty | | The instructions for column 100 of C 101 shall apply. 090 | Default status | | The instructions for column 090 of C 102 shall apply. 100 | Type of facility | | The instructions for column 120 of C 101 shall apply. 110 | Collateralisation status | | The instructions for column 110 of C 102 shall apply. 120 | Collateral type | | The instructions for column 120 of C 102 shall apply. 130 | Counterparty | | The instructions for column 130 of C 102 shall apply. 140 | Size of counterparty | | The instructions for column 140 of C 102 shall apply. 150 | NACE code | | The instructions for column 150 of C 102 shall apply. 160 | Type of exposure | | The instructions for column 110 of C 101 shall apply. 170 | Size of exposure | | The instructions for column 170 of C 102 shall apply. 180 | Indexed loan-to-value range | | The instructions for column 180 of C 102 shall apply. 190 | Balance sheet recognition | | The instructions for column 190 of C 102 shall apply.’ * * * (1) Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 191, 28.6.2014, p. 1). (2) Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (OJ L 176, 27.6.2013, p. 1). (3) Commission Recommendation 2003/361/EC of 6 May 2003 concerning the definition of micro, small and medium-sized enterprises (OJ L 124, 20.5.2003, p. 36). (4) Commission Delegated Regulation (EU) 2021/598 of 14 December 2020 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for assigning risk weights to specialised lending exposures (OJ L 127, 14.4.2021, p. 1).

* * * ANNEX III ‘ANNEX III Results Supervisory Benchmarking portfolios Template number | Template code | Name of the template /group of templates ---|---|--- 101 | C 101.00 | Details on exposures in Low Default Portfolios by counterparty 102 | C 102.00 | Details on exposures in Low Default Portfolios 103 | C 103.00 | Details on exposures in High Default Portfolios 105.01 | C 105.01 | Definition of internal models 105.02 | C 105.02 | Mapping of internal models to portfolios 105.03 | C 105.03 | Mapping of internal models to countries C 101.00 - Details on exposures in Low Default Portfolios by counterparty Counterparty Code | Exposure class | Rating | Date of most recent rating of counterparty | PD | Default status | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | Hyp LGD senior unsecured without negative pledge | Hyp LGD senior unsecured with negative pledge | LGD | Maturity | RWA ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | | | | | | | | | | | | | | | C 102.00 - Details on exposures in Low Default Portfolios Portfolio ID | Number of obligors | PD | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | LGD | Maturity | Expected Loss Amount | Provisions defaulted exposures | RWA | RWA Standardised ---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 040 | 060 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | | | | | | | | | | | | | C 103.00 - Details on exposures in High Default Portfolio Portfolio ID | Number of obligors | PD | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | LGD | Maturity | Expected Loss amount | Provisions defaulted exposures | RWA | RWA Standardised | Default rate latest year | Default rate past 5 years | Loss rate latest year | Loss rate past 5 years | RWA- | RWA+ | RWA- - | RWA++ ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 040 | 060 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 250 | 260 | 270 | 280 | | | | | | | | | | | | | | | | | | | | | C 105.01 - Definition of internal models Internal model ID | Model name | IRBA Risk parameter | EAD | EAD weighted average default rate for calibration | Case weighted average default rate for calibration | Long-run PD | Cure rate for defaulted assets | Recovery rate of the foreclosed assets for not cured defaults | Recovery period of the foreclosed assets for not cured defaults | Joint decision | Consolidating supervisor | RWA ---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | | | | | | | | | | | | C 105.02 – Mapping of internal models to portfolios Portfolio ID | Internal model ID | EAD | RWA ---|---|---|--- 010 | 020 | 030 | 040 | | | C 105.03 - Mapping of internal models to countries Row ID | Internal model ID | Location of institution ---|---|--- 005 | 010 | 020’ | | * * * ANNEX IV ‘ANNEX IV RESULTS SUPERVISORY BENCHMARK PORTFOLIOS PART I: GENERAL INSTRUCTIONS | 2707 ---|--- PART II: TEMPLATE RELATED INSTRUCTIONS | 2708 ---|--- C 101 – | Details on exposures in low default portfolios by counterparty | 2708 ---|---|--- C 102 – | Details on exposures in low default portfolios | 2711 ---|---|--- C 103 – | Details on exposures in high default portfolio | 2713 ---|---|--- C 105.01 – | Definition of internal models | 2721 ---|---|--- C 105.02 – | Mapping of internal models to portfolios | 2723 ---|---|--- C 105.03 – | Mapping of internal models to countries | 2723 ---|---|--- PART I: GENERAL INSTRUCTIONS | 1. | Information shall be submitted only for those counterparties and portfolios where an actual exposure exists at the reference date in the form of either an Original Exposure or an Exposure after CRM. Counterparties and portfolios for which no exposure exists at the reference date shall not be submitted. ---|---|--- | 2. | Information shall be submitted only for those exposures for which the competent authority approved an internal model for the calculation of risk weighted exposure amounts (RWEA) Exposures under the Standardised Approach and exposures for which the respective competent authority allowed temporary or permanent partial use of the Standardised Approach, shall be excluded. ---|---|--- | 3. | If not applicable the field shall either be left blank or the indication “NULL” shall be inserted. The same applies to EAD-weighted quantities that cannot be calculated. Zero values shall be reported only where the intention is to report a quantity of zero. Neither of the indications “blank” or “NULL” shall be used to report quantities that are zero. ---|---|--- | 4. | Monetary amounts shall be reported in the same way as they are reported for calculating own funds requirements at a specific reference date as required in Article 17 of Implementing Regulation (EU) No 680/2014,. ---|---|--- PART II: TEMPLATE RELATED INSTRUCTIONS C 101 – Details on exposures in Low Default Portfolios by counterparty Specialised lending exposures shall be excluded. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Counterparty Code | Column 010 of template 101 of Annex I | The counterparty code assigned by EBA to the counterparty included in the low default portfolio (“LDP”) samples portfolios shall be reported. This code is a row identifier and shall be unique for each row in the table. 020 | Exposure class | Paragraph 78 of Annex II to Implementing Regulation (EU) No 680/2014 | Each portfolio shall be assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate – SME; ---|--- (d) | Corporate – Specialised lending; ---|--- (e) | Corporate – Other; ---|--- (f) | Retail – Secured by real estate SME; ---|--- (g) | Retail – Secured by real estate non-SME; ---|--- (h) | Retail – Qualifying revolving; ---|--- (i) | Retail – Other SME; ---|--- (j) | Retail – Other non – SME; ---|--- (k) | Not applicable. ---|--- “Not applicable” shall be used where none of the classes in the list above is applicable, which is the case where a counterparty is classified in multiple exposure classes, without one being clearly predominant. 040 | Rating | | The rank of the internal rating grade applied by the institution (from lowest risk to highest risk excluding defaults with PD corresponding to 100 %) shall be reported It shall follow the numerical order 1, 2, 3 etc. Where a counterparty has been assigned multiple rating grades in accordance with Article 172 (1) (e) of Regulation (EU) No 575/2013, rating grade zero (0) shall be entered in column 040 of template C101.00 of Annex III. 050 | Date of most recent rating of counterparty | | The date of the most recent rating of the counterparty shall be reported. 060 | PD | Column 010 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The PD assigned to the obligor grade or pool reported shall be calculated in accordance with Article 180 of Regulation (EU) No 575/2013. The PD shall be the PD used in the calculation of the RWEA, excluding the effect of measures that can be introduced in accordance with Article 458 of Regulation (EU) No 575/2013. The PD shall be expressed as a value between 0 and 1. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. 070 | Default status | | The default status to be reported shall be one of the following: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. ---|--- 080 | Original exposure pre-conversion factors | Column 020 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The original exposure value shall be reported before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors. 090 | Exposure after CRM substitution effects pre-conversion factors | Column 090 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The amount to which a credit conversion factor (“CCF”) is applied in order to obtain the exposure value shall be reported, taking into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Second subparagraph of Article 166(8) of Regulation (EU) No 575/2013 | The weighted average of the CCFs shall be reported. The weights used shall be the amounts to which the CCFs are applied to obtain the EAD. For counterparties with only facilities for items mentioned in Article 166(8) of Regulation (EU) No 575/2013, the weighted average of the CCF shall be based on all the facilities. For counterparties with only facilities which do not fall under the items mentioned in Article 166(8) of Regulation (EU) No 575/2013, the weighted average of the CCF shall either be left blank or the word “NULL” shall be inserted. For counterparties with facilities for i) items mentioned in Article 166(8) of Regulation (EU) No 575/2013 and ii) items which do not fall under the items mentioned in Article 166(8) of Regulation (EU) No 575/2013, the weighted average of the CCF shall be based only on facilities which fall under i). Where the institution applies own estimates of CCFs for the items mentioned in Article 166(8) of Regulation (EU) No 575/2013, those CCFs shall be used to calculate the weighted average of the CCFs. Where the institution does not apply own estimates of CCFs for the items mentioned Article 166(8) of Regulation (EU) No 575/2013, the regulatory CCFs shall be used. The CCF shall be expressed as a value between 0 and 1. 110 | EAD | Column 110 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The exposure value shall be left blank where the institution has no IRB exposure for a given counterparty. 120 | Collateral value | Columns 150 to 210 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | Hyp LGD senior unsecured without negative pledge | Article 161 of Regulation (EU) No 575/2013 | The hypothetical own estimates of LGD that would be applied by the institution to the counterparty shall be reported in accordance with the following: | — | The scope of exposures is the same as for the LGD value reported in column 150; ---|--- — | The exposure is senior and unsecured; ---|--- — | No negative pledge clause is in place. ---|--- A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 140 | Hyp LGD senior unsecured with negative pledge | Article 161 of Regulation (EU) No 575/2013 | The hypothetical own estimates of LGD that would be applied by the institution to the counterparty shall be reported in accordance with the following: | — | The scope of exposures is the same as for the LGD value reported in column 150; ---|--- — | The exposure is senior and unsecured; ---|--- — | A negative pledge clause is in place. ---|--- A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 150 | LGD | Columns 230 and 240 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The EAD-weighted own estimates of LGD or the EAD-weighted regulatory LGD applied by the institution to the exposures to each counterparty shall be reported. 160 | Maturity | Column 250 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The EAD-weighted maturity for the exposures to each counterparty shall be reported. It shall be expressed in number of days. 170 | RWEA | Column 260 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the small- and medium-sized enterprise (“SME”) supporting factor shall be reported. C 102 – Details on exposures in Low Default Portfolios For portfolios defined in Annex I with a collateralisation status other than “Not applicable”, the following information may be omitted where the approved model does not accommodate distinct LGD calculations for the secured and unsecured parts of an exposure: LGD (column 130), Expected Loss (column 150) and RWEA (column 170). For portfolios with the regulatory approach defined as “Specialised lending slotting criteria”, the following information may be omitted: PD (c060), LGD (c130). For all portfolios referred to in Annex I, template 102 the following information may be omitted: RWEA Standardised (c180). Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of template 102 of Annex I | The code assigned by EBA to each portfolio shall be reported. That code is a row identifier and shall be unique for each row in the table. The assignment of exposures to portfolio IDs is not exclusive: Exposures or parts of exposures shall be reported under each portfolio IDs that is applicable. 040 | Number of obligors | | The number of obligors shall be reported. It shall be based on obligors that have a strictly positive exposure value reported either in column 80 or in column 90. Where a full substitution is applied due to a CRM technique, the original obligor shall be added to the “Number of obligors” of its original portfolio, and the guarantor shall be added to the “Number of obligors” of the guarantor portfolio. 060 | PD | Column 010 of template 8.1 of Annex I to Commission Implementing Regulation (EU) No 680/2014 | The PD shall be the PD used in the calculation of the RWEA, excluding the effect of measures that can be introduced in accordance with Article 458 of Regulation (EU) No 575/2013. For portfolios corresponding to an individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For portfolios corresponding to an aggregation of obligors of different grades or pools, the EAD-weighted average of the PDs assigned to the exposures included in the aggregation shall be provided. The PD shall be expressed as a value between 0 and 1. 080 | Original exposure pre-conversion factors | Column 020 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The original exposure value before taking into account any value adjustments, provisions, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 | Exposure after CRM substitution effects pre-conversion factors | Column 090 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The amount to which a CCF is applied in order to obtain the EAD shall be reported, taking into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Article 166(8)(e) of Regulation (EU) No 575/2013 | The weighted average of the CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. For portfolios with only facilities for items mentioned in Article 166(8) of Regulation (EU) No 575/2013, the weighted average of the CCF shall be based on all the facilities. For portfolios with only facilities which do not fall under the items mentioned in Article 166(8) of Regulation (EU) No 575/2013, the [field for?] weighted average of the CCF shall either be left blank or the word “NULL” shall be inserted. For portfolios with facilities for i) items mentioned in Article 166(8) of Regulation (EU) No 575/2013 and ii) items which do not fall under the items mentioned in Article 166(8) of Regulation (EU) No 575/2013, the weighted average of the CCF shall be based only on facilities which fall under i). Where the institution applies own estimates of CCFs for the items mentioned in Article 166(8) of Regulation (EU) No 575/2013, those CCFs shall be used to calculate the weighted average of the CCFs. Where the institution does not apply own estimates of CCFs for the items mentioned in Article 166(8) of Regulation (EU) No 575/2013, the regulatory CCFs shall be used. The CCF shall be expressed as a value between 0 and 1. 110 | EAD | Column 110 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The exposure value shall be reported. 120 | Collateral value | Columns 150 to 210 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | LGD | Columns 230 and 240 of template8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The EAD-weighted average of the LGD values of the exposures in the respective portfolio shall be reported. Based on the institution’s permission from the competent authority, the LGDs shall be based on the institutions’ own estimates or on the regulatory values set out in Articles 161 and 230 of Regulation (EU) No 575/2013 In either case, the LGDs shall be those used for the calculation of the RWEA. Exposures and the respective LGDs for large regulated financial sector entities and unregulated financial entities shall be included. The effect of measures introduced in accordance with Article 458 of Regulation (EU) No 575/2013 shall be excluded. The LGD shall be expressed as a value between 0 and 1. 140 | Maturity | Column 250 of template of Annex I to Implementing Regulation (EU) No 680/2014 | The EAD-weighted maturity shall be reported. It shall be expressed in number of days. That information shall not be reported for exposures for which the maturity is not an element in the calculation of risk weighted exposure amounts. That information shall not be reported for portfolios that represent exposures of the exposure class “Retail”. 150 | Expected Loss amount | Column 280 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The expected loss amount shall be reported. 160 | Provisions defaulted exposures | Columns 050, 055 and 060 of template 9.2 of Annex I to Implementing Regulation (EU) No 680/2014 | The provisions for defaulted exposures shall be reported. These shall include all the general and specific credit risk adjustments for defaulted assets as referred to in in Article 110 of Regulation (EU) No 575/2013, irrespective of the threshold set for Template C 09.02 of Annex I of Regulation (EU) No 680/2014. 170 | RWEA | Column 260 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor shall be reported. 180 | RWEA Standardised | Part Three, Title II, Chapter 2 of Regulation (EU) No 575/2013. | RWEA Standardised is the hypothetical RWEA amount obtained by applying the standardised approach for credit risk to the exposures instead of the IRB approach. C 103 – Details on exposures in High Default Portfolio For portfolios referred to in Annex I with a collateralisation status different from “Not applicable”, the following information may be omitted where the approved model does not accommodate distinct LGD calculations for the secured and unsecured parts of an exposure: LGD (column 130), Expected Loss (column 150), RWEA (column 170), Loss rate latest year (column 210) and Loss rate past 5 years (column 220). Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | | The instructions provided for column 010 of C 102 shall apply. 040 | Number of obligors | | The instructions provided for column 040 of C 102 shall apply. 060 | PD | | The instructions provided for column 060 of C 102 shall apply. 080 | Original exposure pre-conversion factors | | The instructions provided for column 080 of C 102 shall apply. 090 | Exposure after CRM substitution effects pre-conversion factors | | The instructions provided for column 090 of C 102 shall apply. 100 | CCF | | The instructions provided for column 100 of C 102 shall apply. 110 | EAD | | The instructions provided for column 110 of C 102 shall apply. 120 | Collateral value | | The instructions provided for column 120 of C 102 shall apply. 130 | LGD | | The instructions provided for column 130 of C 102 shall apply. 140 | Maturity | | The instructions provided for column 140 of C 102 shall apply. 150 | Expected Loss amount | | The instructions provided for column 150 of C 102 shall apply. 160 | Provisions defaulted exposures | | The instructions provided for column 160 of C 102 shall apply. 170 | RWEA | | The instructions provided for column 170 of C 102 shall apply. 180 | RWEA Standardised | | The instructions provided for column 180 of C 102 shall apply. 190 | Default rate latest year | | The default rate for the most recent year shall be reported. For that purpose the default rate shall be calculated as the ratio between i) the sum of the exposures (original exposure before applying the conversion factor measured at the reference date minus one year) that were non-defaulted exactly one year before the reference date and defaulted between the reference date minus one year and the reference date and ii) the sum of the exposures (original exposure before applying the conversion factor measured at the reference date minus one year) that were non-defaulted at the reference date minus one year. New exposures that were generated during the year preceding the reference date shall not be included. Exposures that defaulted and were cured again during the year preceding the reference date shall be included in both the numerator and the denominator. Multiple defaults of the same obligor shall be included only once. This information shall be reported for portfolio IDs relating to non-defaulted exposures only. 200 | Default rate past 5 years | | The weighted average of the default rates observed in the last five years preceding the reference date shall be reported. The default rate calculation referred to in column 190 shall apply. The weights to be used are the non-defaulted exposures used in the calculation of the default rate in accordance with column 190. Where the institution is not able to calculate a default rate for the past five years preceding the reference date, the institution shall develop a proxy using its longest history up to five years preceding the reference date and provide the documentation detailing the calculation to its competent authority. That information shall be reported for portfolio IDs relating to “non-defaulted” exposures only. 210 | Loss rate latest year | | The loss rate observed in the most recent year shall be only reported for portfolio IDs relating to “non-defaulted” and “defaulted” exposures. For non-defaulted portfolios, the loss rate shall be the sum of credit risk adjustments and write-offs applied, within the year preceding the reference date, to exposures that were non-defaulted exactly one year before the reference date and which defaulted during the year preceding the reference date, divided by the sum of the EAD, measured exactly one year before the reference date, of the exposures that were non-defaulted exactly one year before the reference date and which defaulted during the year preceding the reference date. The numerator of the loss rate shall incorporate all the credit risk adjustments and write-offs related to the exposures that defaulted within the year preceding the reference date, including the credit risk adjustments applied before the default date. New exposures generated during the year preceding the reference date shall not be included. Exposures that defaulted and were cured again during the year preceding the reference date shall be included in the denominator of the loss rate and credit risk adjustments and write-offs on those exposures shall be considered in the numerator of the loss rate. Multiple defaults of the very same obligor shall be considered only once. For defaulted portfolios, the loss rate shall be the sum of (i) credit risk adjustments to exposures that were already in default exactly one year before the reference date in the respective portfolio and (ii) credit risk adjustments and write-offs applied within the year preceding the reference date for these exposures, divided by the sum of the EAD, measured exactly one year before the reference date, of the exposures that were defaulted exactly one year before the reference date. New defaults during the year preceding the reference date shall not be included. Exposures that cured again during the year preceding the reference date shall be included in the denominator of the loss rate and credit risk adjustments and write-offs on those exposures shall be included in the numerator of the loss rate. Multiple defaults of the very same obligor shall be included only once. 220 | Loss rate past 5 years | | The EAD-weighted average of the loss rates observed in the last five years preceding the reference date shall be reported for portfolio IDs relating to “non-defaulted” and “defaulted” exposures only. The calculation of loss rate referred to in column 210 shall apply. The loss rate of the previous five years shall not include changes in credit risk adjustments and write offs that occur after the first year of default. An institution that is not able to calculate a loss rate for the previous five years shall develop a proxy using its longest history up to five years and provide to its competent authority documentation detailing the calculation. 250 | RWEA- | | Institutions shall calculate and report RWEA- for portfolios that are referred to in Annex I, template 103 with the following portfolio ID: CORP_ALL_0086_CT_****_**_Rx0_ALL SMEC_ALL_0106_CT_****_**_Rx0_ALL MORT_ALL_0094_CT_****_**_Rx0_ALL SMOT_ALL_0106_CT_****_**_Rx0_ALL RSMS_ALL_0106_CT_****_**_Rx0_ALL RETO_ALL_0094_CT_****_**_Rx0_ALL RQRR_ALL_0094_CT_****_**_Rx0_ALL RWEA- shall be the hypothetical risk-weighted exposure amount, after applying the SME supporting factor, which results from the application of the PD- values instead of the institution’s PD values, for each exposure. The remaining parameters needed in the computation shall not be subject to changes. PD- shall be based on a calculation performed separately for each obligor grade. The obligor grades as reported in column 005 of Template C 08.02 of Annex I to Regulation (EU) No 680/2014 shall be used (see Annex II to Regulation (EU) No 680/2014, C 08.01 column 010 and C 08.02 for instructions). For each obligor grade, p– shall be the smallest positive value satisfying the equation and p– = 0 where DR1y = 0 where, | Φ–1 | = | the inverse function of the standard normal (cumulative) distribution; ---|---|--- q | = | the confidence level set at 90 %; DR1y | = | the case weighted default rate of the year preceding the reference date, i.e., the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the reference date and which defaulted during the latest year, divided by the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the reference date; n | = | the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the reference date. For each obligor, PD- shall be equal to p–, where p– shall be calculated in accordance with the above formula for the obligor grade assigned to the obligor. 260 | RWEA+ | | Institutions shall calculate and report RWEA+ for the portfolios are referred to in Annex I, template 103 with the following portfolio ID: CORP_ALL_0086_CT_****_**_Rx0_ALL SMEC_ALL_0106_CT_****_**_Rx0_ALL MORT_ALL_0094_CT_****_**_Rx0_ALL SMOT_ALL_0106_CT_****_**_Rx0_ALL RSMS_ALL_0106_CT_****_**_Rx0_ALL RETO_ALL_0094_CT_****_**_Rx0_ALL RQRR_ALL_0094_CT_****_**_Rx0_ALL RWEA+ shall be the hypothetical risk-weighted exposure amount, after applying the SME supporting factor, which results from the application of the PD+ values instead of the institution’s PD values, for each exposure. The remaining parameters needed in the computation shall not be subject to changes. PD+ shall be based on a calculation performed separately for each obligor grade. The obligor grades as reported in column 005 of Template C 08.02 of Annex I to Regulation (EU) No 680/2014 shall be used (see Annex II to Regulation (EU) No 680/2014, C 08.01 column 010 and C 08.02 for instructions). For each obligor grade, p+ shall be the largest positive value satisfying the equation In this equation, | Φ–1 | = | the inverse function of the standard normal (cumulative) distribution; ---|---|--- q | = | the confidence level set at 90 %; DR1y | = | the case weighted default rate of the year preceding the reference date, i.e., the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the reference date and which defaulted during the latest year, divided by the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the reference date; n | = | the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the references date. For each obligor, PD+ shall be equal to p+, where p+ shall be calculated in accordance with the above formula for the obligor grade assigned to the obligor. 270 | RWEA- - | | Institutions shall calculate and report RWEA—for the portfolios that are referred to in Annex I, template 103 with the following portfolio ID: CORP_ALL_0086_CT_****_**_Rx0_ALL SMEC_ALL_0106_CT_****_**_Rx0_ALL MORT_ALL_0094_CT_****_**_Rx0_ALL SMOT_ALL_0106_CT_****_**_Rx0_ALL RSMS_ALL_0106_CT_****_**_Rx0_ALL RETO_ALL_0094_CT_****_**_Rx0_ALL RQRR_ALL_0094_CT_****_**_Rx0_ALL RWEA- - shall be the hypothetical risk-weighted exposure amount, after applying the SME supporting factor, which results from the application of the PD- - values instead of the institution’s PD values, for each exposure. The remaining parameters needed in the computation shall not be subject to changes. PD- - shall be based on a calculation performed separately for each obligor grade. The obligor grades as reported in column 005 of Template C 08.02 of Annex I to Regulation (EU) No 680/2014 shall be used (see Annex II to Regulation (EU) No 680/2014, C 08.01 column 010 and C 08.02 for instructions). For each obligor grade, p– – shall be the smallest positive value satisfying the equation and p–: = 0 where DR5y = 0, where, | Φ–1 | = | the inverse function of the standard normal (cumulative) distribution; ---|---|--- q | = | the confidence level set at 90 %; DR5y | = | the default rate of the 5 latest years for the obligor grade, calculated as the simple average of five 1-year case-weighted default rates; n | = | the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the references date. For each obligor, PD- - shall be equal to p– –, where p– – shall be calculated in accordance with the above formula for the obligor grade assigned to the obligor. 280 | RWEA++ | | Institutions shall calculate and report RWEA++ for the portfolios referred to in Annex I, template 103 with the following portfolio ID: CORP_ALL_0086_CT_****_**_Rx0_ALL SMEC_ALL_0106_CT_****_**_Rx0_ALL MORT_ALL_0094_CT_****_**_Rx0_ALL SMOT_ALL_0106_CT_****_**_Rx0_ALL RSMS_ALL_0106_CT_****_**_Rx0_ALL RETO_ALL_0094_CT_****_**_Rx0_ALL RQRR_ALL_0094_CT_****_**_Rx0_ALL RWEA++ shall be the hypothetical risk-weighted exposure amount, after applying the SME supporting factor, which results from the application of the PD++ values instead of the institution’s PD values, for each exposure. The remaining parameters needed in the computation shall not be subject to changes. PD++ shall be based on a calculation performed separately for each obligor grade. The obligor grades as reported in column 005 of Template C 08.02 of Annex I to Regulation (EU) No 680/2014 shall be used (see Annex II to Regulation (EU) No 680/2014, C 08.01 column 010 and C 08.02 for instructions). For each obligor grade, p++ shall be the largest positive value satisfying the equation where, | Φ–1 | = | the inverse function of the standard normal (cumulative) distribution; ---|---|--- q | = | the confidence level set at 90 %; DR5y | = | the default rate of the 5 latest years for the obligor grade, calculated as the simple average of five 1-year case-weighted default rates; n | = | the number of obligors that were not in default and assigned the obligor grade under consideration exactly one year before the references date. For each obligor, PD++ shall be equal to p++, where p++ shall be calculated in accordance with the above formula for the obligor grade assigned to the obligor. C 105.01 – Definition of internal models Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Internal model ID | | The internal model ID assigned by the reporting institution shall be reported. That internal model ID is a row identifier that shall be unique for each row in the table. 020 | Model name | | The model name assigned by the reporting institution shall be reported. 030 | IRBA Risk parameter | | The IRB approach risk parameter shall be one of the following: | (a) | PD; ---|--- (b) | LGD; ---|--- (c) | CCF. ---|--- 040 | EAD | Column 110 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The aggregate exposure value of the transactions in the scope of application of the specific model shall be reported. 050 | EAD weighted average default rate for calibration | | The EAD-weighted average of the annual default rates, where used in the calibration of the PD models, shall be reported. That information shall be completed only for PD models. The data used in the calibration of the model parameters shall be used. If no internal data exists and the calibration is based on external data, then the external data shall be reported. 060 | Case weighted average default rate for calibration | | The simple average of the annual case-weighted default rates used in the calibration of the PD models shall be reported. That information shall be completed only for PD models. The data used in the calibration of the model parameters shall be used. If no internal data exist and the calibration is based on external data, then the external data shall be reported. 070 | Long-run PD | | The central tendency used by the institution in the calibration of the models that incorporates any prudent adjustment to the simple case weighted average of the annual default rates used in the calibration of the PD models shall be reported. That information shall be completed only for PD models. 080 | Cure rate defaulted asset | | The cure rate defaulted asset shall be the percentage of defaulted outstanding that returns in “non-defaulted” status over a twelve months period. An institution that does not calculate cure rates for a given model shall calculate a proxy for cure rates. The institution shall report the use of a proxy to the competent authority. That information shall be completed only for LGD models. 090 | Recovery rate not cured foreclosed assets | | The case-weighted average recovery rate for not cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. The data used in the calibration of the model parameters shall be used. If no internal data exist and the calibration is based on external data, then the external data shall be reported. An institution that does not have a specific recovery rate for non-cured defaults due to an incomplete recovery procedure, shall calculate a proxy taking into account observed recoveries as well as the estimations of recoveries for incomplete workout. The institution shall report the use of a proxy to the competent authority. This information shall be completed only for LGD models. 100 | Recovery period length not cured foreclosed assets | | The case-weighted average length of the recovery period (from the start of the default status to the completion date of the recovery procedures) for the not cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. The case-weighted average length shall be expressed in number of days. The data used in the calibration of the model parameters shall be used. If no internal data exist and the calibration is based on external data, then the external data shall be reported. An institution that does not have a specific recovery period length for not cured defaults, due to an incomplete recovery procedure, shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. That information shall be completed only for LGD models. 110 | Joint decision | Article 20(2)(a) of Regulation (EU) No 575/2013 | The institution shall report whether or not a joint decision on prudential requirements exists between the consolidating and the host competent authority regarding the permission to use the IRB approach for the calculation of the prudential requirements for the exposures held by the subsidiaries of the institutions in the reported benchmarking portfolios. 120 | Consolidating supervisor | Article 20 of Regulation (EU) No 575/2013 | The country ISO code of the country of origin of the competent authority responsible for the consolidated supervision of the institution using an IRB approach shall be reported. 130 | RWEA | Column 260 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor for all transactions in the scope of application of the specific model shall be reported. C 105.02 – Mapping of internal models to portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of templates 102 and 103 | The code assigned to the portfolio in accordance with Annex II for which the institution reports the results of the calculation shall be reported. Columns 010 and 020 are a composite row identifier and together shall be unique for each row in the table. 020 | Internal model ID | Column 010 of template 105.01 | The internal model ID assigned by the reporting institution shall be reported. 030 | EAD | Column 110 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The exposure value of the transactions in the scope of application of the specific model in accordance with column 020 for the specific portfolio in accordance with column 010 shall be reported. Where all transactions of a given portfolio are treated with one specific model, the exposure value shall be identical to the amount reported for the same portfolio in column 110 of template 102 or 103, as applicable. 040 | RWEA | Column 260 of template 8.1 of Annex I to Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor for the transactions in the scope of application of the specific model, in accordance with column 020, for the specific portfolio in accordance with column 010, shall be reported. Where all transactions of a given portfolio are treated with one specific model, the amount shall be identical to the amount reported for the same portfolio in column 170 of template 102 or 103, as applicable. C 105.03 – Mapping of internal models to countries Column | Label | Legal reference | Instructions ---|---|---|--- 005 | Row ID | | This code is a row identifier and shall be unique for each row in the template. It shall follow the numerical order 1, 2, 3, etc. 010 | Internal model ID | Column 010 of template 105.01 | The internal model ID assigned by the reporting institution shall be reported. Where one internal model ID is associated with several countries, separate rows shall be reported for each combination of “Internal model ID” and “Location of institution”. Columns 010 and 020 are a composite row identifier and their combination shall be unique for each row in the table. 020 | Location of institution | Article 20 of Regulation (EU) No 575/2013 | The country ISO code of the legal residence of each subsidiary where the IRB exposures reported for each benchmarking portfolio are booked shall be reported, irrespective of the existence of any permission granted by the host supervisor to apply an IRB approach.’ * * * ANNEX V ‘ANNEX V MARKET RISK BENCHMARK INSTRUMENTS AND PORTFOLIOS 1. | Instructions | 2725 ---|---|--- 2. | Instruments | 2730 ---|---|--- 3. | Individual Portfolios | 2740 ---|---|--- 4. | Aggregated Portfolios | 2744 ---|---|--- 5. | Additional specifications for instruments | 2745 ---|---|--- Section 1: Instructions (a) | For the purposes of this Annex, the following shall apply: | (i) | “booking date” means the date and time on which institutions book the transactions for the purposes of the benchmarking exercise; ---|--- (ii) | “Initial Market Valuation (IMV)” means the marked-to-market value of the instruments referred to in Section 2 of this Annex, at the IMV reference date and time; ---|--- (iii) | “IMV reference date” means the date and time with reference to which institutions shall determine the IMV of the transactions in the benchmarking portfolio; ---|--- (iv) | “IMV remittance date” means the date by which institutions shall submit the results of the IMV of the transactions in the benchmarking portfolio; ---|--- (v) | “VaR” means the Value at Risk; ---|--- (vi) | “sVaR” means the Stressed Value at Risk; ---|--- (vii) | “IRC” means the Incremental Risk Charge; ---|--- (viii) | “CTP” means the Correlation Trading Portfolio; ---|--- (ix) | “APR” means the All Price Risk calculated in accordance with Article 377(2) of Regulation (EU) No. 575/2013; ---|--- (x) | “Risk Measures” (RM) means the value of the VaR, sVaR, and when required IRC and APR for the portfolios, as set out in Section 3 of this Annex, between the RM initial and RM final reference date; ---|--- (xi) | “RM initial reference date” means the date on which institutions shall start to compute the RM values; ---|--- (xii) | “RM final reference date” means the date on which institutions shall finish to compute the RM values; ---|--- (xiii) | “RM remittance date” means the date by which institutions shall submit the results of the RM of the transactions in the benchmarking portfolio; ---|--- (xiv) | “Present Value (PV)” means the marked-to-market value of the portfolios, set out in Section 3 of this Annex, at the RM final reference date; ---|--- (xv) | “ATM” means “at the money” in terms of the relative position of the current or future price of a derivative’s underlying asset with respect to the strike price of that derivative; ---|--- (xvi) | “OTM” means “out of the money” in terms of the relative position of the current or future price of a derivative’s underlying asset with respect to the strike price of that derivative; ---|--- (xvii) | “ITM” means “in the money” in terms of the relative position of the current or future price of a derivative’s underlying asset with respect to the strike price of that derivative; ---|--- (xviii) | “long” means “bought” and “short” means “sold”; ---|--- (xix) | “CDS” means Credit Default Swaps; ---|--- (xx) | for credit default swaps, “long” means “bought protection” and “short” means “sold protection”; ---|--- (xxi) | “MLN” means millions; ---|--- (xxii) | “OTC” means over-the-counter. ---|--- (b) | The following dates shall apply for the “benchmarking” exercise: | (i) | the booking date shall be 19 September 2019; ---|--- (ii) | the IMV reference date shall be 26 September 2019 (at 5:30 pm CET - 4.30 pm GMT); ---|--- (iii) | the IMV remittance date shall be 4 October 2019; ---|--- (iv) | the RM initial reference date shall be 20 January 2020; ---|--- (v) | the RM final reference date shall be 31 January 2020; ---|--- (vi) | the RM remittance date shall be 28 February 2020. ---|--- (c) | Unless explicitly specified otherwise in Section 2 of this Annex, all positions shall be booked on the booking date referred to in point (b)(i) of this Section. Once positions have been booked, each portfolio shall age for the duration of the benchmarking exercise and shall be calculated under the assumption that the institution does not take any action to manage the portfolio in any way during the entire period of the benchmarking exercise. Unless explicitly stated otherwise in the specifications for a particular instrument, strike prices for option positions shall be determined relative to prices for the underlying as observed at market close on the booking date. ---|--- (d) | For the purposes of the initial market valuation, the valuation of each instrument shall be submitted to the institution’s competent authority by the IMV remittance date. By that date, institutions shall submit an explanatory note accompanying the results, in accordance with point (e). IMV shall be provided in accordance with the institution’s front office valuation, where possible. In case IMVs are not provided by the institution’s front office, the institution shall specify in the explanatory note who is the IMV data source provider. ---|--- (e) | The explanatory note that institutions are to submit together with the IMV shall include all of the following for each instrument: | (i) | the risk factors used to calculate the instrument’s IMV; ---|--- (ii) | the pricing model used to calculate the instrument’s IMV and a description of this pricing model; ---|--- (iii) | the risk factors included in the VaR model for the instrument; ---|--- (iv) | the risk factors included in the VaR model that are also valuation inputs for the IMV of the instrument; ---|--- (v) | the VaR model specifics in relation to the instrument; ---|--- (vi) | available reference data for the instrument in the institution’s own format; ---|--- (vii) | the aspects referred to in points (h), (i), (l), (n), (o), (p), (w), (x), (z), (hh) and (ll). ---|--- (f) | For the purposes of point (e), sub point (v), all of the following shall be reported: | (i) | concise VaR model descriptions; ---|--- (ii) | revaluation methods applied; ---|--- (iii) | functional form applied for modelling of returns (such as absolute, relatives, other methods); ---|--- (iv) | qualitative information on the time series used to calibrate the VaR model in relation to the instrument (such as source, methodology for normalisation, buckets applied, other information deemed relevant by the institutions to explain the results provided). ---|--- (g) | The explanatory note referred to in point (d) shall be updated with each resubmission of any value, reflecting the changes between submissions. The explanatory note shall contain one section which lists all submission dates and the reasons for resubmissions. ---|--- (h) | The risks of the positions shall be calculated without taking into account the funding costs. Where applicable, institutions shall use the overnight rate of the instrument currency as the discount rate. Collateral agreement shall be considered in place for the derivatives instruments referred to in Section 2. Where that is not possible, reasons shall be provided in the explanatory note referred to in point (d). ---|--- (i) | Counterparty credit risk and credit valuation adjustment (“CVA”) risk shall not be taken into account in the valuation of the risks of the portfolios. Where that is not possible, reasons shall be provided in the explanatory note referred to in point (d).

Institutions shall report cases where other typologies of Valuation Adjustments are included in the IMV and explain for each financial instrument the methodology and the impact in the explanatory note referred to in point (d). ---|--- (j) | The 10-day 99 % VaR shall be calculated on a daily basis. sVaR and the IRC may be calculated on a weekly basis. The sVaR and IRC shall be based on end-of-day prices for each Friday in the time window of the benchmarking exercise. ---|--- (k) | For transactions that include long positions in CDS, institutions shall assume an immediate up-front fee is paid to enter the position as per the market standards and conventions. The maturity date for all CDS shall correspond to conventional quarterly termination dates. ---|--- (l) | Additional specifications needed in order to carry out pricing calculations required for CDS positions shall be consistent with commonly used market standards and conventions and shall be explained in the explanatory note referred to in point (d) of this Section. ---|--- (m) | The maturity date shall ensure that the transaction is closest to the term-to-maturity specified in accordance with market standards and conventions. ---|--- (n) | With respect to the details of instruments not referred to in Section 2, institutions shall provide the assumptions that have been used, including the day count convention and the choice for a tradable and liquid instrument, where permitted, along with the results in the explanatory note referred to in point (d) of this Section. ---|--- (o) | Institutions that believe that assumptions in addition to those specified in this Section are relevant to the interpretation of the results of its exercise, including close of business timing, coupon rolls, mapping against indices and others, shall submit a description of those assumptions in the explanatory note referred to in point (d) of this Section. ---|--- (p) | The explanatory note referred to in point (d) of this Section shall include explanations for risks not captured by the model for the instruments referred to in Section 2 of this Annex. ---|--- (q) | All options shall be treated as if they are traded OTC, unless explicitly specified otherwise. ---|--- (r) | The standard timing conventions for OTC options shall be followed. The time to maturity for an “n-month” option shall be in n months. Where options expire on a non-trading day, institutions shall adjust the expiration date per business date, in accordance with market standards and conventions. ---|--- (s) | All OTC options shall be treated as follows: | (i) | as American for single name equities and commodities; ---|--- (ii) | as European for equity indices, foreign exchange and swaptions. ---|--- (t) | All OTC options shall be considered “naked” so that the premium shall be excluded from the initial market valuation. ---|--- (u) | Regarding the CTPs, institutions that have permission to use the APR model for CTPs shall provide details about their most relevant assumptions, market standards and conventions regarding the CTP instruments referred to in points 74 and 75 of Section 2, including the hedge ratios they have calculated to make the CTP instruments CS01 neutral at the booking date. ---|--- (v) | The IMV for each instrument shall be provided in the base currency specified in Section 2 for that instrument. ---|--- (w) | For positions denominated in a common base currency but composed of one or more instruments denominated in a different currency, the result shall be converted into the reported base currency of the portfolio, using the appropriate foreign exchange spot rate as per standard market practice. The converted result shall be explained in the explanatory note referred to in point (d) of this Section. ---|--- (x) | When booking positions, institutions shall follow appropriate market conventions, unless otherwise specified in these instructions in the Instruments descriptions (Section 2 of this Annex). ---|--- (y) | Where an instrument, or the underlying instrument for a derivative, is subject to a corporate action that affects the benchmarking exercise, such as a call from the issuer, a default or similar actions, institutions shall exclude such instrument from the exercise together with any related CDS or option. ---|--- (z) | With regard to an index series, “on-the-run” shall refer to the most liquid and tradable series of that index available in the market. Institutions shall explain their choice of “on-the-run” series along with the related results in the accompanying explanatory note referred to in point (d) of this Section. ---|--- (aa) | The Euro Interbank Offered Rate (“EURIBOR”) shall mean the rate calculated by the European Money Markets Institute at different maturities for EURO interbank term deposits. The London Interbank Offered Rate (“LIBOR”) shall mean the rate calculated by the Intercontinental Exchange at different maturities for interbank term deposit in different currencies. ---|--- (bb) | Risk measures for the portfolios referred to in Section 3 and Section 4, together with the Present Value, shall be computed from the “RM initial reference date” to the “RM final reference date”. Institutions shall submit the results of those calculations to their competent authority by RM remittance date. ---|--- (cc) | IMV shall be reported for each instrument. Risk measures and Present Value, where applicable, shall be reported for each portfolio, both individual and aggregated. All results shall be reported with respect to the base currency. ---|--- (dd) | Only institutions which have been granted permission to model specific risk shall report credit spread portfolios. For interest rate portfolios which include risk as part of certain instruments, individual and aggregated portfolios shall be modelled by institutions which have been granted the permission to model the general interest risk as well as institutions which have been granted the permission to model the general and the specific interest risk. ---|--- (ee) | The results for the aggregated portfolios shall be submitted only where the results of all components are submitted. ---|--- (ff) | In Section 2 (Instruments) “Year T” shall mean “2020” and Year T + X shall mean 2020 + X, with X as specified in Section 2 of this Annex. ---|--- (gg) | In Section 2 of this Annex (Instruments), institutions shall determine the day of expiry/maturity in accordance with the following instructions: | (i) | Where the date is specified, that specific date shall be used; ---|--- (ii) | Where no date is specified, market convention, where available, shall be used. If for example there is a market convention that the day of expiry/maturity is the 3rd Friday of the month, then “June Year T” shall mean the 3rd Friday of June of the year T; ---|--- (iii) | At the end of the month, when it is specified “End of”, it shall mean the last calendar day in the month; ---|--- (iv) | For a fix period of time following the “booking date”, if the period is defined as a number of days, it is the last day of the period. If the period is defined in weeks, months or years, it is the same day of the following week, month or year with respect to the booking date, or, if the last month or year of the period is shorter, the last day of that month or year; if the “booking date + x period” is a holiday day, then select the following working day. ---|--- (hh) | In Section 2 of this Annex (Instruments), for all CDS, unless explicitly specified otherwise, the following requirements shall apply: | (i) | Coupon frequency: Quarterly; ---|--- (ii) | Coupon(bps): 100; ---|--- (iii) | Day count: ACT/360; ---|--- (iv) | ISDA Definitions year: 2014; ---|--- (v) | Restructuring clause: Modified-Modified Restructuring (MMR); ---|--- (vi) | Maturity: December Year T+4; ---|--- (vii) | Debt type: Senior; ---|--- (viii) | Tenor: 5 Year; ---|--- (ix) | Effective date as booking date; ---|--- (x) | The used discount curve and recovery rate shall be indicated in the explanatory note referred to in point (d) of this Section. ---|--- (ii) | The IMV for an index future shall be reported as the market price at the IMV reference date, multiplied by the number of contracts. ---|--- (jj) | A number of 100 contracts, for instruments 1, 3-17, as referred to in Section 2 of this Annex, shall be used uniformly for the purposes of calculating IMV. ---|--- (kk) | For Credit Spread Instruments, instruments 52-67 and 69, as referred to in Section 2 of this Annex, standard ISDA definitions and standard restructuring clauses shall apply. ---|--- (ll) | Institutions shall provide the information related to the time of valuation of the PV mentioning the time in the explanatory note referred to in point (d) of this Section. Where possible, valuation of the PV shall be computed at close of business day. ---|--- Section 2: Instruments Institutions shall provide IMV, in accordance with the instructions laid down in Section 1 of this Annex, for the following financial instruments: Equity | 1. | Long EURO STOXX 50 index (Ticker: SX5E) Future (1 point equals movement of EUR 10). Exchange: Eurex Expiry date: June Year T Base currency: EUR ---|---|--- | 2. | Long 10 000 BAYER (Ticker: BAYN GR) shares. Exchange: Xetra Base currency: EUR ---|---|--- | 3. | Short Future BAYER (Ticker: BAYN GR) (1 contract = 100 shares). Exchange: Eurex Expiry date: June Year T Base currency: EUR ---|---|--- | 4. | Short Future, PEUGEOT PSA (Ticker: UG FP) (1 contract = 100 shares). Exchange: Euronext Expiry date: June Year T Base currency: EUR ---|---|--- | 5. | Short Future, ALLIANZ (Ticker: ALV GR) (1 contract = 100 shares). Exchange: Eurex Expiry date: June Year T Base currency: EUR ---|---|--- | 6. | Short Future BARCLAYS (Ticker: BARC LN) (1 contract = 100 shares). Exchange: Eurex Expiry date: June Year T Base currency: GBP ---|---|--- | 7. | Short Future DEUTSCHE BANK (Ticker: DBK GR) (1 contract = 100 shares). Exchange: Eurex Expiry date: June Year T Base currency: EUR ---|---|--- | 8. | Short Future CRÉDIT AGRICOLE (Ticker: ACA FP) (1 contract = 100 shares). Exchange: Euronext Expiry date: June Year T Base currency: EUR ---|---|--- | 9. | Long Call Option. Underlying BAYER (Ticker: BAYN GR), ATM (1 contract = 100 shares). Expiry date: June Year T Base currency: EUR ---|---|--- | 10. | Short Call Option. Underlying BAYER (Ticker: BAYN GR), ATM (1 contract = 100 shares). Expiry date: December Year T Base currency: EUR ---|---|--- | 11. | Long Call Option. Underlying PFIZER (Ticker PFE US) 10 % OTM, (1 contract = 100 shares). Expiry date: June Year T Base currency: USD ---|---|--- | 12. | Long Put Option. Underlying PFIZER (Ticker PFE US) 10 % OTM, (1 contract = 100 shares). Expiry date: June Year T Base currency: USD ---|---|--- | 13. | Long Call Option. Underlying BAYER (Ticker: BAYN GR), 10 % OTM (1 contract = 100 shares). Expiry date: December Year T Base currency: EUR ---|---|--- | 14. | Short Call Option. Underlying BAYER (Ticker: BAYN GR), 10 % OTM (1 contract = 100 shares). Expiry date: June Year T Base currency: EUR ---|---|--- | 15. | Long Call Option. Underlying AVIVA (Ticker: AV/LN), 10 % OTM (1 contract = 100 shares). Expiry date: December Year T Base currency: GBP ---|---|--- | 16. | Long Put Option. Underlying AVIVA (Ticker: AV/LN), 10 % OTM (1 contract = 100 shares). Expiry date: December Year T Base currency: GBP ---|---|--- | 17. | Short Future NIKKEI 225 (Ticker NKY) (1 point equals 500 JPY). Exchange: japan exchange Expiry date: 11 June Year T Base currency: JPY ---|---|--- | 18. | Auto-callable Equity product Long position Booking on “Booking date” Notional amount (“Capital”): EUR 1 000 000 Underlying: Index EURO STOXX 50 (Ticker: SX5E) Base currency: EUR Maturity: 5 years Annual Pay-out and annual observation (“Booking date + 1 year”, “Booking date + 2 years”, “Booking date + 3 years”, “Booking date + 4 years”, “Booking date + 5 years”). Pay-out occurs 10 days after reference date. Coupon: 6 % Autocall level (“Initial value”): End of day Booking date + 1 month Barrier coupon payment 60 % of autocall level Protection barrier: 55 % of autocall level | — | Capital not guaranteed if the index is below the protection barrier (capital returned on year 5 will be pro-rata where the level is below the protection barrier: for instance, if the SX5E = 40 % of its initial level then the capital returned is 40 %); ---|--- — | If SX5E ≥ 60 % (barrier coupon) of initial value at the end of any year, then the coupon paid out is 6 %; ---|--- — | If SX5E ≥ 100 % of initial value at the end of any year, then the product is called and the pay out is the coupon plus the capital (100 %); ---|--- — | If SX5E < 60 % (barrier coupon) of initial value at the end of any year, then no coupon is paid; ---|--- — | If SX5E < 55 % (protection barrier) of initial value at the end of year 5, then the capital is only paid pro-rata. Else if SX5E >= 55 % (protection barrier) of initial value at the end of year 5, then the capital is fully paid. ---|--- IR | 19. | 5-year IRS EUR – Receive fixed rate and pay floating rate Fixed leg: receive annually Floating rate: 3-month EURIBOR, pay quarterly Notional: EUR 10 000 000 Roll convention and calendar: standard Effective date as booking date (i.e. the rates to be used shall be those at the market close as of the booking date) Maturity: September Year T+4. Base currency: EUR ---|---|--- | 20. | Two-year EUR swaption on 5-year interest rate swap. Notional: EUR 10 000 000. The institution is the seller of the option on the swap. The counterparty of the institution buys the right to enter a swap with the institution; if the counterparty exercises its right, the counterparty shall receive the fixed rate while the institution shall receive the floating rate. Swaption with maturity of two years (Booking date + 2 years) on IRS defined in instrument n. 19 Maturity of the underlying swap: Booking date + 7 years Premium paid at the booking date (Booking date). Cash settled The strike price is based on the IRS rate defined in instrument n. 19 (i.e. the strike price is the fixed rate as IRS defined in instrument n. 19) Base currency: EUR ---|---|--- | 21. | 5-year IRS USD. Receive fixed rate and pay floating rate. Fixed rate: receive annually Floating rate: 3-month USD LIBOR rate, pay quarterly Notional: USD 10 000 000 Roll convention and calendar: standard Effective date as booking date (i.e. the rates to be used shall be those at the market close as of the booking date) Maturity date: September Year T+4. Base currency: USD ---|---|--- | 22. | 2-year IRS GBP. Receive fixed rate and pay floating rate. Fixed rate: receive annually Floating rate: 3-month GBP LIBOR rate, pay quarterly Notional: GBP 10 000 000 Roll convention and calendar: standard Effective date as booking date (i.e. the rates to be used shall be those at the market close as of the booking date) Maturity: Booking date + 2 years Base currency GBP ---|---|--- | 23. | Long position on “Cap and Floor” 10-year UBS AG (Ticker: UBSG VX) Notes. Notional (Principal) Amount: USD 1 000 000. Floating Rate Notes (the “Notes”) are senior unsecured obligations of UBS AG (“UBS”). | — | The Notes shall bear interest at a per annum rate equal to USD 3-Month LIBOR plus 1,5 % per annum (the “Floating Interest Rate”), subject to a maximum interest rate of 7,5 % per annum (the “Interest Rate Cap”) and a minimum interest rate of 2,5 % per annum (the “Interest Rate Floor”). ---|--- — | Any payment on the Notes, including interest and principal at maturity, shall be subject to the creditworthiness of UBS AG. Institutions are asked to use an appropriate discounting curve, motivating that in the explanatory note. ---|--- — | Income: The Notes will pay interest quarterly at a rate equal to the Floating Interest Rate, provided that if on any Coupon Determination Date (i) the Floating Interest Rate is less than the Interest Rate Floor, then the applicable interest rate for the related Interest Period will be equal to the Interest Rate Floor, or (ii) the Floating Interest Rate is greater than the Interest Rate Cap, then the applicable interest rate for the related Interest Period will be equal to the Interest Rate Cap. ---|--- Interest Payment Amount | The amount of interest to be paid on the Notes for an Interest Period shall be equal to the product of (a) the principal amount of the Notes, (b) the Applicable Interest Rate for that Interest Period and (c) a fraction, the numerator of which is the number of days in the Interest Period (calculated on the basis of a 360-day year of twelve 30-day months) and the denominator of which is 360. ---|--- Trade and Settlement Date | “Booking date” Interest Payment Dates | Quarterly, on the Booking date + 3 months, Booking date + 6 months, Booking date + 9 months and Booking date + 1 year, commencing on Booking date + 3 months, during the term of the Notes (subject to adjustments, as described herein). Maturity Date Currency | Booking date + 10 years USD Daycount Basis | 30/360 Business Day Convention | Following Unadjusted Coupon Determination Date | For each Interest Period, the second London Banking day immediately preceding the relevant Interest Date. “London Banking Day” means any day on which commercial banks are open for general business (including dealings in foreign exchange and foreign currency deposits) in London and on which dealings in U.S. dollars are transacted in the London interbank market. | 24. | Long GERMANY GOVT EUR 5 000 000 (ISIN DE0001135085) Maturity: 4 July 2028 Base currency: EUR ---|---|--- | 25. | Short GERMANY GOVT EUR 2 000 000 (ISIN DE0001102358)) Maturity: 15 May 2024 Base currency: EUR ---|---|--- | 26. | Long ITALY GOVT EUR 5 000 000 (ISIN IT0005246134) Maturity: 15 May 2028 Base currency: EUR ---|---|--- | 27. | Long ITALY GOVT EUR 1 000 000 (ISIN IT0004953417) Maturity: 1 March 2024 Base currency: EUR ---|---|--- | 28. | Long SPAIN GOVT EUR 5 000 000 (ISIN ES00000124C5) Maturity: 31 October 2028 Base currency: EUR ---|---|--- | 29. | Short FRANCE GOVT EUR 5 000 000 (ISIN FR0011317783) Maturity: 25 October 2027 Base currency: EUR ---|---|--- | 30. | Short GERMANY GOVT EUR 10 000 000 (ISIN DE0001102390) Maturity: 15 February 2026 Base currency: EUR ---|---|--- | 31. | Long UNITED KINGDOM GOVT GBP 5 000 000 (ISIN GB0002404191) Maturity: 7 December 2028 Base currency: GBP ---|---|--- | 32. | Long PORTUGAL GOVT EUR 5 000 000 (ISIN PTOTETOE0012) Maturity: 21 July 2026 Base currency: EUR ---|---|--- | 33. | Short UNITED STATES GOVT USD 10 000 000 (ISIN US9128283P31) Maturity: 31 December 2024 Base currency USD ---|---|--- | 34. | Long BRAZIL GOVT 5 000 000 USD (ISIN US105756BT66)) Maturity: 5 January 2024 Base currency: USD ---|---|--- | 35. | Long MEXICO GOVT 5 000 000 USD (ISIN US91086QBC15) Maturity: 2 October 2023 Base currency USD ---|---|--- | 36. | 10-year IRS EURO – Receive floating rate and pay fixed rate. Fixed leg: pay annually. Floating rate: 3-month EURIBOR, receive quarterly Notional: EUR 10 000 000 Roll convention and calendar: standard Effective date as the booking date (i.e. rates to be used are those at the market close on booking date) Maturity: Booking date + 10 years Base currency: EUR ---|---|--- | 37. | 5-year IRS EURO – Receive floating rate and pay fixed rate. Fixed leg: pay annually Floating rate: 6-month EURIBOR, receive every 6 months Notional: EUR 10 000 000 Roll convention and calendar: standard Effective date as the booking date (i.e. rates to be used are those at the market close on booking date) Maturity: Booking date + 5 years Base currency: EUR ---|---|--- FX | 38. | 6-month USD/EUR forward contract. Cash settled. Notional USD 10 000 000 USD purchased at the EUR/USD ECB reference spot rate as of end of the booking date Base currency: EUR ---|---|--- | 39. | 6-month EUR/GBP forward contract. Cash settled. Notional 10 000 000 GBP purchased at the EUR/GBP ECB reference spot rate as of end of the booking date Base currency: EUR ---|---|--- | 40. | Long 1 000 000 USD Cash. Cash position Base currency: EUR ---|---|--- | 41. | Long Call option. EUR 10 000 000. Equivalent amount based on EUR/USD ECB reference spot rate as of end of the booking date Strike price: 110 % of EUR/USD ECB reference rate as of end of the booking date Expiry date: Booking date + 1 year Base currency: EUR ---|---|--- | 42. | Long Call option. EUR 10 000 000. Equivalent amount based on EUR/USD ECB reference spot rate as of end of the booking date Strike price: 90 % of EUR/USD ECB reference rate as of end of the booking date Expiry date: Booking date + 1 year Base currency: EUR ---|---|--- | 43. | Short Call option. EUR 10 000 000. Equivalent amount based on EUR/USD ECB reference spot rate as of end of the booking date Strike price: 100 % of EUR/USD ECB reference rate as of end of the booking date Expiry date: Booking date + 1 year Base currency: EUR ---|---|--- | 44. | Short Call option. EUR 10 000 000. Equivalent amount based on EUR/GBP ECB reference spot rate as of end of the booking date Strike price: 110 % of EUR/GBP ECB reference rate as of end of the booking date Expiry date: Booking date + 1 year Base currency: EUR ---|---|--- | 45. | Long Put option. EUR 10 000 000. Equivalent amount based on EUR/JPY ECB reference spot rate as of end of the booking date Strike price: 110 % of EUR/JPY ECB reference rate as of end of the booking date Expiry date: Booking date + 1 year Base currency: EUR ---|---|--- | 46. | Short Put option. EUR 10 000 000. Equivalent amount based on EUR/AUD ECB reference spot rate as of end of the booking date Strike price: 110 % of EUR/AUD ECB reference rate as of end of the booking date Expiry date: Booking date + 1 year Base currency: EUR ---|---|--- | 47. | 5-year Mark to Market (MtM) Cross Currency EUR/USD SWAP. Receive USD and pay EUR. EUR: 3-month EURIBOR, pay quarterly USD: 3-month USD LIBOR rate, receive quarterly Notional EUR 10 000 000 adjusted on a quarterly basis Roll convention and calendar: standard Effective date as booking date Maturity: Booking date + 5 years Base currency: EUR See also Section 5 – Instrument additional specifications ---|---|--- Commodities | 48. | Long 3 500 000 6-month ATM London Gold Forwards contracts (1 contract = 0,001 troy ounces, notional: 3 500 troy ounces). Cash Settlement Base currency: USD ---|---|--- | 49. | Short 3 500 000 12-month ATM London Gold Forwards contracts (1 contract = 0,001 troy ounces, notional: 3 500 troy ounces). Cash Settlement Base currency: USD ---|---|--- | 50. | Long 30 contracts of 6-month WTI Crude Oil Call option with strike equals 12-month end-of-day forward price on the booking date (1 contract = 1 000 barrels. Total notional 30 000 barrels). Cash Settlement Base currency USD ---|---|--- | 51. | Short 30 contracts of 6-month WTI Crude Oil Put option with strike equals 12-month end-of-day forward price on the booking date (1 contract = 1 000 barrels. Total notional 30 000 barrels). Cash Settlement Base currency USD ---|---|--- Credit Spread | 52. | Long (i.e. Buy protection) USD 1 000 000 CDS on PORTUGAL Restructuring clause: FULL Base currency: USD ---|---|--- | 53. | Long (i.e. Buy protection) USD 1 000 000 CDS on ITALY Restructuring clause: FULL Base currency: USD ---|---|--- | 54. | Short (i.e. Sell protection) USD 1 000 000 CDS on SPAIN Restructuring clause: FULL Base currency: USD ---|---|--- | 55. | Long (i.e. Buy protection) USD 1 000 000 CDS on MEXICO Restructuring clause: FULL Base currency: USD ---|---|--- | 56. | Long (i.e. Buy protection) USD 1 000 000 CDS on BRAZIL Restructuring clause: FULL Base currency: USD ---|---|--- | 57. | Long (i.e. Buy protection) USD 1 000 000 CDS on UK Restructuring clause: FULL Base currency: USD ---|---|--- | 58. | Short (i.e. Sell protection) EUR 1 000 000 CDS on AXA (Ticker CS FP) Base currency: EUR ---|---|--- | 59. | Long (i.e. Buy protection) EUR 1 000 000 CDS on AXA (Ticker CS FP) Maturity: December Year T+2 Base currency: EUR ---|---|--- | 60. | Short (i.e. Sell protection) EUR 1 000 000 CDS on Aviva (Ticker AV LN) ISDA Definitions year 2003 Base currency: EUR ---|---|--- | 61. | Long (i.e. Buy protection) EUR 1 000 000 CDS on Aviva (Ticker AV LN) ISDA Definitions year 2003 Maturity: December Year T+2 Base currency: EUR ---|---|--- | 62. | Short (i.e. Sell protection) EUR 1 000 000 CDS on Vodafone (Ticker VOD LN) Base currency: EUR ---|---|--- | 63. | Short (i.e. Sell protection) EUR 1 000 000 CDS on ENI SpA (Ticker ENI IM) Base currency: EUR ---|---|--- | 64. | Short (i.e. Sell protection) USD 1 000 000 CDS on Eli Lilly (Ticker LLY US) Restructuring clause: No restructuring (XR14) Base currency: USD ---|---|--- | 65. | Short (i.e. Sell protection) EUR 1 000 000 CDS on Unilever (Ticker UNA NA) Base currency: EUR ---|---|--- | 66. | Long (i.e. Buy protection) EUR 1 000 000 CDS on Total SA (Ticker FP FP) Base currency: EUR ---|---|--- | 67. | Long (i.e. Buy protection) EUR 1 000 000 CDS on Volkswagen Group (Ticker VOW GR) Base currency: EUR ---|---|--- | 68. | Long position on TURKEY Govt. notes USD 1 000 000 (ISIN US900123CF53) Maturity: 22 March 2024 Base currency: USD ---|---|--- | 69. | Long (i.e. Buy protection) USD 1 000 000 CDS on TURKEY. Effective date as booking date. Restructuring clause: FULL Base currency: USD ---|---|--- | 70. | Long position on AXA notes EUR 1 000 000 (ISIN FR0011524248) Maturity: 29 January 2024 Base currency: EUR ---|---|--- | 71. | Long position on Volkswagen Group notes EUR 1 000 000 (ISIN XS1586555861) Maturity: 2 October 2023 Base currency: EUR ---|---|--- | 72. | Short position Volkswagen Group notes EUR 1 000 000 (ISIN XS1586555606) Maturity: 30 March 2021 Base currency: EUR ---|---|--- | 73. | Long position on Total SA notes EUR 1 000 000 (ISIN XS0830194501) Maturity: 15 March 2023 Base currency: EUR ---|---|--- CTP | 74. | Short position in spread hedged Super Senior tranche of iTraxx Europe index on-the-run series Attachment point: 25 % Detachment point: 100 % Notional: EUR 5 000 000 Maturity: 5 years Running spread 100 bps. The portfolio shall be constructed by hedging the index tranche with the iTraxx Europe index on-the-run series to achieve a zero CS01 as of booking date. No further re-hedging is required. Base currency: EUR ---|---|--- | 75. | Long (i.e. Buy protection) USD 1 000 000 First to Default Basket Swap on {Brazil, Mexico and Turkey}. Effective date as booking date Restructuring clause: FULL Maturity: September Year T+4 Base currency: USD ---|---|--- Section 3: Individual Portfolios Institutions shall provide the required risk measures, along with the Present Value, of the following individual portfolios: Portfolio | Combination of instruments: The first figure represents the instrument (as referred to in Section 2 of this Annex). The second figure represents the quantity of each instrument or number of contracts, as applicable. | Base Currency | Risk measures required ---|---|---|--- EQUITY 1 | 1 – 1 000 instruments | EUR | VaR and Stressed VaR 2 | 3 – 1 000 instruments 4 – 1 000 instruments 5 – 1 000 instruments | EUR | VaR and Stressed VaR 3 | 13 – 100 instruments 10 – 100 instruments | EUR | VaR and Stressed VaR 4 | 15 – 100 instruments 16 – 100 instruments | GBP | VaR and Stressed VaR 5 | 17 – 1 000 instruments | JPY | VaR and Stressed VaR 6 | 9 – 500 instruments 10 – 500 instruments | EUR | VaR and Stressed VaR 7 | 18 – 1 instrument | EUR | VaR and Stressed VaR 8 | 11 – 1 000 instruments 12 – 1 000 instruments | USD | VaR and Stressed VaR 9 | 2 – 1 instruments 14 – 100 instruments | EUR | VaR and Stressed VaR 10 | 6 – 1 000 instruments 7 – 1 000 instruments 8 – 1 000 instruments | EUR | VaR and Stressed VaR 11 | 19 – 1 instrument | EUR | VaR and Stressed VaR 12 | 20 – 1 instrument | EUR | VaR and Stressed VaR 13 | 21 – 1 instrument | USD | VaR and Stressed VaR 14 | 22 – 1 instrument | GBP | VaR and Stressed VaR 15 | 23 – 1 instrument | USD | VaR; Stressed VaR; IRC 16 | 24 – 1 instrument 25 – 1 instrument | EUR | VaR; Stressed VaR; IRC 17 | 24 – 1 instrument 25 – 1 instrument 26 – 1 instrument | EUR | VaR; Stressed VaR; IRC 18 | 24 – 1 instrument 25 – 1 instrument 26 – 1 instrument 27 – 1 instrument 28 – 1 instrument 29 – 1 instrument 30 – 1 instrument | EUR | VaR; Stressed VaR; IRC 19 | 19 – 1 instrument 36 – 1 instrument | EUR | VaR and Stressed VaR; 20 | 19 – 1 instrument 37 – 1 instrument | EUR | VaR and Stressed VaR; 21 | 36 – 1 instrument 37 – 1 instrument | EUR | VaR and Stressed VaR; 22 | 19 – 1 instrument 20 – 1 instrument | EUR | VaR and Stressed VaR; 23 | 31 – 1 instrument | GBP | VaR; Stressed VaR; IRC 24 | 33 – 1 instrument 34 – 1 instrument 35 – 1 instrument | USD | VaR; Stressed VaR; IRC 25 | 21 – 1 instrument 33 – 1 instrument | USD | VaR and Stressed VaR 26 | 26 – 1 instrument 27 – 1 instrument 28 – 1 instrument 32 – 1 instrument | EUR | VaR; Stressed VaR; IRC 27 | 38 – 1 instrument 39 – 1 instrument | EUR | VaR and Stressed VaR 28 | 40 – 1 instrument 41 – 1 instrument | EUR | VaR and Stressed VaR 29 | 41 – 1 instrument 42 – 1 instrument 43 – 1 instrument | EUR | VaR and Stressed VaR 30 | 44 – 1 instrument 45 – 1 instrument | EUR | VaR and Stressed VaR 31 | 46 – 1 instrument | EUR | VaR and Stressed VaR 32 | 47 – 1 instrument | EUR | VaR and Stressed VaR 33 | 48 – 1 instrument 49 – 1 instrument | USD | VaR and Stressed VaR 34 | 50 – 1 instrument 51 – 1 instrument | USD | VaR and Stressed VaR 35 | 48 – 1 instrument 51 – 1 instrument | USD | VaR and Stressed VaR 36 | 52 – 1 instrument 53 – 1 instrument 54 – 1 instrument | USD | VaR; Stressed VaR; IRC 37 | 55 – 1 instrument 56 – 1 instrument | USD | VaR; Stressed VaR; IRC 38 | 58 – 1 instrument 59 – 1 instrument | EUR | VaR; Stressed VaR; IRC 39 | 54 – 1 instrument 55 – 1 instrument | USD | VaR; Stressed VaR; IRC 40 | 60 – 1 instrument 61 – 1 instrument | EUR | VaR; Stressed VaR; IRC 41 | 62 – 1 instrument 63 – 1 instrument 65 – 1 instrument 66 – 1 instrument 67 – 1 instrument | EUR | VaR; Stressed VaR; IRC 42 | 68 – 1 instrument 69 – 1 instrument | USD | VaR; Stressed VaR; IRC 43 | 70 – 1 instrument 71 – 1 instrument 73 – 1 instrument | EUR | VaR; Stressed VaR; IRC 44 | 71 – 1 instrument 72 – 1 instrument | EUR | VaR; Stressed VaR; IRC 45 | 70 – 1 instrument 59 – 1 instrument | EUR | VaR; Stressed VaR; IRC 46 | 66 – 1 instrument 73 – 1 instrument | EUR | VaR; Stressed VaR; IRC 47 | 64 – 1 instrument | USD | VaR; Stressed VaR; IRC 48 | 71 – 1 instrument 72 – 1 instrument 67 – 1 instrument | EUR | VaR; Stressed VaR; IRC 49 | 57 – 1 instrument 54 – 1 instrument | USD | VaR; Stressed VaR; IRC 50 | 53 – 1 instrument 27 – 1 instrument | EUR | VaR; Stressed VaR; IRC 51 | 55 – 5 instruments 35 – 1 instrument | USD | VaR; Stressed VaR; IRC 52 | 56 – 5 instruments 34 – 1 instrument | USD | VaR; Stressed VaR; IRC 53 | 55 – 5 instruments 35 – 1 instrument 56 – 5 instruments 34 – 1 instrument | USD | VaR; Stressed VaR; IRC 54 | 74 – 1 instrument | EUR | VaR; Stressed VaR; APR 55 | 75 – 1 instrument | USD | VaR; Stressed VaR; APR 56 | 75 – 5 instruments 68 – 5 instruments 34 – 1 instrument 35 – 1 instrument | USD | VaR; Stressed VaR; APR Section 4: Aggregated Portfolios Institutions shall provide the required risk measures, along with the Present Value, of the following financial aggregated portfolios: Aggreg. Portfolio | Description | Combination of Individual Portfolios (individual portfolios as stated by their numbers as referred to in Section 3 of this Annex) | Base Currency | Risk Measures requested ---|---|---|---|--- 57 | ALL-IN no-CTP | 1, 2, 6, 7, 9, 11, 12, 18, 21, 27, 28, 30, 31, 32, 33, 34, 38, 41, 43 | EUR | VaR; Stressed VaR; IRC 58 | EQUITY Cumulative | 1, 2, 6, 7, 9 | EUR | VaR and Stressed VaR 59 | IR Cumulative | 11, 12, 18, 21 | EUR | VaR and Stressed VaR 60 | FX Cumulative | 27, 28, 30, 31, 32 | EUR | VaR and Stressed VaR 61 | Commodity Cumulative | 33, 34 | USD | VaR and Stressed VaR 62 | Credit Spread cumulative | 38, 41, 43 | EUR | VaR; Stressed VaR; IRC 63 | CTP cumulative EUR | 54, 56 | EUR | VaR; Stressed VaR; APR Section 5: Additional specifications for instruments Institutions shall apply the following additional specifications to the financial instruments described in Section 2 of this Annex: Instrument: | 47 ---|--- Description: | 5-year Mark to Market (MtM) Cross Currency EUR/USD SWAP Receive USD and pay EUR Notional: EUR 10 000 000 , USD (EUR 10 000 000 * FX USD/EUR) Pay: | Float leg 2 Rec: | Float leg 1 Notional Exchange and Reset: | On effective date and maturity date. Further, on every coupon payment date, an additional payment corresponding to adjustment of the USD notional on Float leg 2 is made. The USD notional is adjusted to equal 10 000 000 EUR, at spot rate 2 business days in advance of each payment date. Cash balance | Included Float Leg 1 | Notional: | 10 000 000 EUR converted to USD at spot on effective date Effective Date: | Booking date Maturity Date: | Booking date + 5 years Payment Date Generation: | Forward from Effective Date Coupon Payment Frequency: | Quarterly Coupon Rate: | 3 000 000 USD LIBOR + 0 bps. Coupon Rate Reset Freq: | Quarterly Coupon Rate Fixing Convention: | 2 days in advance of each coupon period Coupon Rate Compounding Frequency: | Simple Interest Day Count: | ACT/360 Payment Business Day: | LON, NYC, TARGET Payment Business Day Convention: | Modified Following Notional Reset Business Day: | LON, NYC, TARGET Notional Reset Business Day Convention: | Previous Coupon Rate Reset Business Day: | LON, NYC, TARGET Coupon Rate Reset Business Day Convention: | Previous Float Leg 2 | Notional: | 10 000 000 EUR Effective Date: | Booking date Maturity Date: | Booking date + 5 years Payment Date Generation: | Forward from Effective Date Coupon Payment Frequency: | Quarterly Coupon Rate: | 3 000 000 EURIBOR + 0 bps. Coupon Rate Reset Frequency: | Quarterly Coupon Rate Fixing Convention: | 2 days in advance of each coupon period Coupon Rate Compounding Frequency: | Simple Interest Day Count: | ACT/360 Payment Business Day: | LON, NYC, TARGET Payment Business Day | Modified Following Notional Reset Business Day: | LON, NYC, TARGET Notional Reset Business Day Convention: | Previous Coupon Rate Reset Business Day: | LON, NYC, TARGET Coupon Rate Reset Business Day Convention: | Previous’ * * * ANNEX VI ‘ANNEX VI RESULTS SUPERVISORY BENCHMARK PORTFOLIOS TEMPLATE RELATED INSTRUCTIONS | 2748 ---|--- C 106.00 – Initial Market Valuation and exclusion justification | 2748 ---|--- C 107.01 – VaR & sVaR Non-CTP. Details | 2749 ---|--- C 107.02 – VaR, sVaR and PV - Non-CTP. Base Currency Results | 2752 ---|--- C 108.00 – Profit & Loss Time Series | 2753 ---|--- C 109.01 – IRC. Details of the Model | 2754 ---|--- C 109.02 – IRC. Details by Portfolio | 2755 ---|--- C 109.03 – IRC. Amount by Portfolio/Date | 2756 ---|--- C 110.01 – CT. Details of the Model | 2757 ---|--- C 110.02 – CT. Details by Portfolio | 2758 ---|--- C 110.03 – CT. APR by Portfolio/Date | 2759 ---|--- TEMPLATE RELATED INSTRUCTIONS C 106.00 – Initial Market Valuation and exclusion justification Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Instrument number | Section 2 of Annex V | The instrument number taken from Annex V shall be reported. 020 | Instrument modelled for VaR and sVaR (YES/NO) | | Either YES or NO shall be reported. 030 | Instrument modelled for IRC (YES/NO) | | Either YES or NO shall be reported. 040 | Instrument modelled for correlation trading (YES/NO) | | Either YES or NO shall be reported. 050 | Rationale for exclusion | Article 3 (2) of Commission Implementing Regulation (EU) 2016/2070 | One of the following shall be reported: | (a) | Model not authorised by regulator; ---|--- (b) | Instrument or underlying not authorised internally; ---|--- (c) | Underlying or modelling feature not contemplated internally; ---|--- (d) | Other rationale for exclusion. Please, explain that rationale in column 060. ---|--- 060 | Free text box | | An institution may provide any additional information in this column. 070 | Initial market valuation (“IMV”) | | The mark-to-market value of each instrument on the reference date at 5:30 pm CET (as referred to in Annex V, Section 1, point (b). The cell shall be left blank where the institution does not wish to provide an IMV for a certain portfolio (i.e. zero values shall be reported only where the result of the calculation is zero). C107.01 - VaR & sVaR Non-CTP. Details. Row | Label | Legal reference | Instructions ---|---|---|--- 010-060 | VaR 010 | Methodology | | One of the following shall be reported in column 010: | (a) | Historical simulation; ---|--- (b) | Monte Carlo simulation; ---|--- (c) | Parametric methodology; ---|--- (d) | Combination / other methodology (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010. Where option (d) was selected in column 010, the institution shall provide details in column 020. 020 | Computation of 10-day horizon | Article 365(1) of Regulation (EU) No 575/2013 | One of the following shall be reported in column 010: | (a) | 1 day re-scaled to 10 days; ---|--- (b) | 10 days with overlapping periods; ---|--- (c) | 10 days other methodology. ---|--- The institution shall use column 020 to clarify the answer given in column 010. 030 | Length of observation period | Article 365(1) point (d) of Regulation (EU) No 575/2013 | One of the following shall be reported in column 010: | (a) | Up to 1 year; ---|--- (b) | More than 1 and up to 2 years; ---|--- (c) | More than 2 and up to 3 years; ---|--- (d) | More than 3 years. ---|--- The institution shall use column 020 to clarify the answer given in column 010. 040 | Data Weighting | Article 365(1) point (d) of Regulation (EU) No 575/2013 | One of the following shall be reported in column 010: | (a) | Unweighted (VaR data weighting); ---|--- (b) | Weighted (VaR data weighting); ---|--- (c) | Higher of weighted and unweighted (VaR data weighting) in points (a) and (b). ---|--- The institution shall use column 020 to clarify the answer given in column 010. 050 | Backtesting add-on | Article 366(2) of Regulation (EU) No 575/2013 | Backtesting add-on means the addend between 0 and 1 in accordance with Table 1 of Article 366 (2) of Regulation (EU) No 575/2013 The institution shall use column 020 to clarify the answer given in column 010. 060 | VaR Regulatory add-on | Article 366(2) of Regulation (EU) No 575/2013 (“at least 3”) | VaR Regulatory add-on means the extra charge imposed by the competent authority with respect to the multiplication factor for VaR (at least 3) in accordance with Article 366 (2) of Regulation (EU) No 575/2013. The VaR Regulatory add-on is the sum of the backtesting add-on and of the qualitative add-on, where applicable, in excess to 3. The institution shall use column 020 to clarify the answer given in column 010. 070-100 | SVaR (i.e. Stressed VaR) 070 | Methodology | | One of the following shall be reported in column 010: | (a) | Historical simulation; ---|--- (b) | Monte Carlo simulation; ---|--- (c) | Parametric methodology; ---|--- (d) | Combination / other methodology (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010. In case option (d) was selected in column 010, the institution shall provide details in column 020. 080 | Computation of 10 day Horizon | Article 365(1) of Regulation (EU) No 575/2013 | One of the following shall be reported in column 010: | (a) | 1 day re-scaled to 10 days; ---|--- (b) | 10 days with overlapping periods; ---|--- (c) | 10 days other methodology. ---|--- The institution shall use column 020 to clarify the answer given in column 010. 090 | SVaR Regulatory add-on | Article 366(2) of Regulation (EU) No 575/2013 | Regulatory add-on means the extra charge imposed by the competent authority with respect to the multiplication factor for sVaR (at least 3) in accordance with Article 366 (2) of Regulation (EU) No 575/2013. The regulatory add-on is the sum of 3, backtesting add-on and qualitative add-on (if applicable). The institution shall use column 020 to clarify the answer given in column 010. 100 | SVaR period | Article 365(2) of Regulation (EU) No 575/2013 | One of the following shall be reported in column 010: | (a) | Daily computation of the stressed VaR calibrated to one continuous 12-month period starting from the date specified in column 020; ---|--- (b) | Weekly computation of the stressed VaR calibrated to one continuous 12-month period starting from the date specified in column 020; ---|--- (c) | Daily computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given in column 010 of C107.02 starting from the dates specified in column 020; ---|--- (d) | Weekly computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given in column 010 of C107.02 starting from the dates specified in column 020; ---|--- (e) | Maximum of daily computation of the stressed VaR calibrated to more than one single 12-month period; ---|--- (f) | Maximum of weekly computation of the stressed VaR calibrated to more than one single 12-month period; ---|--- (g) | Other choices for the stressed VaR calibration (please specify). ---|--- The institution shall use column 020 to provide the starting date in the format of “dd/mm/yyyy” in case of options (a) or (b) given in column 010 and the starting dates in the format of “dd/mm/yyyy” used for each stressed VaR computation in case of options (c) or (d) given in column 010. The institution shall also use column 020 to clarify the 12-month period used for each stressed VaR computation in case of options (e), (f) and (g) given in column 010. C 107.02 - VaR, sVaR and PV - Non-CTP. Base Currency Results. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Sections 3 and 4 of Annex V to this Implementing Regulation | The portfolio (both individual and aggregated) number taken from Annex V shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | | VaR, sVaR and Present Value (PV) results shall be reported for all the 10 business days between the “RM initial reference date” and the “RM final reference date” (as specified in Annex V, Section 1, point (b)). The “dd/mm/yyyy” convention shall be adopted to report the dates. 020 | VaR | Article 365 of Regulation (EU) No 575/2013 | The 10-day regulatory VaR obtained for each portfolio, without applying the “at least 3” regulatory multiplication factor, shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank where the institution does not calculate a VaR on the date provided in column 010 (i.e. zero values shall be reported only where the result of the calculation is zero). 030 | sVaR | Article 365 of Regulation (EU) No 575/2013 | The 10-day regulatory sVaR obtained for each portfolio, without applying the “at least 3” regulatory multiplication factor, shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank where the institution does not calculate a sVaR on the date provided in column 010 (i.e. zero values shall be reported only where the result of the calculation is zero). 040 | PV | | The present value (PV) for each portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank where the institution does not calculate a PV on the date provided in column 010 (i.e. zero values shall be reported only where the result of the calculation is zero). C 108.00 - Profit & Loss Time Series Template C 108.00 (“Profit & Loss Time Series”) shall be completed only by institutions that calculate VaR using historical simulation. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Sections 3 and 4 of Annex V to this Implementing Regulation | The portfolio number (both individual and aggregated) taken from Annex V to this Implementing Regulation shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | Article 365(1) point (d) of Regulation (EU) No 575/2013 | On each business day, determined in accordance with the calendar in the institution’s jurisdiction, institutions shall provide the P&L series used to calculate VaR in C107.02 column 010 with a minimum of 250 observations starting from 31 January 2020 and going backward. 020 | Daily P&L | | Institutions that calculate VaR using historical simulation shall fill the full length historic series used by the institution, with a minimum of one-year data series, with the portfolio valuation change (i.e. daily P&L) produced on each business day (i.e. by comparing the end-of-day valuation on each business day reported in column 010 with the end-of-day valuation on the previous business day). In case a day is a bank holiday in the relevant jurisdiction, this cell shall be left blank (i.e. a zero P&L shall be reported only where there was no change in the hypothetical value of the portfolio on a given business day). C 109.01 – IRC. Details of the Model Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Number of modelling factors | | EBA/GL/2012/3 The number of modelling factors at the overall IRC model level shall be reported. The answer shall be one of the following: | (a) | 1 modelling factor; ---|--- (b) | 2 modelling factors; ---|--- (c) | More than 2 modelling factors. ---|--- The institution shall use column 020 to clarify the answer given in column 010. 020 | Source of LGDs | | EBA/GL/2012/3 The source of LGDs at the overall IRC Model level shall be reported. The answer shall be one of the following: | (a) | Market convention; ---|--- (b) | LGD used in IRB; ---|--- (c) | Other source of LGD (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010. In case option (c) was selected in column 010, the institution shall provide details in this column. C 109.02 – IRC. Details by Portfolio Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Sections 3 and 4 of Annex V to this Implementing Regulation | The portfolio number (both individual and aggregated) taken from Annex V to this Implementing Regulation, only for those portfolios where IRC is requested, shall be reported. Row | Label | Legal reference | Instructions ---|---|---|--- 10 | Liquidity Horizon | Article 374(5) of Regulation (EU) No 575/2013 | EBA/GL/2012/3 The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Up to 3 months; ---|--- (b) | More than 3 and up to 6 months; ---|--- (c) | More than 6 and up to 9 months; ---|--- (d) | More than 9 and up to 12 months. ---|--- 20 | Source of PDs | | EBA/GL/2012/3 The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied PDs; ---|--- (d) | Other source of PDs (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010. In case option (d) was selected in column 010, the institution shall provide details in this column 020. 30 | Source of transition matrices | | EBA/GL/2012/3 The source of transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied transition matrices; ---|--- (d) | Other sources of transition matrices (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010.

In case option (d) was selected in column 010, the institution shall provide details in this column 020. C 109.03 – IRC. Amount by Portfolio/Date. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Sections 3 and 4 of Annex V to this Implementing Regulation | The portfolio (both individual and aggregated) number taken from Annex V to this Implementing Regulation, only for those portfolios where IRC is requested, shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | | IRC shall be reported for all the 10 business days between the “RM initial reference date” and the “RM final reference date”, as specified in Annex V, Section 1, point (b). The “dd/mm/yyyy” convention shall be adopted to report the dates. 020 | IRC | Articles 372 to 376 of Regulation (EU) No 575/2013 | EBA/GL/2012/3 The regulatory IRC obtained for each portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank where the institution does not calculate an IRC on the date reported in column 010 (i.e. zero values shall be reported only where the result of the calculation is zero). C 110.01 – CT. Details of the Model. Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Number of modelling factors | Article 377 of Regulation (EU) No 575/2013 | The number of modelling factors at the overall correlation trading model level shall be reported. The answer shall be one of the following: | (a) | 1 modelling factor; ---|--- (b) | 2 modelling factors; ---|--- (c) | More than 2 modelling factors. ---|--- The institution shall use column020 where it wants to clarify the answer given in column 010. 020 | Source of LGDs | Article 377 of Regulation (EU) No 575/2013 | The source of LGDs at the overall correlation trading model level shall be reported. The answer shall be one of the following: | (a) | Market convention; ---|--- (b) | LGD used in IRB; ---|--- (c) | Other sources of LGD (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010. In case option (c) was selected in column 010, the institution shall provide details in this column. C 110.02 – CT. Details by Portfolio. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Sections 3 and 4 of Annex V to this Implementing Regulation | The portfolio (both individual and aggregated) number taken from Annex V to this Implementing Regulation, only for those portfolios where APR is requested, shall be reported. Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Liquidity horizon | Article 377(2) of Regulation (EU) No 575/2013 | The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Up to 3 months; ---|--- (b) | More than 3 and up to 6 months; ---|--- (c) | More than 6 and up to 9 months; ---|--- (d) | More than 9 and up to 12 months. ---|--- 020 | Source of PDs | Article 377 of Regulation (EU) No 575/2013 | The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied PDs; ---|--- (d) | Other source of PDs (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010. In case option (d) was selected in column 010, the institution shall provide details in column 020. 030 | Source of transition matrices | Article 377 of Regulation (EU) No 575/2013 | The source of the transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied transition matrices; ---|--- (d) | Other source of transition matrices (please specify). ---|--- The institution shall use column 020 to clarify the answer given in column 010. In case option (d) was selected in column 010, the institution shall provide details in this column 020. C 110.03 – CT. APR by Portfolio/Date Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 3 of Annex V to this Implementing Regulation | The portfolio (both individual and aggregated) number taken from Annex V to this Implementing Regulation, only for those portfolios where APR is requested, shall be reported Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | Article 377 of Regulation (EU) No 575/2013 | All price risk (“APR”) shall be reported for all the 10 business days between the “RM initial reference date” and the “RM final reference date” as referred to in Annex V, section 1, point b). The “dd/mm/yyyy” convention shall be adopted to report the dates. 60 | APR | Article 377 of Regulation (EU) No 575/2013 | The results obtained by applying the regulatory correlation trading model to each portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank where the institution does not use a correlation trading model on the date provided in column 010 (i.e. zero values shall be reported only where the result of the calculation is zero).’ * * * ANNEX VII ‘ANNEX VII Results Supervisory Benchmarking portfolios. MARKET RISK RESULTS BENCHMARKING PORTFOLIOS. MARKET RISK --- Template number | Template code | Name of the template /group of templates | Short name | | INITIAL MARKET VALUATION | 106 | C 106.00 | INITIAL MARKET VALUATION | IMV | | VaR, sVaR and PV | 107.1 | C 107.01 | DETAILS | VaR&SVaR 1 107.2 | C 107.02 | BASE CURRENCY RESULTS | VaR&SVaR 2 | | PROFIT & LOSS TIME SERIES | 108 | C 108.00 | PROFIT & LOSS TIME SERIES | P&L | | INCREMENTAL RISK CHARGE | 109.1 | C 109.01 | IRC. DETAILS OF THE MODEL | IRC 1 109.2 | C 109.02 | IRC. DETAILS BY PORTFOLIO | IRC 2 109.3 | C 109.03 | IRC. AMOUNT BY PORTFOLIO/DATE | IRC 3 | | CORRELATION TRADING | 110.1 | C 110.01 | CT. DETAILS OF THE MODEL | CT 1 110.2 | C 110.02 | CT. DETAILS BY PORTFOLIO | CT 2 110.3 | C 110.03 | CT. AMOUNT BY PORTFOLIO/DATE | CT 3 C 106.00 - INITIAL MARKET VALUATION AND EXCLUSION JUSTIFICATION Instrument number | Instrument Modelled for Var + SVaR (YES/NO) | Instrument Modelled for IRC (YES/NO) | Instrument Modelled for Correlation Trading (YES/NO) | Rationale for Exclusion | Free text box | Initial Market Valuation ---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | | | | | | C 107.01 - VaR, sVaR and PV. DETAILS | Option | Free text box ---|---|--- 010 | 020 VaR 010 | Methodology | | 020 | Computation of 10-day Horizon | | 030 | Length of observation period | | 040 | Data Weighting | | 050 | Backtesting add-on | | 060 | Regulatory add-on | | SVaR 070 | Methodology | | 080 | Computation of 10-day Horizon | | 090 | SVaR Regulatory add-on | | 100 | SVaR period | | C 107.02 - VaR and SVaR NON-CTP. BASE CURRENCY RESULTS Portfolio Date | VaR | sVaR | PV ---|---|---|--- 010 | 020 | 030 | 040 | | | C 108.00- PROFIT & LOSS TIME SERIES Portfolio Date | Daily P&L ---|--- 010 | 020 | C 109.01 - IRC. DETAILS OF THE MODEL | Option | Free text box ---|---|--- Row | Item | 010 | 020 010 | Number of modelling factors | | 020 | Source of LGDs | | C 109.02 - IRC. DETAILS BY PORTFOLIO Portfolio | Option | Free text box ---|---|--- Row | Item | 010 | 020 010 | Liquidity Horizon | | 020 | Source of PDs | | 030 | Source of transition matrices | | C 109.03 - IRC. AMOUNT BY PORTFOLIO/DATE Portfolio Date | IRC ---|--- 010 | 020 | C 110.01 - CT. DETAILS OF THE MODEL | Option | Free text box ---|---|--- Row | Item | 010 | 020 010 | Number of modelling factors | | 020 | Source of LGDs | | C 110.02 - CT. DETAILS BY PORTFOLIO Portfolio | Option | Free text box ---|---|--- Row | Item | 010 | 020 010 | Liquidity Horizon | | 020 | Source of PDs | | 030 | Source of transition matrices | | C 110.03 - CT. APR BY PORTFOLIO/DATE Portfolio Date | APR ---|--- 010 | 020’ | * * *