Commission Implementing Regulation (EU) 2021/2017 ANNEX I

ANNEX ISupplementary provisions

ANNEX I ‘ANNEX I Definition of Supervisory Benchmarking portfolios LOW DEFAULT EXPOSURES TEMPLATES Template number Template code Name of the template /group of templates Short name 101 C 101.00 Definition of Low Default Portfolio counterparties LDP Counterparties 102 C 102.00 Definition of Low Default Portfolios LDP Portfolios 103 C 103.00 Definition of High Default Portfolios HDP Portfolios C 101.00 - Definition of Low Default Portfolio counterparties Counterparty code Legal entity identifier (LEI) Credit register code Commercial register code ISIN code Bloomberg ticker Name Geographical area Portfolio name Sector of the counterparty Type of exposures Type of facility Type of risk Regulatory approach 0010 0020 0030 0040 0050 0060 0070 0080 0090 0100 0110 0120 0130 0140 LC_0000001_CT_FIRB   1040 58237v   0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000002_CT_FIRB 5299005VO3GJ18GL5F14 8670870 310593f     AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000003_CT_FIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000004_CT_FIRB 529900LMTI8YSE62EI88       LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000005_CT_FIRB 5299004QD601B8U1HD44 131830 109445z     Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000006_CT_FIRB 529900J7EWWGQ375DL84 2410 53507m     AVL List GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000007_CT_FIRB   226424 58036y     Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000008_CT_FIRB   160431 89102h     BENE AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000009_CT_FIRB 529900ZAFSOBVFCKF263   319670d   0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000010_CT_FIRB 5299000SY4448XU04857 847216 86959g     CAG Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000011_CT_FIRB 5299003V84MVB5A3C324 5762600 231192p     CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000012_CT_FIRB 529900G8XM6H1XVZBJ73 67504 99639d     Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000013_CT_FIRB 529900VN62L73X2OJX85 5200326 212163f     conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000014_CT_FIRB   7161956 270027z     DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000015_CT_FIRB   76350 67493f     dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000016_CT_FIRB 5299002NFQKOBT1E8569 3570614 156765m     DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000017_CT_FIRB 5299004ARAOQMGTWCI13 125709 70342w     Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000018_CT_FIRB 54930060U4XOVED1T359         OMV Gas Marketing & Trading GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000019_CT_FIRB 529900WJZJAEI0VBLP60         Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000020_CT_FIRB 52990048A4N0S24VG982 159026 42973x     Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000021_CT_FIRB 529900N8OA1GVSR5R946 30988 76532y     Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000022_CT_FIRB 529900BMPGUGAFYYAV45 6106 126805d     Energie Burgenland AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000023_CT_FIRB 529900WID59A60HHYX13 2795493 145825z     Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000024_CT_FIRB 529900P4JZBFEVNEAE60       EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000025_CT_FIRB   9907106 347483f     Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000026_CT_FIRB 549300FQ2ILBH7DJ6I45 1754530 42984m     Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000027_CT_FIRB 529900RJAN0LNMW7Q775 1312138 89381v     HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000028_CT_FIRB 5299000X53SAWQMDFF06 58114 26451z     Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000029_CT_FIRB   1640348 47654f     Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000030_CT_FIRB 529900RQJADHH91ABP14 2777363 144991y     Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000031_CT_FIRB 529900DSSMPIR6R3GO43 130311 64543t     J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000032_CT_FIRB 5299008ARRNJFPBNTM78 4155033 178368g     Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000033_CT_FIRB 529900A9NX1TM65N4176 21369 99133i     KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000034_CT_FIRB   1376136 94579m     Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000035_CT_FIRB   25798 32725a     Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000036_CT_FIRB   1216520 106825x     Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000037_CT_FIRB 529900JYVV57QBKV9G11 1991078 35673k     MFC Commodities GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000038_CT_FIRB 529900WFARKZGRCQ8652         MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000039_CT_FIRB 213800CUWJ54846X6779 1760513 40450k     Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000040_CT_FIRB 529900UUANUJ60MNMX97   71396w   7716424Z AV EQUITY ÖBB - Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000041_CT_FIRB 529900UOHXZ1BIORCV04 6467385 248742y     ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000042_CT_FIRB 529900B76VL5KG71J029 6515541 250198p     ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000043_CT_FIRB 529900UZY47TEIFNF978 6496644 249666g     ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000044_CT_FIRB 549300V62YJ9HTLRI486   93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000045_CT_FIRB   3512231 154148p     Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000046_CT_FIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000047_CT_FIRB   957313 115289v     QuadraCir AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000048_CT_FIRB 5299000HTNHA5ACH9N32 1074393 56247t   495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000049_CT_FIRB 529900ENFTO28GS3KF76 1813722 78563i     Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000050_CT_FIRB 5299005U4ZMMSYUJ5G02 7113951 267218v     ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000051_CT_FIRB 5493000C4S664YT7T556 38229 51350s     Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000052_CT_FIRB 549300XBCUMUR5CI0181         Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000053_CT_FIRB 5299002XAOMQWAIZMA51 271020 128056v     Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000054_CT_FIRB 52990021T5LVTQOGSU18 39594 60562m     Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000055_CT_FIRB 52990020WIPPT0HC0V31         Steinhoff Europe AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000056_CT_FIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000057_CT_FIRB 529900BTWJ6SISLJ5854 5880980 235264b     SWARCO AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000058_CT_FIRB 529900SCL1LJL8PZNI48 501247 83175t     Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000059_CT_FIRB 529900V54UV5XQUK5S85   FN155563W   TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000060_CT_FIRB 529900OOW8ELHOXWZP82       UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000061_CT_FIRB 549300IFXHQIB5POT565 3734340 162844b     VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000062_CT_FIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000063_CT_FIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000064_CT_FIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038   6830553Z AV EQUITY Voith Turbo GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000065_CT_FIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000066_CT_FIRB 529900OS67T49AW45S74 194255 121150m   665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000067_CT_FIRB 529900OJFTLS1RYWIF55 9565779 336561v     XXXLutz KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000068_CT_FIRB 529900IIODYNYAZ2ID26         ZUMTOBEL AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000069_CT_FIRB 54930002QM8QVWM56E14         Amcor Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000070_CT_FIRB WZE1WSENV6JSZFK0JC28       BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000071_CT_FIRB         6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000072_CT_FIRB JOR7RJTXUXBRJ4UA5G70       CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000073_CT_FIRB 549300HPMK7UWN02N804   PA3337938   CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000074_CT_FIRB         LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000075_CT_FIRB ACMHD8HWFMFUIQQ8Y590       MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000076_CT_FIRB ZSN2LWNPYW6ISMRUC664       ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000077_CT_FIRB 5493008XVFHYYV0YHN70       HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000078_CT_FIRB YLXNW6TI6QSK1H8H0N82       QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000079_CT_FIRB     520433129   SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000080_CT_FIRB PCTXNQGRJVR3OG33JG65       TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000081_CT_FIRB 5493003L32ZX9557ST85       WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000082_CT_FIRB QNWEWQBS7HP85QHXQL92         Woolworths Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000083_CT_FIRB G05OZ4J4E05KDATL0J93         AG Insurance BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000084_CT_FIRB 549300IHBDUTUNQJJB79 16342     AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000085_CT_FIRB 549300N22C0GCT5BUD97 26198       AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000086_CT_FIRB   116163       ALBELEC BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000087_CT_FIRB   225626       ALCATAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000088_CT_FIRB 5493008H3828EMEXB082       ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000089_CT_FIRB 549300BKDDQ56JWCBT72 1098030       AQUAFIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000090_CT_FIRB 549300B4HNIJSAWU1C95 1138391       ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000091_CT_FIRB 213800R1F1EJYM4ICO85   444734706 BE 0444734706   Barry Callebaut Services BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000092_CT_FIRB 549300CWRXC5EP004533       BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000093_CT_FIRB 549300R9I8GUZLNIV408   890082292     Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000094_CT_FIRB   433287       CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000095_CT_FIRB   81095       CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000096_CT_FIRB 549300IP2F5TKUC0GF38 82988       CHEMITEX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000097_CT_FIRB 549300TM914CSF6KI389 149177     COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000098_CT_FIRB   184723       COLLIGNON ENG. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000099_CT_FIRB   201775       COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000100_CT_FIRB 213800DMG7PUQHINO388     BE 0401641663   Louis Delhaize - Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000101_CT_FIRB   255648       DOD BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000102_CT_FIRB   1145532       EDIFICIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000103_CT_FIRB T0YOOBZO4L6YAD6SAV65 14206 403170701   ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000104_CT_FIRB 549300JC3HI3K7ZSYU66 1329681       ELEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000105_CT_FIRB 549300S1MP1NFDIKT460     BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000106_CT_FIRB 5493001XW6MSHRMFLU28       ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000107_CT_FIRB 549300VO7PUETX031S03 10309   BE 0860004176   ETEXCO SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000108_CT_FIRB   13771       ETS DE SIMONE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000109_CT_FIRB 52990053AH5LF0YZWD07         Euler Hermes Europe BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000110_CT_FIRB 549300D80RYON74MEJ03 18181     EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000111_CT_FIRB 8RDWFWPP4PLMZ5PPQH32         Fluxys G SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000112_CT_FIRB   25281       G EN J VASTGOED BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000113_CT_FIRB   65807       HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000114_CT_FIRB 549300M48VNC2Z0MDG47 71844       HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000115_CT_FIRB 549300GR6U0KHJD7DG07         IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000116_CT_FIRB   84089       INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000117_CT_FIRB   85640       JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000118_CT_FIRB   111717       M.G.S. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000119_CT_FIRB 5493004FKZI586397240         Magotteaux International SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000120_CT_FIRB 549300Q80KFPKZC6BQ79 144096       MENOUQUIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000121_CT_FIRB   166601       N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000122_CT_FIRB 5493002HHHFTG6G3BG36     BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000123_CT_FIRB   168945       OPIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000124_CT_FIRB   192350       PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000125_CT_FIRB 54930064JCEXFA8M0W31 202291   BE 0405747040   PRAYON BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000126_CT_FIRB   204834       PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000127_CT_FIRB 549300NMIBTX17HWF142 233001       RARE GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000128_CT_FIRB 549300X72GEQB1X8K911 247664       ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000129_CT_FIRB 529900PY79CWSUGVK810 249233       S.A. CORMAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000130_CT_FIRB 549300O3VKWJUM16UI64 257312       SAMIR GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000131_CT_FIRB 213800WWE8U6DC99NP03         SCR Sibelco NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000132_CT_FIRB   257564       SEADCO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000133_CT_FIRB 213800WDGKCVWZAN1N02 1051701 465409265   0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000134_CT_FIRB   294964       SOBEMO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000135_CT_FIRB   302642       SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000136_CT_FIRB 549300BB5CXGL9YV0D53 303429       SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000137_CT_FIRB   303783       SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000138_CT_FIRB 549300MMVL80RTBP3O28 556814     SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000139_CT_FIRB   923107       TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000140_CT_FIRB 549300ZKLIF7RP6EH823     BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000141_CT_FIRB   953398       TEX ALLIANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000142_CT_FIRB   1044409       TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000143_CT_FIRB 2138008J191VLSGY5A09       UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000144_CT_FIRB 529900F3AIQECS8ZSV61       UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000145_CT_FIRB 5493008MCDJ4Y6D5SI04 1113512       UNISTEEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000146_CT_FIRB   1140588       UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000147_CT_FIRB 549300TRHV6F6IE14H93 1159858   BE 0404060032   Van Hool nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000148_CT_FIRB   1231271       VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000149_CT_FIRB 529900RAZGQHX0VFTK05         Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000150_CT_FIRB 549300NWW2UDYHH65J03 1911623       WILDO PROPERTIES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000151_CT_FIRB 5299007TSQVOLXOABA65 1364744       ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000152_CT_FIRB 4P8GJCF52NVFW7UL4C95   18630   ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000153_CT_FIRB 549300J3KKX1PEJGDW36       ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000154_CT_FIRB UNZWILHE4KMRP9K2L524   34678   NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000155_CT_FIRB V5EGRCZCH7FN6WX41891       OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000156_CT_FIRB 549300F7ZDOIMR4PZW67       IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000157_CT_FIRB V7TL7UQFHNWUEMDZ3X02       RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000158_CT_FIRB 5493008CA3NMHYEVT131         VimpelCom Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000159_CT_FIRB       BMG455841020   HAL TRUST BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000160_CT_FIRB 5493001QYTIDILBVYO18         Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000161_CT_FIRB 549300TH5Q6VRP8OT012       ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000162_CT_FIRB 549300EM51WYXFHUY333         Embraer S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000163_CT_FIRB         FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000164_CT_FIRB 5493000J801JZRCMFE49       XPBR SQ Equity Petroleo Brasileiro S.A. - PETROBRAS BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000165_CT_FIRB         VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000166_CT_FIRB LXVM6T3LO7QIZ8LUZ688         Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000167_CT_FIRB 55S3547PRDP469JRO238   2880814   AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000168_CT_FIRB 4B4HI3CGXMBDC0G6BM51       AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000169_CT_FIRB 549300OSW32RVX8CCZ87       ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000170_CT_FIRB DR5LKEURSR8SXLM64266   7501889   ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000171_CT_FIRB 0O4KBQCJZX82UKGCBV73       ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000172_CT_FIRB 5493001I9203PRB5KR45       BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000173_CT_FIRB 549300VPM8ERH1Q42198         Bell Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000174_CT_FIRB W7L3VLU8EHQY34Z36697       BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000175_CT_FIRB 36ZUFRRMJERSM4Q0S289   746053   BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000176_CT_FIRB 3SU7BEP7TH9YEQOZCS77       CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000177_CT_FIRB 5493008IGIA1HJMDJS40   1722453   CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000178_CT_FIRB NXIVWPYOIVYXFF6WCZ47       CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000179_CT_FIRB 549300WSRCZY73ZG3090   00326711660005     CGI GROUP INC. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000180_CT_FIRB XYSIJOU3HNVROZWNA008       UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000181_CT_FIRB 98TPTUM4IVMFCZBCUR27       ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000182_CT_FIRB CZ72ZHBVKZXQRV3XFE26       ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000183_CT_FIRB 549300679TRDUXPT7415   206654303     EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000184_CT_FIRB I2YOHH65IBBT53JFYQ52       G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000185_CT_FIRB B1EEF6ML54YDWRC6ZK53   2015335496     Harvest Operations Corp. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000186_CT_FIRB 549300UEBMAQDN0K0R06       K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000187_CT_FIRB 95RWVLFZX6VGDZNNTN43       MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000188_CT_FIRB 6Q7WW7FQZR6X22IL2I79         Nexen Energy ULC CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000189_CT_FIRB 549300O4ZJZZOHH4H804   3572862   NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000190_CT_FIRB 5493007M1XGU5E55ZJ25         NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000191_CT_FIRB 549300HDLRTPBQU69P29       BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000192_CT_FIRB 549300A0QNNPY14D9106       SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000193_CT_FIRB 3XCBVWUPHGBZ5GF7TY15       SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000194_CT_FIRB NQWTWUIL1PK7V7N5Y468       TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000195_CT_FIRB T8KI5SQ2JRWHL7XY0E11       TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000196_CT_FIRB YHKQM2RIPKZYOZ6RVZ46       TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000197_CT_FIRB L2TEUTQ8OSHMJWVLCE40       T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000198_CT_FIRB 549300561UZND4C7B569   884903   TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000199_CT_FIRB HJZQGXYTVV2NWJZLPW74       TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000200_CT_FIRB 5BV01I6231JPDAPMGH09       TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000201_CT_FIRB PRAQ4VOSFIK7OQ8Z2512   4406354   VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000202_CT_FIRB WT03B8BB1IX8WI9ZGV02         Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000203_CT_FIRB 549300WHE4O6UJ2KU013         Yamana Gold Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000204_CT_FIRB 5493003DNMEAO1DT3F51       ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000205_CT_FIRB NI14Y5UMU60O7JE9P611       ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000206_CT_FIRB 549300Q3WREIMQYFBC20       0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000207_CT_FIRB 5493007KVRV2OKRXFA55   CH-020.3.035.716-8   AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000208_CT_FIRB 529900H7ZPIGI2U3CJ14         AXPO TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000209_CT_FIRB 213800Y5RWKLDPUTT265       BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000210_CT_FIRB 529900UPDCU6WEL7W167       BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000211_CT_FIRB   2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000212_CT_FIRB 5493002MXX2JLKWLE880       567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000213_CT_FIRB 549300I08UA8SMJON743   CH-270.3.002.354-9/   DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000214_CT_FIRB 549300ADLU67CYBFIW70   CH-645.1.008.684-9     Elsevier Finance SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000215_CT_FIRB 529900Y8BGAFVVVYVN24       GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000216_CT_FIRB 213800SVRMQA1TD91D41       GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000217_CT_FIRB 213800PSSU2QXF1WLR89       GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000218_CT_FIRB 549300DHSS9U1QKJZG57   KvK 34275373 0000   1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000219_CT_FIRB 529900EHPFPYHV6IQO98       HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000220_CT_FIRB 529900Q0YED3805QXQ66         KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000221_CT_FIRB 52990074N8ID7UPV7A95         LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000222_CT_FIRB 549300EFW4H2TCZ71055         Lonza Group AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000223_CT_FIRB KY37LUS27QQX7BB93L28   CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000224_CT_FIRB 529900I2PEF1FN6N6723       2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000225_CT_FIRB         NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000226_CT_FIRB 549300HUJ5CJUX02RS52         OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000227_CT_FIRB 5299002JRTT699WFOV74         OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000228_CT_FIRB 549300HMJAFUW4NSKI73         Paul Reinhart AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000229_CT_FIRB         ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000230_CT_FIRB 529900PTQ0Z1J44SHZ08   CH-100.3.010.656-7   STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000231_CT_FIRB 549300R3N69ECGYPU434       SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000232_CT_FIRB 213800Z8NOHIKRI42W10     NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000233_CT_FIRB 5493000KUC3Z24U77V93       SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000234_CT_FIRB 5493005SL9HHOXS3B739   CHE-102.753.938   SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000235_CT_FIRB 549300HTOMQG20JYV568       SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000236_CT_FIRB KSVC38RP5WL6C6LJGG03       TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000237_CT_FIRB 549300VBJS7MG74G2H60         Weatherford International Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000238_CT_FIRB         WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000239_CT_FIRB         XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000240_CT_FIRB 50ZCTKCMUDIABGHX3R52         Zurich Insurance Company CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000241_CT_FIRB 549300IF4IFG0FS0RM26       AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000242_CT_FIRB 549300NLTGCFV7482429       CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000243_CT_FIRB 549300YP3P0JZBLIV197         EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000244_CT_FIRB 549300G475ACIABB4385     USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000245_CT_FIRB 549300HX3UUDPEFTG707       LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000246_CT_FIRB 549300RUPF4SKMJPUR70       BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000247_CT_FIRB         600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000248_CT_FIRB A25574TZFLBNK7NWQT47       PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000249_CT_FIRB 724500JV0VHPRVANL538   5778 ANN4327C1220   HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000250_CT_FIRB 213800MRTA64ULUE9919         CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000251_CT_FIRB 549300OEZB4GETCGFX34         GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000252_CT_FIRB 549300IVA1PZNX2MN285       0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000253_CT_FIRB 2138001LK2Z2HSER4U15       PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000254_CT_FIRB 31570010000000137835 1131604 29287391     ALTA, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000255_CT_FIRB 31570010000000116592 657856 25572881     ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000256_CT_FIRB 31570010000000075367 765380 28402758     BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000257_CT_FIRB 31570010000000115525 834699 46504940     Cerea, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000258_CT_FIRB 31570010000000034336 1023328 70994226     České dráhy, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000259_CT_FIRB 315700CTFRL3U2DNMO58 633919 25085689     CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000260_CT_FIRB 529900S5R9YHJHYKKG94     CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000261_CT_FIRB 315700XJHXU2PD40RU82 865668 48589837     DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000262_CT_FIRB 529900C5PL4JGDILRZ94 837043 46678468     HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000263_CT_FIRB 31570010000000099520 644725 25322257     IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000264_CT_FIRB 31570010000000032687 1086806 931     METALIMEX a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000265_CT_FIRB 315700JDC49X4VSP6Z49 601013 14915     Metrostav a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000266_CT_FIRB 31570066GBSS7JYFEL35 817880 45193592     MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000267_CT_FIRB 31570010000000120084 832322 46342796     OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000268_CT_FIRB 31570010000000009116 699640 26463318     OTE, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000269_CT_FIRB 31570010000000026285 671247 25860038     Pars nova a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000270_CT_FIRB 315700LTSCT2O45NWM28 805950 43873189     PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000271_CT_FIRB 31570010000000115622 817271 45148155     Primagra, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000272_CT_FIRB 549300KL08IFWLTWLQ52 691287 26271303     Skanska a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000273_CT_FIRB 529900I8XOZDM4ZQSQ21       1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000274_CT_FIRB 31570010000000031135 923751 62623753     ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000275_CT_FIRB 213800Z39ZW4XHAAUA27 725860 27195147     SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000276_CT_FIRB 3157004ICDH3MRKW7534 889798 60193336     Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000277_CT_FIRB 31570010000000055191 617997 18050646     TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000278_CT_FIRB 3157007C98ILJK5ST356 609769 15886492     UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000279_CT_FIRB 315700EFFOU65ETZ0V16 886003 531766     UNISTAV a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000280_CT_FIRB 31570010000000001356 672337 25877950     VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000281_CT_FIRB 31570010000000003490 710607 26823357     VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000282_CT_FIRB 31570010000000015033 697350 26415623     W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000283_CT_FIRB 5493005KH7FO1T5TMX47 1236614-2     ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000284_CT_FIRB 549300JSX0Z4CW0V5023 1319784-3       ADIDAS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000285_CT_FIRB 549300X1WWPGMS47QQ72 1215807-7     ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000286_CT_FIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B     ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000287_CT_FIRB 529900K9B0N5BT694847 1100627-7     ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000288_CT_FIRB 529900C058B9OTVFTU36 2033673-1 HRB98981     ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000289_CT_FIRB 549300FJWANEIJ25D318 1545974-6       Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000290_CT_FIRB 529900YNBT62HCUPRG10 1106210-6       AUGUST STORCK KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000291_CT_FIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000292_CT_FIRB 529900PXZU3YHO6HMD80 1130123-1       Axel Springer SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000293_CT_FIRB 529900AJX4TCFW0QT666 1104883-2       B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000294_CT_FIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000295_CT_FIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000296_CT_FIRB 549300J4U55H3WP1XT59 1109561-9     BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000297_CT_FIRB YEH5ZCD6E441RHVHD759 1103190-3     BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000298_CT_FIRB 529900SM0FDLLYATXU36 1103233-1       BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000299_CT_FIRB 5299001BUUGXAREGE533 1103821-3     BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000300_CT_FIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296   GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000301_CT_FIRB 529900XBEZ2EYI9ZOV89 3010079-6       BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000302_CT_FIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534   2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000303_CT_FIRB NNROIXVWJ7CPSR27SV97 2926464-5     BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000304_CT_FIRB 529900OQDCYXCLQOAY53 1105482-2       Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000305_CT_FIRB 5299000XH7YX33EJZP65 2730972-3       CARL ZEISS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000306_CT_FIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000307_CT_FIRB 529900O4ND7T8ABIXF67 1235957-6       Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000308_CT_FIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000310_CT_FIRB 5299007VZZKH65OCN774 2781995-2       Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000311_CT_FIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957   7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000312_CT_FIRB 5299005LEM60UYKU5235 1106512-5       DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000313_CT_FIRB 529900R27DL06UVNT076 2344103-3 HRB19360   DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000314_CT_FIRB 5299006S0UKN6D9ZP412 2451917-5       DB NETZ AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000315_CT_FIRB 529900I2DLZPTFPENJ05 1106744-4       DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000316_CT_FIRB 5299005A2ZEP6AP7KM81 2537834-0     ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000317_CT_FIRB 52990063S23N13HU4E98 1818189-1 HRB50000B   DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000318_CT_FIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168   LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000319_CT_FIRB 52990063W8KQHQMF4M43 2623414-6     DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000320_CT_FIRB 529900ITHU5Y51F1S257 1107106-5       DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000321_CT_FIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794   DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000322_CT_FIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977     DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000323_CT_FIRB 529900QTO8D2QK2TJG32 1107340-0       Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000324_CT_FIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044     DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000325_CT_FIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242     Douglas Holding AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000326_CT_FIRB 5299004W7VTLPROHR533 1125242-6 HRA8242     DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000327_CT_FIRB 529900EWEX125AULXI58 3008027-9     PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000328_CT_FIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000329_CT_FIRB 52990076FKBR9THZ8C62 2779318-1       DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000330_CT_FIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905     E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000331_CT_FIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315   EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000332_CT_FIRB 5299000MT7P9STUCL908 1137158-0       Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000333_CT_FIRB 529900JSFZ4TS59HKD79 2331844-7     EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000334_CT_FIRB 549300OQ94C7KRGGC351 2177540-8     ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000336_CT_FIRB 41GUOJQTALQHLF39XJ34 1518676-0     154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000337_CT_FIRB 529900L64X6KZZW19R71 1108854-9     4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000338_CT_FIRB 529900D7N2PTTZWFWN57 2579145-0       F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000339_CT_FIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005     FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000340_CT_FIRB 529900WBP9HFX10RKB30 1110203-5       FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000341_CT_FIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25   1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000342_CT_FIRB 5299001ERX0K10IZUL40 1110198-7       FRAPORT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000343_CT_FIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000344_CT_FIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579     Freudenberg SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000345_CT_FIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B   7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000346_CT_FIRB 549300PHUU0ZZWO8EO07 1122951-5     GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000347_CT_FIRB 529900JGEOQMCDYOK785 1135188-9       Gelsenwasser AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000348_CT_FIRB 529900F916IVP0TJZK88 1051383-6 HRA11722     GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000349_CT_FIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040   GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000350_CT_FIRB 529900OJM5EX75OD8032 1113335-2       Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000351_CT_FIRB 529900K6BWO03KP4GU58 1113443-4       Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000352_CT_FIRB 529900J0V7C8Z8MLN980 2943243-2       Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000353_CT_FIRB 529900LPAX2H9S4NKU05 1215951-3       Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000354_CT_FIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527     GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000355_CT_FIRB HD52L5PJVBXJUUX8I539 2294348-4     HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000356_CT_FIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI   4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000357_CT_FIRB 529900MKHOFQI4A0XC48 2873755-9       HAWE Hydraulik SE DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000358_CT_FIRB 52990022107L9199GO56 2588017-0       HDI Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000359_CT_FIRB 529900755OZXM37H4975 1115355-8       Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000360_CT_FIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000361_CT_FIRB 529900ZM98OISTG16932 1115394-7     HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000362_CT_FIRB 529900PLX4ADJFWIY024 1135805-8     2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000363_CT_FIRB 52990027B9ARY5AC8476 1115622-1       HELM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000364_CT_FIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000365_CT_FIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364     Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000366_CT_FIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485   3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000367_CT_FIRB 529900O7US4NP0J6XD12 1179777-6       HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000368_CT_FIRB 529900Y25S8NZIYTT924 1116241-9     HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000369_CT_FIRB 5299008WW53GLXRORN29 1350826-2 HRB2311   HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000370_CT_FIRB 529900LFVU534EBRXD13 1104693-5       HUGO BOSS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000371_CT_FIRB TSI2PJM6EPETEQ4X1U25 2443536-4     IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000372_CT_FIRB 529900FFRTWZQXTTUB07 1193155-7     7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000373_CT_FIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163     JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000374_CT_FIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669   SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000376_CT_FIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851   509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000377_CT_FIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486   KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000378_CT_FIRB 5299001GRRO0Z25YZT52 1130169-4       Knorr-Bremse AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000379_CT_FIRB 529900IQ90WSXBWSTD78 1131272-5       KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000380_CT_FIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415   3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000381_CT_FIRB 529900MAU9591GT2S236 2849255-1       KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000382_CT_FIRB 529900NY2GSZWWUBW049 1120219-9       KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000383_CT_FIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000384_CT_FIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709   IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000385_CT_FIRB 529900FR2K4P9L9XLV21 1119187-1       KWS SAAT SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000386_CT_FIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652   LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000387_CT_FIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000388_CT_FIRB 529900EW0ZH7KAZ11H71 1797294-4       Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000389_CT_FIRB WTV8QGD5UD7MMD4HS345 1121375-8     LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000390_CT_FIRB 529900SL1W4KHVE18T81 1121582-9       LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000391_CT_FIRB 52990098TR1QJBWIYG58 1147145-5       MAHLE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000392_CT_FIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000393_CT_FIRB 5299009Z8B0YE4ECMJ92 1044964-3       Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000394_CT_FIRB 5299009WLGROB3HKM878 1522457-9       MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000395_CT_FIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164   MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000396_CT_FIRB 5299001X9L42HXEBCZ51 1188960-7       Ceconomy AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000397_CT_FIRB 529900ZYVEIYJRO6TG34 3328361-5       Meyer Werft GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000398_CT_FIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959   MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000399_CT_FIRB 529900807L67JY81RD65 2755947-5     MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000400_CT_FIRB 529900ISR2VNZV1C0T93 1182822-5       MVV Energie AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000401_CT_FIRB 529900UXIUW801PQDI37 2597701-8       N-ERGIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000402_CT_FIRB 529900HVDYCUWVD0OE76 2551585-9       NORDEX SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000403_CT_FIRB 549300UH52ZS8O00MO03 1125476-0       Osram GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000404_CT_FIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024   OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000405_CT_FIRB 529900ELIX8Z8PQ6CU28 2593300-3       PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000406_CT_FIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100   259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000407_CT_FIRB 52990037VWJGYKGP9877 1131747-6 HRA3551   2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000408_CT_FIRB 5299008XQJHPTOF8R354 2696731-5 241336g   661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000409_CT_FIRB 529900NY0WWQUKOMWQ37 2399699-4     PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000410_CT_FIRB 529900Z5KBA9KJP6EK09 1196360-0       R+V Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000411_CT_FIRB 5299001OU9CSE29O6S05 1127893-4     RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000412_CT_FIRB 529900F0LT5OP4SV6122 1104684-4       Robert Bosch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000413_CT_FIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056     ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000414_CT_FIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000415_CT_FIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372   7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000416_CT_FIRB 529900D6BF99LW9R2E68 1308819-0     SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000417_CT_FIRB 529900JL0HDVGZMUJF32 3043578-8       IHO Verwaltungs GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000418_CT_FIRB 529900D8QMD1LL0E2393 2800313-5       Schletter GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000419_CT_FIRB 529900DG0F6AGQAP6N55 1131407-7 55234831     SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000420_CT_FIRB 5299009QTM3SJL9BNR19 2209676-2       Schott AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000421_CT_FIRB 529900ZCRUJ3J5PYWX81 2577577-6     RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000422_CT_FIRB 52990038IB31TYK07X63 1129569-8     SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000423_CT_FIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B   SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000424_CT_FIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000425_CT_FIRB 549300WM0X4AUT710770 3278292-2       Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000426_CT_FIRB 529900FMTTLMH0P0DL10 1473528-6       STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000427_CT_FIRB 549300YTRYZPM57T3319 1132051-2       STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000428_CT_FIRB 529900QOJGJ2975GD560 2971375-7       Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000429_CT_FIRB 5299003M4PGUGL48LS74 3094881-4       Styrolution Group GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000430_CT_FIRB 529900Y2V1QWBDCBT818 2653119-4       Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000431_CT_FIRB 529900S8QNB101D40S72 1130211-4     SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000432_CT_FIRB 529900D82I6R9601CF26 2819960-2 HRB200436     SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000433_CT_FIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143     Techem GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000434_CT_FIRB 529900COI81IT9N2Y682 3009289-4 HRB180660     THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000435_CT_FIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000436_CT_FIRB 529900JBK6KNC4HSW032 1672825-5       Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000437_CT_FIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654   7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000438_CT_FIRB 529900SL2WSPV293B552 1126744-0     TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000439_CT_FIRB 3VEKWPJHTD4NKMBVG947 2353095-9       United Internet AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000440_CT_FIRB XQMNIROSQAS7Y9TT7I97 2515082-2 NRWKOHRA24116   LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000441_CT_FIRB 529900I1IDJLEXFUYN67 3340688-5       WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000442_CT_FIRB 529900AGED6PJE9AVL37 3185940-8       Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000443_CT_FIRB 52990023338VFV5AIN59 1134669-9 HRA3389     VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000444_CT_FIRB W24EDTPHEV8NJOD4FA29 1627667-7       VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000445_CT_FIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621     Voith GmbH & Co. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000446_CT_FIRB 529900NNUPAGGOMPXZ31 1134796-0     VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000447_CT_FIRB 0NURKC5Q3CJYZPPK5046 1134904-0       WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000448_CT_FIRB 529900KKY5IMBX35M241 2679160-8 HRB7736     Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000449_CT_FIRB 529900KQ44OJDIDU6J81 1135571-6       WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000450_CT_FIRB 5299006E92R0717GXP27 3189637-6 HRA16706   0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000451_CT_FIRB 529900A8LX4KL0YUTH71 2543621-3     WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000452_CT_FIRB 529900CAYOWB8YIG7X25 1136858-6       ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000453_CT_FIRB 549300D2K6PKKKXVNN73   22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000454_CT_FIRB     63965812     A/S SCHOUW & CO DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000455_CT_FIRB 549300ADWYS7RRJ8BG19   14244441     Aalborg Portland A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000456_CT_FIRB 549300Y047DQV30CKT47   49723911     ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000457_CT_FIRB 549300PLP6WVTICKLD32   10526949     ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000458_CT_FIRB 529900IJ6T4P1O10R377   25313763     ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000459_CT_FIRB     25511484     Atea A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000460_CT_FIRB 213800KB128IK92MCD10   44782510     AVK Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000461_CT_FIRB 2138009LJ6FGTV868W59   22069519     BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000462_CT_FIRB 5493008YL42784DMWN61   25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000463_CT_FIRB     27626904     Catering Engros A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000464_CT_FIRB 213800JF2XSR5NXGL660   12760043     Cheminova A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000465_CT_FIRB 549300MKPW8ZF3E8MW37   28318677     Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000466_CT_FIRB 213800AWZ8U3FVALIO26   26259495     Coop Danmark A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000467_CT_FIRB 213800UW822WLK2HZF47         Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000468_CT_FIRB 529900BWY373HVUNIC90   28527411     Dagrofa ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000469_CT_FIRB     13878595     Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000470_CT_FIRB 213800FJJH5XFNFIAK90   23256118     Damstahl A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000471_CT_FIRB 5493007I2KABJNYPD639   20165715     DANFOSS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000472_CT_FIRB     59789317     Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000473_CT_FIRB 21380063C9WS18D6WJ21   26121264     Danish Crown A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000474_CT_FIRB 2138007QUZXQLFGCSV45   24246930     DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000475_CT_FIRB 549300FQY6MX8USM0112   35954716   4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000476_CT_FIRB 549300JUFTJMOTC28B39   28113951     Danske Commodities A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000477_CT_FIRB 213800ZCQ8X5QYJWVQ60   42344613     Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000478_CT_FIRB 549300JZVW1Y1UZ5UK38   14194711     DFDS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000479_CT_FIRB W9NG6WMZIYEU8VEDOG48   36213728     DONG Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000480_CT_FIRB 529900X41C0BSLK67H70   58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000481_CT_FIRB 213800K83X1E9HF1MD69   55828415     DT Group A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000482_CT_FIRB 529900C0U279ORGJC950   45349918     Ecco Sko A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000483_CT_FIRB 213800Z47P2HZJKJSK23   75272014     EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000484_CT_FIRB 549300JN1F17UXJMM315   17225898     ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000485_CT_FIRB 5299003X050CWGDW1Z87         Energinet.dk SOV DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000486_CT_FIRB 213800MXXDGQ3ITPXI41   58180912 DK0010234467   FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000487_CT_FIRB 549300036WZGCBDPDZ92         GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000488_CT_FIRB 5493006R4KC2OI5D3470   56759913     H. Lundbeck A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000489_CT_FIRB 213800HTGI1CTA7CKP20   34728712     Hedegaard A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000490_CT_FIRB 213800NLXK98F6PC2R37         ISS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000491_CT_FIRB 549300RIPHN847476O42         J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000492_CT_FIRB 54930032G32N1F8JBV10         KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000493_CT_FIRB UGKYQUOFW6QSIS3P4P93   47458714   LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000494_CT_FIRB 52990077KVK7QCK2NG31   56759514     LEO PHARMA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000495_CT_FIRB 529900B5B2U7TIJN7757         MONJASA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000496_CT_FIRB 213800WNLA5AH3U4WI67   12562233     MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000497_CT_FIRB 549300UQ0QRC1KXGRE08   20293195     NEAS Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000498_CT_FIRB     10845858     Nellemann Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000499_CT_FIRB 529900197LKWCEQ0NL18   62725214     NKT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000500_CT_FIRB 2138007XB7AUOGS4N159   11142141     NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000501_CT_FIRB 2138005ON7KF6M74P542   81203113     Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000502_CT_FIRB 549300DAQ1CVT6CXN342       NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000503_CT_FIRB 529900T6WNZXD2R3JW38   10007127     NOVOZYMES A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000504_CT_FIRB 213800LALFCP5FJXW153   62497718     Nowaco A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000505_CT_FIRB 213800PRY3GUP6B5GG04   39170418     OK A.m.b.A. DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000506_CT_FIRB 213800RE7TE67AUCJS21   11369677     Polar Seafood Denmark DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000507_CT_FIRB 213800QRC7LNX935OZ09   54879415     Rockwool International A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000508_CT_FIRB     42997811     SANISTÅL A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000509_CT_FIRB 549300M5XVDYG4I7CC28   14049673     Scan Global Logistics DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000510_CT_FIRB 5299003KG4JS99TRML67   31080185     SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000511_CT_FIRB 529900N96EOVRB114D28   14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000512_CT_FIRB 549300ZSIJREG4GDWJ45         Topdanmark A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000513_CT_FIRB 213800A5UXABGUQ3PX11   22460218     TORM A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000514_CT_FIRB 213800BIA5L8OPBER229         Tryg Forsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000515_CT_FIRB 213800O8J7U9F8Q8VQ80         Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000516_CT_FIRB     14003606     Tulip Food Company A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000517_CT_FIRB 54930026SJ2OBLO6M470   25481968     Verdo A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000518_CT_FIRB 549300DYMC8BGZZC8844   00311171460005     VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000519_CT_FIRB 213800RM6L9LN78BVA56   71186911     WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000520_CT_FIRB 5493005044RTLQ5RZU70         Eesti Energia AS EE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000521_CT_FIRB 549300YENFNR57ZJ3X76         ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000522_CT_FIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288   ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000523_CT_FIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769   ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000524_CT_FIRB 95980020140005800000       ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000525_CT_FIRB 95980020140005558665 ESA28004885 A28004885   ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000526_CT_FIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408   AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000527_CT_FIRB   ESA26019992 A26019992   0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000528_CT_FIRB 95980020140005491929   A78839271   A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000529_CT_FIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556   ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000530_CT_FIRB 549300CGERG48M7P5E96         CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000531_CT_FIRB   ESA46146387 A46146387   0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000532_CT_FIRB   ESA20001020 A20001020   CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000533_CT_FIRB 95980020140005319366 ESA48012009 A48012009   OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000534_CT_FIRB 54930063C6K2TNFL6H10         DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000535_CT_FIRB   ESA15139314 A15139314   DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000536_CT_FIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104   4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000537_CT_FIRB 95980020140005374753 ESA28017895 A28017895   1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000538_CT_FIRB 95980020140005491250   A48027056   ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000539_CT_FIRB 213800VIN4XHLVFIOE10   A86484334   ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000540_CT_FIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430   ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000541_CT_FIRB 95980020140005732198         ESCAL UGS S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000542_CT_FIRB 95980020140005757903 ESA81939209 A81939209   FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000543_CT_FIRB 95980020140005178328 ESA28037224 A28037224   FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000544_CT_FIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144   GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000545_CT_FIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497   GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000546_CT_FIRB 95980020140005484363 ESB48943864 B48943864   495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000547_CT_FIRB   ESA58389123 A58389123   GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000548_CT_FIRB 213800OILC5Q9AR63B63   A09092305     Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000549_CT_FIRB   ESA84173947 A84173947   1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000550_CT_FIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615   IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000551_CT_FIRB 549300GEL7LRGKK0DG70         Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000552_CT_FIRB GGYEFW27TI7Q3C3XB343         INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000553_CT_FIRB 95980020140005007414         INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000554_CT_FIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266   4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000555_CT_FIRB 95980020140005317620         ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000556_CT_FIRB 95980020140005606874         IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000557_CT_FIRB 529900S4UWJNVO9LEH81   A60195278   4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000558_CT_FIRB UIUPNLHSQI58ZL7O2J82   A78346558   MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000559_CT_FIRB 95980020140005021479 ESA79075438 A79075438     MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000560_CT_FIRB   ESA78304516 A78304516   MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000561_CT_FIRB 95980020140005311703         NAVANTIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000562_CT_FIRB 95980020140005395317 ESA48010573 A48010573   OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000563_CT_FIRB   ESA36603587 A36603587   PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000564_CT_FIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882     PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000565_CT_FIRB 54930070W8XSY31XK130 ESA78003662 A78003662   REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000566_CT_FIRB BSYCX13Y0NOTV14V9N85   A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000567_CT_FIRB   ESA08000820 A08000820   DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000568_CT_FIRB 549300QHD5DP0GOPGX63         SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000569_CT_FIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583   TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000570_CT_FIRB 549300EEJH4FEPDBBR25   KvK 24269798 0000   TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000571_CT_FIRB   ESA08356727 A08356727   TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000572_CT_FIRB 549300FM9ZIJB5FCS825         TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000573_CT_FIRB 95980020140005462150 ESA79524054 A79524054   571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000574_CT_FIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348     WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000575_CT_FIRB 743700FHGZEV5UGCB005     FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000576_CT_FIRB 529900Q14KI1SCMIMO82         Bayer Nordic SE FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000577_CT_FIRB 5493002B0GOVF42KWX33         Cargotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000578_CT_FIRB 549300P8N0P6KDGTJ206     XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000579_CT_FIRB 743700TU2S3DXWGU7H32   0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000580_CT_FIRB 7437006ZZI1F7CUA5518         Fingrid Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000581_CT_FIRB 213800SB6EOB8SSK9W63     FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000582_CT_FIRB 743700BKTW4EQIVKYY42     FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000583_CT_FIRB 635400IUIZZIUJSAMF76     FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000584_CT_FIRB 74370031Y7RK5H88CQ48     FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000585_CT_FIRB 743700OX6HSVMCAHPB95         KESKO OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000586_CT_FIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225   KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000587_CT_FIRB 2138007FRMWVPUDCMA45     FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000588_CT_FIRB 5493009GY1X8GQ66AM14     FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000589_CT_FIRB 549300A0JPRWG1KI7U06     FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000590_CT_FIRB 743700YQIO8Y4L4WKR40         Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000591_CT_FIRB 74370061PO7C10E3PA54         Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000592_CT_FIRB 5493009YRUJJDCFF0R80     FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000593_CT_FIRB 549300R0VN9C371W0E07     FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000594_CT_FIRB 743700X6KUJ0Z8GJIF03         POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000595_CT_FIRB 743700CIR72J2LJZO637         Ramirent Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000596_CT_FIRB 743700XJC24THUPK0S03     FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000597_CT_FIRB 743700IFQI6W89M1IY95         STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000598_CT_FIRB 7437000ZP669LKUTZ738       STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000599_CT_FIRB 743700LQ48IZBTZN4S52   0196656-0 XS1043513529   Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000600_CT_FIRB 743700PKLY067IZIF588         Tikkurila Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000601_CT_FIRB 213800EC6PW5VU4J9U64     FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000602_CT_FIRB 743700G7A9J1PHM3X223     FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000603_CT_FIRB 549300TLDC3IQX97WU26         Wihuri Packaging Oy FI Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000604_CT_FIRB 529900M13GM4VSTE6W80         YIT Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000605_CT_FIRB 969500QZC2Q0TK11NV07       AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000606_CT_FIRB 969500PJMBSFHYC37989       ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000607_CT_FIRB 969500AQW31GYO8JZD66     FR0000031122   AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000608_CT_FIRB 969500MMPQVHK671GT54       AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000609_CT_FIRB 969500RAZNDFVFATTJ14         ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000610_CT_FIRB 969500CCRD8GYWLG6R54   542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000611_CT_FIRB 969500TZFFAS8XMVPQ44       ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000612_CT_FIRB 549300W64S5Q0I46LK20         ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000613_CT_FIRB 96950032TUYMW11FB530       ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000614_CT_FIRB 9695007B0RXQCHHTGR34   305207169   AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000615_CT_FIRB 96950026BLIV09FMSM49       AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000616_CT_FIRB         ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000617_CT_FIRB 213800U12KWYZEECZ934   572139996   ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000618_CT_FIRB 9695002SV2VP9CU42826       ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000619_CT_FIRB F5WCUMTUM4RKZ1MAIE39         AXA SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000620_CT_FIRB 969500MOCLNQFNZN0D63   572015246   EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000621_CT_FIRB 96950077L0TN7BAROX36       CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000622_CT_FIRB 549300B8P6MUJ1YWTS08       CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000623_CT_FIRB 969500VHL8F83GBL6L29   554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD - PERRACHON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000624_CT_FIRB 9695001K81BDUET02H66       CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000625_CT_FIRB 969500FCVQ5SLAAUJV59       GA S1 Equity CGG FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000626_CT_FIRB 969500WESYQMQ1F2C272         CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000627_CT_FIRB 969500BZJ49IICIBZZ08         CMA CGM S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000628_CT_FIRB 969500QKVPV2H8UXM738       CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000629_CT_FIRB 213800CP8292W9E8LJ69   552115891   DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000630_CT_FIRB 969500DZBBMYHB8NAM93   552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000631_CT_FIRB NFONVGN05Z0FMN5PEC35       SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000632_CT_FIRB 549300SOSI58J6VIW052       ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000633_CT_FIRB 969500D8BWYH453FLN28         CRISTAL UNION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000634_CT_FIRB 85OKW2SW05RZFQS1W718       JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000635_CT_FIRB 969500H6VMRN7AY1ZU14   441133808   85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000636_CT_FIRB 9695006LOD5B2D7Y0N70       EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000637_CT_FIRB       FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000638_CT_FIRB 549300X3UK4GG3FNMO06     FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000639_CT_FIRB 9695001HM585I0NEI780   380543678     Elior FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000640_CT_FIRB 549300LUH78PG2MP6N64         Eramet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000641_CT_FIRB 549300M3VH1A3ER1TB49   712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000642_CT_FIRB 529900HC20ELW4B6XI30         Euler Hermes France FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000643_CT_FIRB 52990087UKA0U2TO8412         AIRBUS HELICOPTERS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000645_CT_FIRB 549300MCOOY1V7P2PG30       ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000646_CT_FIRB 969500WASBF8AZP8TC02   323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000647_CT_FIRB 969500F0VMZLK2IULV85     FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000648_CT_FIRB 969500UPKU9VF8XAEU18   775625767   1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000649_CT_FIRB 969500P8M3W2XX376054         Fonciere des Regions FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000650_CT_FIRB 969500MCOONR8990S771       FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000651_CT_FIRB 5493005GNGE7UFJCIL03       FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000652_CT_FIRB 969500YWO65OHPVAHN71         GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000653_CT_FIRB LAXUQCHT4FH58LRZDY46     FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000654_CT_FIRB 5299007I0OJCYZX6IL07         GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000655_CT_FIRB 9695003E4MMA10IBTR26   592014476     Gecina FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000656_CT_FIRB 9695004TMMZ3JBKJO332   377791967   UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000657_CT_FIRB 969500ASEC557H5A4F22   476180625     Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000658_CT_FIRB 969500KMUQ2B6CBAF162       BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000659_CT_FIRB 969500O3KMCBQT8KGK58         Groupe Soufflet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000660_CT_FIRB 969500FY5T5MLH4G9A95       RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000661_CT_FIRB 969500LYSYS0E800SQ95   408168003     Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000662_CT_FIRB 969500I3QVK40XEORU25   495137077     HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000663_CT_FIRB 969500UDH342QLTE1M42   582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000664_CT_FIRB 969500FZ9BTRZS3JNB97   342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000665_CT_FIRB 54930075MZSSIB2TGC64   449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000666_CT_FIRB 9695002OY2X35E9X8W87         Ipsos SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000667_CT_FIRB 549300ORN5E1P46ATH26   440413730   IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000668_CT_FIRB 9695009KV7AFPDEI5S30       DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000669_CT_FIRB 549300VGEJKB7SVUZR78   552075020   PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000670_CT_FIRB 969500PB4U31KEFHZ621   780152914     Klepierre S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000671_CT_FIRB 969500L0T16HX3R78P61         La Mondiale FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000672_CT_FIRB 9695000YG7TR7PAP0L59       222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000673_CT_FIRB 969500O558W10MK2JF76         Labco SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000674_CT_FIRB 549300DNNL29KCEPRZ85     FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000675_CT_FIRB 969500VX2NV2AQQ65G45       MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000676_CT_FIRB 969500TJLHIZLFRWEQ48     FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000677_CT_FIRB 969500C0B8YR7HT3OM14       221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000678_CT_FIRB 529900JI1GG6F7RKVI53     FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000679_CT_FIRB IOG4E947OATN0KJYSD45       MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000680_CT_FIRB         MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000681_CT_FIRB 969500081CGAXB7YS433   424064707     Mercialys FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000682_CT_FIRB 969500DZ56QVIKRIU954         Monoprix SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000683_CT_FIRB 96950015FU78G84UIV14       NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000684_CT_FIRB 549300DMQNOND6LEVJ13         Novacap SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000685_CT_FIRB 969500CDLQKYAR1PT761         NutriXo SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000686_CT_FIRB 969500SHDTSMKBXKKO85         Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000687_CT_FIRB 52990097YFPX9J0H5D87     FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000688_CT_FIRB 969500TZ5950IT5FPQ42       UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000689_CT_FIRB 969500C0PA29TV19CT55       221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000690_CT_FIRB         PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000691_CT_FIRB 2138004KW8BV57III342     FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000692_CT_FIRB 969500AI7V5V0J9TOU58       RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000693_CT_FIRB 5493004V6A3Z027YT216       RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000694_CT_FIRB 969500F7JLTX36OUI695     FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000695_CT_FIRB 969500VZN4KDEZ14C105   412280737   224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000696_CT_FIRB 969500N6AVPA51648T62       RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000697_CT_FIRB 969500FO141C5967KC72         Roquette Freres FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000698_CT_FIRB 969500JRJW0K2ET1UP76   444619258   226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000699_CT_FIRB 969500UIC89GT3UL7L24       SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000700_CT_FIRB 549300E9PC51EN656011   395030844   SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000701_CT_FIRB 969500A1YF1XUYYXS284       SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000702_CT_FIRB 96950056ULJ4JI7V3752       SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000703_CT_FIRB 969500WP61NBK098AC47       SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000704_CT_FIRB 969500KDAUM9TYWQTR36   470801168   286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000705_CT_FIRB 969500LCBOG12HXPYM84       SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000706_CT_FIRB 9695005U38X1SF184325   552028425   QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000707_CT_FIRB 969500VEVOWR22R2YR86       9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000708_CT_FIRB 969500A4MXJ3ESPHK698         SNCF MOBILITES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000709_CT_FIRB 9695001UJ7FMZ37G6N39   572119550   593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000710_CT_FIRB 9695002EVBYM5B2OIP31       4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000711_CT_FIRB 969500NQMNC0PVUY8V74       TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000712_CT_FIRB 529900FNDVTQJOVVPZ19       HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000713_CT_FIRB     542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000714_CT_FIRB 969500BWNQ1B0PI06I59   492520333     Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000715_CT_FIRB 969500SHQITWXSIS7N89   682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000716_CT_FIRB 5493006IH2N2WMIBB742       FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000717_CT_FIRB 969500P2Q1B47H4MCJ34       VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000718_CT_FIRB 969500LENY69X51OOT31       VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000719_CT_FIRB 9695009YI1863TOVDP79         Vicat SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000720_CT_FIRB 213800WFQ334R8UXUG83       DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000721_CT_FIRB 969500FU4DRAEVJW7U54       VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000722_CT_FIRB 969500M98ZMIZYJD5O34   572174035   MF FP Equity Wendel FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000723_CT_FIRB 969500SFFMSIHH11UO32       ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000724_CT_FIRB 549300MJIRPTCHAYW359   7847174     ABP Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000725_CT_FIRB 213800B4XZJ3ZDM7CL47       AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000726_CT_FIRB 2138003R7TGCSVF27H47   SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000727_CT_FIRB 213800HPMHRN3PT62M97   06279732   0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000728_CT_FIRB DTA07N5U5HK2KC1SCM04   01675285 GB0000282623   AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000729_CT_FIRB 2Y33NQ5FPI8PR8L9QX13   2854310   AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000730_CT_FIRB 213800DL377MH46PDY63   4330322     Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000731_CT_FIRB 549300S9XF92D1X8ME43   3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000732_CT_FIRB VVT2B79I2Z4U3R6BY589   7876075   AON UN Equity Aon plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000733_CT_FIRB       GB00B15Y0C52   AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000734_CT_FIRB 549300F4RYR1DNTO2O39   6137924     Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000735_CT_FIRB GBQKSY6W7G0OHCQ8OQ72   293262   ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000736_CT_FIRB PY6ZZQWO2IZFZC3IOL08   2723534   ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000737_CT_FIRB YF0Y5B0IB8SM0ZFG9G81   2468686   AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000738_CT_FIRB 213800TSKOLX4EU6L377   02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000739_CT_FIRB 8SVCSVKSGDWMW2QHOH83   1470151   BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000740_CT_FIRB CT4UIJ3TUKGYYHMENQ17   395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000741_CT_FIRB 2138006R85VEOF5YNK29   604574   BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000742_CT_FIRB 2138001T2QEV5RXMFI32   00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000743_CT_FIRB     1480047   BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000744_CT_FIRB         0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000745_CT_FIRB V1LV067AJN766PCJIG11   3763515   BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000746_CT_FIRB 549300C116EOWV835768   3196209   BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000747_CT_FIRB VK07P8T49UYFO085O712   3114356   BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000748_CT_FIRB 213800V93QFW53NB7Y29   1036959     Bodycote International Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000749_CT_FIRB 213800TGK6XXFA2TBO31   3558065     Boparan Holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000750_CT_FIRB 213800M11ELCLQ8VF938   4011660     Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000751_CT_FIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611   BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000752_CT_FIRB G1KG0OQD10NOMCMLDZ35   00542515   BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000753_CT_FIRB 213800MBRRUVQIONAN53   4578621   BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000754_CT_FIRB 549300136VSBKI0Q8750   5262170     Brenntag UK Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000755_CT_FIRB 375X9PSJLLOV7F21O626   01777777   IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000756_CT_FIRB 2138001S874P3WKNCV04   3407696   BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000757_CT_FIRB 5493000IBP32UQZ0KL24   RC000057     British Broadcasting Corporation GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000758_CT_FIRB RV5B68J2GV3QGMRPW209   621920     British Land Company PLC (The) GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000759_CT_FIRB 2138003TS48MQKF4BZ29   9256967   BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000760_CT_FIRB 549300OWFMSO9NYV4H90   01800000   BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000761_CT_FIRB 635400L3NVMYD4BVCI53   5604923   BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000762_CT_FIRB     358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000763_CT_FIRB ZIMCVQHUFZ8GVHENP290   2779134     Bupa Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000764_CT_FIRB 213800J3MPR8KO94D535   3458224   BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000765_CT_FIRB 213800UL7Z7B6GLBZ213   3314066     C&J Clark Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000766_CT_FIRB CMIGEWPLHL4M7ZV0IZ88   2081330   CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000767_CT_FIRB 6SNZTEXLR1M5211YYB89       CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000768_CT_FIRB 4DR1VPDQMHD3N3QW8W95   4039524   CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000769_CT_FIRB 2138001E12GWLLDQQF16   7105905   CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000770_CT_FIRB E26EDV109X6EEPBKVH76   3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000771_CT_FIRB 549300IF6EUDVXYQI061   5900853     CEVA Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000772_CT_FIRB 213800U9A54VQJ5P2J41   86662   CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000773_CT_FIRB 213800J2J3TOOI176M73   5212407   CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000774_CT_FIRB 213800A41R9NL49E5632   00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000775_CT_FIRB 2138008M6MH9OZ6U2T68   4083914   CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000776_CT_FIRB 6354003CVDDPNXREIR29   FC031117     CPUK Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000777_CT_FIRB 4OFD47D73QFJ1T1MOF29   184594   DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000778_CT_FIRB 213800NPR9YDSBO86U08   03162897 GB0002502812   DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000779_CT_FIRB 5493007MMUEIF4NJG110   5448421   DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000780_CT_FIRB 213800J4UVB5OWG8VX82   3369634   DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000781_CT_FIRB 213800BXKQ9KZNUR1M61   1819699     Derwent London PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000782_CT_FIRB 213800ZVIELEA55JMJ32   23307   DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000783_CT_FIRB 2138005HMFMTYXNEEX13   SC000750     DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000784_CT_FIRB 5299004HGJWHJ71M5T77   5671205     DNL UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000785_CT_FIRB 2138001GRMZ39JRSE316   01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000786_CT_FIRB 39RSBE4RCI4M15BLWH36   1377658   SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000787_CT_FIRB 2138001LSWETH5TDQG53   2366777     DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000788_CT_FIRB 213800U5R8Q5KGM2KU56   2366906     Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000789_CT_FIRB 549300XUUK1H52EDCK10         EDC Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000790_CT_FIRB 549300ZM2QCFG22BOJ03   2366949     Electricity North West Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000791_CT_FIRB 549300KVXDURRKVW7R37   647788   ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000792_CT_FIRB 2138008LJU6WFQWOXJ73   7140891   ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000793_CT_FIRB 7N0UJMJLXD0MDT5D5086   7023598     Ensco plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000794_CT_FIRB 549300V1O67HJV48FS61   6845434     ENW Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000795_CT_FIRB 5493007MOZNA03BVNE96   5444653   ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000796_CT_FIRB 21380023G8LF55V46281   02954623     EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000797_CT_FIRB 213800SVCZ6YZ8YJI569   2462001   4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000798_CT_FIRB 5493002X7O83FCJVYO69   7329930     Eversholt Funding Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000799_CT_FIRB JPO68XMABX4DR21BNE65   8263590   0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000800_CT_FIRB 54930080DFVZ551GGT17       EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000801_CT_FIRB 635400RXXHHYT1JTSZ26   653331     EXPERIAN PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000802_CT_FIRB 213800JLG5TPE3RBYG56   4094619     FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000803_CT_FIRB 549300DEJZCPWA4HKM93   SC157176   FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000804_CT_FIRB 549300JXWH1UV5J0XV81   6344120   FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000805_CT_FIRB 213800WTATMITUGXJQ69   FC031364     Friends Life Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000806_CT_FIRB 549300L3KWKK8X35QR12   4992207   GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000807_CT_FIRB 213800OOHUV3HHP46A02   00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000808_CT_FIRB 213800E8KX2VV9YDY362   1991018     Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000809_CT_FIRB 549300IK25CZHKVLAL89   03768267   1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000810_CT_FIRB 5493007Q8VD7Q3ZYZS59   2258699   GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000811_CT_FIRB     3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000812_CT_FIRB 213800N9W2D8A4GJGR36   04542769   2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000813_CT_FIRB 213800QIJMYMW6TSBG41   5333192   GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000814_CT_FIRB 213800R9N5F2WRMGTR50   24511   GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000815_CT_FIRB 213800U8JEPF65PSKU22   6143540     GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000816_CT_FIRB 2138007FRGLUR9KGBT40   00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000817_CT_FIRB 213800G1C9KKVVDN1A60   360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000818_CT_FIRB 529900N6RQR0PX7ZTR62   4626078   HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000819_CT_FIRB 213800QC8AWD4BO8TH08   2150950   HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000820_CT_FIRB 549300J5R8AWMHPE7O05   1991017     Heathrow Airport Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000821_CT_FIRB 7TI96JO3DYEIQWZ7Z726   99529     Heathrow Funding Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000822_CT_FIRB 213800YRHAPNN54BKN78   5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000823_CT_FIRB 213800UTXVFRH9XBL453   7939278     Iceland Acquico Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000824_CT_FIRB 213800FGWQXPVI86SE26   5879252     Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000825_CT_FIRB     3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000826_CT_FIRB 2138002D68XDR4LZCG32   7084307     Ineos Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000827_CT_FIRB     5134420   IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000828_CT_FIRB 549300OGASR5WRKJ8R68   2234775     INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000829_CT_FIRB       GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000830_CT_FIRB ZLECI7ED2QMWFGYCXZ59   4967001   ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000831_CT_FIRB 213800VGZAAJIKJ9Y484   185647   SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000832_CT_FIRB 529900RRNKUM3INJGF98   KvK 34233247 0000   JBH LN EQUITY JAB Holdings B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000833_CT_FIRB 213800CHWARFAAN7UB85   1709784   JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000834_CT_FIRB 5493008LNN1X4R79PJ89   SC034970 GB0005790059   JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000835_CT_FIRB 549300PLYY6I10B6S323   SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000836_CT_FIRB 2138001AVBSD1HSC6Z10   33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000837_CT_FIRB 213800JFIBCR4LGUA242   SC015382 GB0004769682   JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000838_CT_FIRB     06467400   KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000839_CT_FIRB 2138002RKCU2OM4Y7O48   02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000840_CT_FIRB 213800KBMEV7I92FY281   1664812   KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000841_CT_FIRB 213800QOWHF5R9VLL274   1429533   LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000842_CT_FIRB 213800JH9QQWHLO99821   1417162   LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000843_CT_FIRB 549300BSGXG3QLIQYT84   8379990     Liberty Global plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000844_CT_FIRB 213800JDI3GTKPG4XI38   3929195     London Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000845_CT_FIRB 213800QAUUUP6I445N30   05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000846_CT_FIRB 213800JP7STUK5WKRE92   1000608   MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000847_CT_FIRB 213800IU37OVVT5ZXP41   8338561     Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000848_CT_FIRB 213800CN1RI3UCIZWB95   214436   MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000849_CT_FIRB 213800HQB746UJ9UWM15   5135049   MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000850_CT_FIRB 213800Q6RP3ZJ2CZR962   31461     Marston's PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000851_CT_FIRB 213800HX7FMPA2CIEF02   2798634     McBride plc GB Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000852_CT_FIRB YMFO3TKB4UAWQTDZJJ31   432989   MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000853_CT_FIRB 213800E7QA1U8BF34219   4778667   MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000854_CT_FIRB 213800LOZA69QFDC9N34   6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0000855_CT_FIRB 4PQUHN3JPFGFNF3BB653   2068222     Morgan Stanley & Co. International plc GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000856_CT_FIRB 213800A8IQEMY8PA5X34   2590560   NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000857_CT_FIRB 8R95QZMKZLJX5Q2XR704   4031152   NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000858_CT_FIRB 213800H88F5EE4B1D697   5090412     Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000859_CT_FIRB 213800UGAULQ1FVD4B35   1618428     NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000860_CT_FIRB 213800WQD8ECPZP9PH98   4412362   NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000861_CT_FIRB 549300JIM3ERGZFGGL27   6428375     North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000862_CT_FIRB 635400GPHRFKZQIBUK45   NI026892     Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000863_CT_FIRB 213800B3ZUTDOZYVJB41   53171   NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000864_CT_FIRB 213800PWPM9HZIEEO670   2366703     Northumbrian Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000865_CT_FIRB 213800WWVCAPAMOZ1M98   5584873     NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000866_CT_FIRB         2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000867_CT_FIRB 213800G8P2ULTOP62Q95   5915896     Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000868_CT_FIRB 213800J364EZD6UCE231   00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000869_CT_FIRB 213800NL5NLBY6YIBI88   2019023   6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000870_CT_FIRB 2138004JBXWWJKIURC57   53723   PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000871_CT_FIRB     2304195   PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000872_CT_FIRB 213800V1CCTS41GWH423   02366640 GB00B18V8630   PENNON GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000873_CT_FIRB     1818486   PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000874_CT_FIRB 549300OPFWKTD6BUFP71   4267536   PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000875_CT_FIRB 213800U93SZC44VXN635   00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000876_CT_FIRB XB3CXKKKED7OMV80FY35   00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000877_CT_FIRB 213800791EF5XP7WW494   2641728   QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000878_CT_FIRB 213800NRSZ1N2Y6LEX44   5777981     R&R Ice Cream plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000879_CT_FIRB 5493003JFSMOJG48V108   6270876   RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000880_CT_FIRB 549300WSX3VBUFFJOO66   2746616     Relx Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000881_CT_FIRB 549300VN4WV7Z6T14K68   5393279   RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000882_CT_FIRB 549300JJKH86IWQ78005   191285   REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000883_CT_FIRB 2138009113L7IDGEM175   358901   RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000884_CT_FIRB X57JK1U580XATGR67572   1003142   RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000885_CT_FIRB 213800ANK59AYB612F23   93792   RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000886_CT_FIRB 213800JQB9FWF5SD6F42   4138203     ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000887_CT_FIRB     2578443   RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000888_CT_FIRB 549300HOGQ7E0TY86138   2339826   RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000889_CT_FIRB Y4DQT2X5DDRE70QFR206   3528416   SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000890_CT_FIRB 549300Y7M5CC1U5DBX07   SC264065     Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000891_CT_FIRB 549300KI75VYLLMSK856   SC117119   SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000892_CT_FIRB 213800X1T29YFAYMPC26   SC144517   AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000893_CT_FIRB 21380085VKJ5NICZBA52   SC193794   IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000894_CT_FIRB 549300WPVG0TZSPBYR76   SC199549   LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000895_CT_FIRB 213800XC35KGM9NFC641   167591     SEGRO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000896_CT_FIRB 549300PT2CIHYN5GWJ21   02048608 GB0007973794   SERCO GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000897_CT_FIRB 213800RPBXRETY4A4C59   2366619   SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000898_CT_FIRB 213800CNEIDZBL17KU22   SC077438   SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000899_CT_FIRB 213800VDC1BKJEZ8PV53   00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000900_CT_FIRB 213800ZTMDN8S67S1H61   00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000901_CT_FIRB 213800MJL6IPZS3ASA11   137013   SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000902_CT_FIRB AJOW550HA7E8YNKF5D89   4120046   6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000903_CT_FIRB 213800H7NWVLCWAVKA15   3043097     South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000904_CT_FIRB 213800YQRUOQE9HPX193   4295398     South Staffordshire PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000905_CT_FIRB 213800FR2VAOKRYRHX45   2366665     South West Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000906_CT_FIRB 549300SR1GYYNBZQGX56   4094290   SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000907_CT_FIRB 549300SPX8573VZ2SK79   5167021     Southern Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000908_CT_FIRB 213800NCZLJFDE8Y8D88   7581353     Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000909_CT_FIRB 213800Z4CO2CZO3M3T10   02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000910_CT_FIRB 4L663LRNTBQ008OK2N07   SC100764   SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000911_CT_FIRB 0TMBS544NMO7GLCE7H90   SC286832   SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000912_CT_FIRB 549300GUNF6FFGH4LN53   9743802   532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000913_CT_FIRB 213800QHYTM5QRFSEM66   3355631   SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000914_CT_FIRB 213800WF53FVDRRHRF44   7105891   TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000915_CT_FIRB 213800TR86P337IE8605   2280000   0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000916_CT_FIRB 2138008K14474WPKZ244   76535   TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000917_CT_FIRB 21380089BTRXTD8S3R66   296805   TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000918_CT_FIRB 2138002P5RNKC5W2JZ46   445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000919_CT_FIRB 213800JKM5UQHFJOTZ25   2366661     Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000920_CT_FIRB 2138009TF1SYOMQLBJ60   02100855 GB0003753778   THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000921_CT_FIRB 213800VZ4671W3DVB860   6575598   TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000922_CT_FIRB 2138003BOFNAAO14YV58   2553288   8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000923_CT_FIRB 2138001I27OUBAF22K83   824821   TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000924_CT_FIRB 213800B6YQZAE8LHAW84   6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000925_CT_FIRB 2138003EYHWO75RKS857   3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000926_CT_FIRB 549300MKFYEKVRWML317   41424   ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000927_CT_FIRB 213800Y1TEVS8REY1M35   5957557     United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000928_CT_FIRB 2138008EZCXK4ANQHF89   3207231     United Business Media holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000929_CT_FIRB 213800KYT12UFB2VE455   2366616   UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000930_CT_FIRB XCJQ23OWIJNLHN7RQC93   1022786   271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000931_CT_FIRB 213800F3BD6N3G6XHU16   251977   CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000932_CT_FIRB 213800TB53ELEUKM7Q61   1833679   VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000933_CT_FIRB 549300UPYDURLSSFVL38   9223384     Western Power Distribution Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000934_CT_FIRB 2138006LIAYQKUCYBB20   29423   WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000935_CT_FIRB     4212563   WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000936_CT_FIRB 213800Z5WTW8QKOHWQ82   04178808 GB0030329360   WINCANTON PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000937_CT_FIRB 213800IN6LSRGTZSOS29   358949   MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000938_CT_FIRB 549300HTNGX0DU8W1F65   5537577   WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000939_CT_FIRB 635400LNUHA2LDXXV850       GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000940_CT_FIRB 8NUHUXWN9LG4XBGJ7O17   241565   CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000941_CT_FIRB 635400CHHI1XZLVQH675         Coillte Teoranta IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000942_CT_FIRB 549300MIDJNNTH068E74     IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000943_CT_FIRB 213800UPS1QEE4TD3T45       DCC LN Equity DCC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000944_CT_FIRB 635400HRFGVKXFHZ8O77   9401     Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000945_CT_FIRB 635400UFHDIQCDZ6JK11     IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000946_CT_FIRB 635400VCPRSU89DLMZ57   480184 XS0856023493   ESB Finance Limited IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000947_CT_FIRB 635400RKRK5EGXSPC782       EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000948_CT_FIRB 635400YN51CDCGBYFZ31         Fyffes plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000949_CT_FIRB 5493008VFFOIPWCZJK45     IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000950_CT_FIRB 635400BE9SBAG61DJ963       GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000951_CT_FIRB 6354007LIXWZ5WPPT308   519799   GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000952_CT_FIRB 9XTI53MZJ013RO12SX05   2936 IE00B59HWB19   INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000953_CT_FIRB       IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000954_CT_FIRB 635400HM7V74SUB9OG75         Kingspan Group plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000955_CT_FIRB 635400JJOWHIYAJER733         MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000956_CT_FIRB 635400EG4YIJLJMZJ782     IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000957_CT_FIRB 635400WKFIPCHCKVW376   104547   RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000958_CT_FIRB 396PBGKP6TE3O062MS44       STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000959_CT_FIRB 635400CPLP8H5ITDVT56     IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000960_CT_FIRB 549300INUT2G0ST5K268   327184   TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000961_CT_FIRB 635400K7UEIKHMNKLJ02         Total Produce plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000962_CT_FIRB     482042     XL Group PLC IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000963_CT_FIRB VZVOSGGS8JITR4J7J704         Amtek Auto Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000964_CT_FIRB 8GRDBX1TJ0PU5NCSHT72   MH008931   BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000965_CT_FIRB         BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000966_CT_FIRB         IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000967_CT_FIRB FMVY1IZCSYXSAFRDIT05       LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000968_CT_FIRB         RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000969_CT_FIRB 5493003UOETFYRONLG31       RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000970_CT_FIRB 1GZWF073IJTD6XPRUU65         Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000971_CT_FIRB 213800Z3CFZOLXPJWN61         Landsvirkjun IS Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000972_CT_FIRB 81560076E3944316DB24 3812211 493995   A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000973_CT_FIRB 8156000962B2EB41FE28 5988397 1497770   4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000974_CT_FIRB 8156004FCECE0879E118 15161747 191346   7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000975_CT_FIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000976_CT_FIRB 8156008183686996C911 25090618 3567090232     ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000977_CT_FIRB 8156007259ABDEA3F444 15214381 971268     Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000978_CT_FIRB 549300H2RFDYI3YP5R63 13960200 263011   337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000979_CT_FIRB 529900EKXEGSRCGAAC89 14856155 2791070044   4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000980_CT_FIRB ZYXJDNVM2JI3VBM8G556       AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000981_CT_FIRB 815600B611746717CC98       50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000982_CT_FIRB 549300FZRH46R7DWAX12 1248024 557390   4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000983_CT_FIRB 815600049A1F9AFE6666 4140157 1192794   MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000984_CT_FIRB 8156000BEB8FC062F442 1020333 120591   2168Z IM EQUITY ARTSANA - SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000985_CT_FIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000986_CT_FIRB 81560001F41A81948348       AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000987_CT_FIRB 8156008DEC771409C487 18631331 1023691   AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000988_CT_FIRB 5299003D9N2698I3C257 1367700 188902   AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000989_CT_FIRB 815600149448CEB9B230 19402720 1037417   3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000990_CT_FIRB   26926563 1057205   3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000991_CT_FIRB 529900RRESEDV68K0S54 28770346 235460   BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000993_CT_FIRB 8156004C04255952AB77 1076562 821225   BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000994_CT_FIRB 5299003DX5YLKSVJ6K59 2930031 134288   BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000995_CT_FIRB 8156006BEAA911EC0A47 1019726 587878     CANDY SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000996_CT_FIRB 8156008B101B97A43B02 1053555 160498   CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000997_CT_FIRB 815600F3213951394367 40014779 2001719     Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000998_CT_FIRB   4544552 8114020152     CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000999_CT_FIRB 8156009034C1A5108284 15716081 61357     Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001000_CT_FIRB 815600DBF6DC4BC94832 1061039 260769   0310548D IM EQUITY CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001001_CT_FIRB   8327877 819280157     COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001002_CT_FIRB 815600A5C1DD6C3A8455 1093853 154950364     CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001003_CT_FIRB 81560039BF5C1D8E5A15 2836130 60793   3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001004_CT_FIRB 5493005TWX96RDJ9I655         De Agostini Invest SA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001005_CT_FIRB 529900WS2E20BA5J4L49 16183303 1698754   EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001006_CT_FIRB WOCMU6HCI0OJWNPRZS33       ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001007_CT_FIRB BUCRF72VH5RBN7X3VL35     IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001008_CT_FIRB 81560081EE079FBED395 19377159 3544950961     ENOVA S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001009_CT_FIRB 8156004604684CA44A90         ERG S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001011_CT_FIRB 8156004CE82074779D19 13870596 1664630223     FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001012_CT_FIRB 549300J4SXC5ALCJM731       1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001013_CT_FIRB 5493004C1SL445NFDR90       F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001014_CT_FIRB 8156001B8AD051794959         FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001015_CT_FIRB 529900X4EEX1U9LN3U39 1053767 7031   FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001016_CT_FIRB 815600C3CCA800EF5D96 1134215       FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001017_CT_FIRB 815600E12249DD563C29 26650695 1143814     Gamenet S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001018_CT_FIRB 81560098DBDD66154985         GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001019_CT_FIRB 8156001250E819E30127       GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001020_CT_FIRB 8156001294017C870346 11027526 10022100159     GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001021_CT_FIRB 8156005113BD16699393 24907200 RM1117269   LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001022_CT_FIRB   15541251 1638878   4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001023_CT_FIRB 8156009414FD99443B48 3201267 363550   HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001024_CT_FIRB 815600D86992FDA7B908 1035363 149288   IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001025_CT_FIRB 815600A7D7C7A85F8B51 2733792 1168660262     I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001026_CT_FIRB 81560033824BE53C7D28 3585262 1303501215     IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001027_CT_FIRB 549300KTGKED5E25JR59       IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001028_CT_FIRB 213800M4YYCP6E8YUX94 2714789 2589327     IPLOM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001029_CT_FIRB 8156001EBD33FD474E60 10431674 281364   IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001030_CT_FIRB 8156009D23D0FDC70C93 1007005 50   ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001031_CT_FIRB 815600236A6B5AE5B406 26754254 167186     Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001032_CT_FIRB 549300I1NMOBS4B1LT88     IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001033_CT_FIRB   7003703 481230266     MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001034_CT_FIRB 815600292DA01BE68971 3755075 152396   3184788Z IM EQUITY MARCEGAGLIA - S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001035_CT_FIRB 815600C8D55034EB5379 3779273 64334     Marcolin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001036_CT_FIRB 213800DIFN7NR7B97A50 552637 1264109   MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001038_CT_FIRB 815600325D15DD92A023 4376875 4846130633     MOBY S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001039_CT_FIRB   1653085 110858   3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001040_CT_FIRB 8156003A100E8AB89697 6794759 1865640369     PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001041_CT_FIRB 8156001B96890989C002 23641842 5411110827     PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001042_CT_FIRB 5493006293RJBDQWJL92 5944540 169833   PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001043_CT_FIRB 8156000256C2431C2E92 4495509 134077   PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001044_CT_FIRB 815600A0C9AFC1F2A709       PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001045_CT_FIRB 815600EDDBB07C9BDB90 15591777 2246400218     PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001046_CT_FIRB 815600354DEDBD0BA991 3465665 842633   POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001047_CT_FIRB 8156000FE0A2DC5B7852 16232311 1343952   PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001048_CT_FIRB 213800VHJ22UE2BRRZ48 3830970 706270410     PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001049_CT_FIRB   23687310 1777895   PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001050_CT_FIRB 815600B9FC8D18A5D034 1058024 291350635     RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001051_CT_FIRB 81560086FA79BEDD6B94 13270817       RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001052_CT_FIRB   5012487 8850400154     SACAL - SOCIETA' ALLUMINIO CARISIO - S.P IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001053_CT_FIRB 815600AF08EE2EC2DE92 1035262 8924   226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001054_CT_FIRB 815600FC906D230A1420 16077541 86111   SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001055_CT_FIRB 549300PHV8MBDHWB8X12 1086637 788744   SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001056_CT_FIRB 549300UKR289DF4UXQ47 1013056 525502   SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001057_CT_FIRB   6524595 3957900487     SAMMONTANA - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001058_CT_FIRB 8156006755200B82EB33 1246827 836320150     SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001059_CT_FIRB 5299005KJSU2AQUJUH84 1066932 49540   SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001060_CT_FIRB 815600D2FC31AF713B07 1012950 166476     SNAI SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001061_CT_FIRB 8156002278562044AF79 16067629 1633443   SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001062_CT_FIRB EOJCGSUI4NX234BL7V57 14234253 1594238   2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001063_CT_FIRB 815600141CFE5F4C4325 19113128 1016401   4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001064_CT_FIRB 815600C3438977CBBE37 1038951 68670397     TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001065_CT_FIRB 81560029415DF1381583 1030384 195810262     TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001066_CT_FIRB 815600AC5599D16D9A40 3335773 574643   MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001067_CT_FIRB 549300W384M3RI3VXU42     IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001068_CT_FIRB 815600CD7323A82E5092 28935694 1763778   2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001069_CT_FIRB   1037712 182850362     TERMOSANITARI CORRADINI - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001070_CT_FIRB 8156009E94ED54DE7C31       TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001071_CT_FIRB 549300IN56S27SDGEI85 18659000 1019536   80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001072_CT_FIRB 8156003E86EBA167A868       0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001073_CT_FIRB 815600FE9E92D9D6C309 3554534 201271   TFI IM EQUITY TREVI - FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001074_CT_FIRB         4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001075_CT_FIRB 815600B8027C92F0DA07 4257672 1189360066     VIBAC S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001076_CT_FIRB 549300YSFQKM1C0X4E45 11321265 884361   WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001077_CT_FIRB 549300DHPOF90OYYD780       5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001078_CT_FIRB 549300IZYK3206QECG76       CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001079_CT_FIRB 549300MIFE1VEW02GY83     JP3298600002   COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001080_CT_FIRB 549300T6IPOCDWLKC615       6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001081_CT_FIRB J48DJYXDTLHM30UMYI18       8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001082_CT_FIRB 5493004LQ0B4T7QPQV17       6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001083_CT_FIRB 4P4N3ORD02UGQT1T1W12   0100-01-008776   8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001084_CT_FIRB KVIPTY4PULAPGC1VVD26       8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001085_CT_FIRB 5493008VBQD43X8QCS14         Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001086_CT_FIRB 5493000QYMPFRTEY4K28       6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001087_CT_FIRB         7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001088_CT_FIRB 5493003BZYYYCDIO0R13       9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001089_CT_FIRB 5493004SE33MRLPB1W98       2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001090_CT_FIRB         6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001091_CT_FIRB V82KK8NH1P0JS71FJC05       8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001092_CT_FIRB 54930074QUY8RD0UZM08         Suntory Holdings Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001093_CT_FIRB 549300ZLMVP4X0OGR454       4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001094_CT_FIRB 549300LBHTST91VKHO68       6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001095_CT_FIRB 5493006W3QUS5LMH6R84       TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001096_CT_FIRB         004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001097_CT_FIRB         000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001098_CT_FIRB 549300MGHLPT1EFHGF84       2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001099_CT_FIRB 549300IHVJRWVT07S523       3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001100_CT_FIRB 5493003DTPH8AMMK4P51       NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001101_CT_FIRB 549300FNENFFSMO3GT38     XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001102_CT_FIRB 213800S7DNJQX6LHTQ21   133818917     AB "Kauno grūdai" LT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001103_CT_FIRB       LU1014539529   ALTICE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001104_CT_FIRB 5493003BU7PAH5RRM092       APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001105_CT_FIRB 2EULGUTUI56JI9SAL165       MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001106_CT_FIRB 549300GJ79DYFBBF5T83       0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001107_CT_FIRB 5493007GVB1I2FDSS786   B0155849   CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001108_CT_FIRB 549300938QUWMPITJ642       COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001109_CT_FIRB 529900W1S8TJDDH8YB29         Encevo S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001110_CT_FIRB     350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001111_CT_FIRB 213800568PRHV2JR9650     XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001112_CT_FIRB 213800WHKNIC1JQQG433       8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001113_CT_FIRB 8XJ8KF85PBKK1TLMFN29         Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001114_CT_FIRB 549300MBM5B61VCW5A23         International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001115_CT_FIRB RUOKPID0PZ0UWJYU9J61       DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001116_CT_FIRB 529900XUC6PXMN6ABU42       TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001117_CT_FIRB 549300CTHC1CP86P2G96       MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001118_CT_FIRB         0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001119_CT_FIRB 213800IUIRBFRNCYVR24       3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001120_CT_FIRB 549300VEJMMZCY6OBU06       PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001121_CT_FIRB 529900UUYBCBB7HMVI56         Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001122_CT_FIRB 549300OZSHE4H5BFQA66         QUILVEST SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001123_CT_FIRB 5493000C8J3C3SZYS040       RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001124_CT_FIRB 5493008JPA4HYMH1HX51       SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001125_CT_FIRB 549300CJ7LW6QSGIL444         Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001126_CT_FIRB 529900BSBZ853DKUP675         TRAXYS SARL LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001127_CT_FIRB 549300RIG2CXWN6IV731         CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001128_CT_FIRB 5493008KEVFYPMGTXO33       KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001129_CT_FIRB 5493000XJLJ6C4T0PG82       GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001130_CT_FIRB 5493000RIXURZEBFEV60       BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001131_CT_FIRB 549300QOAB2GJSFM0381       1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001132_CT_FIRB 549300CAZKPF4HKMPX17         PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001133_CT_FIRB 549300FW3RGHPHT21D10       ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001134_CT_FIRB 5493000MY3DAIB0BP706   TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001135_CT_FIRB 549300EMP9DT6Q35HZ31     NL0000852564   AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001136_CT_FIRB 549300J93WR5DPG0P466   KVK 33232124   ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001137_CT_FIRB 5493007WHKI5H75YJ358   KVK 34215458   ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001138_CT_FIRB 7245007QUMI1FHIQV531   KVK 33235189     Achmea B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001139_CT_FIRB 724500HIKX3QVUQF9G08   KVK 28080300     Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001140_CT_FIRB O4QK7KMMK83ITNTHUG69   KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001142_CT_FIRB 724500XYIJUGXAA5QD70   KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001143_CT_FIRB 724500XBZ9QOPTI11U82   KVK 34108286     Alliander N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001144_CT_FIRB 549300KYQ7B0H0K66406   KVK 33055009   AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001145_CT_FIRB 724500MCUU6QOFRFEA53   KVK 33256360 0000   792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001146_CT_FIRB 7245000UZH70GO047N03     NL0006237562   ARCADIS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001147_CT_FIRB 7245001I22ND6ZFHX623   KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001148_CT_FIRB 724500Y6DUVHQD6OXN27   KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001149_CT_FIRB 7245004JOPUJ0OOWTU73   KVK 30031823     ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001150_CT_FIRB 724500XFMNHF1GFPYJ05   KVK 08125298   3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001151_CT_FIRB 5299006ZHG3IXU0PNJ56   KvK 27106340 0000   1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001152_CT_FIRB       NL0000852580   BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001153_CT_FIRB       NL0010776944   BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001154_CT_FIRB 529900AOH3NBA8PZFG65   KvK 32097651 0000   0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001155_CT_FIRB 549300WGC2HZ5J67V817       CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001156_CT_FIRB 549300BXVNOCYQ83FU09   KVK 34154633   KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001157_CT_FIRB       NL0000200384   CORE LABORATORIES NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001158_CT_FIRB 549300UNTCLR21YKLL62   KVK 30073501 NL0000288967   Corio N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001159_CT_FIRB       NL0009294552   DELTA LLOYD NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001160_CT_FIRB 724500S75737K2SFDA03   KVK 22031457     Delta N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001161_CT_FIRB 213800N8X49KJRTNDM49   KVK 3419663   DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001162_CT_FIRB 529900M7QSB704RUUT95   KVK 34182495   AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001163_CT_FIRB 724500KRQECMCRGM1971   KVK 14026250     EBN B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001164_CT_FIRB 5299007L43AQDFOW5739   KvK 34121496 0000   1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001165_CT_FIRB 724500R5IP6TFKTNRU48   KvK 24306393   2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001166_CT_FIRB 549300XW2F91G4T4WC42   KVK 34149162   ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001167_CT_FIRB 529900011V8VJ3BUKR64   KVK 17115973   RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001168_CT_FIRB       NL0000288876   EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001169_CT_FIRB       NL0000352565   FUGRO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001170_CT_FIRB 2138005FTXOJUBQ5J563   KVK 24243533   GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001171_CT_FIRB 724500EJ2TDPAITRSJ55   KVK 02089290     GasTerra B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001172_CT_FIRB       NL0000400653   GEMALTO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001173_CT_FIRB 549300L10EVYURBFIH66   KVK 55293980     Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001174_CT_FIRB 529900SNLFF5M6HJ1T36   KvK 33286563 0000   1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001175_CT_FIRB 724500K5PTPSST86UQ23   KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001176_CT_FIRB 7245008C9KMJL9P2UI77   KVK 34323653     Hyva Global B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001177_CT_FIRB 724500CR19MQGFWFBZ64   KvK 34217578 0000   0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001178_CT_FIRB TLLG0UTU6ZHOG003X735         Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001179_CT_FIRB 54930050LBZUR4138I72   KVK 27120438     ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001180_CT_FIRB     KVK 24311905   2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001181_CT_FIRB 724500C9GNBV20UYRX36   KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001182_CT_FIRB 724500V38C5KTDY5BS93   KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001183_CT_FIRB 724500SNT1MK246AHP04   KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001184_CT_FIRB 549300YO0JZHAL7FVP81   KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001185_CT_FIRB H1FJE8H61JGM1JSGM897   KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001186_CT_FIRB 724500HZ4BN317I12G68   KVK 06016321   KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001187_CT_FIRB 724500UL634GFV1KYF10   KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001188_CT_FIRB 529900WQGOTJDYG9NP76   KVK 09151956   LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001189_CT_FIRB 5H8RMHHYTWIP1RKLCE38   KvK 34115238 0000   2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001190_CT_FIRB 549300J6QSW38QNOJK61   KVK 57924562     LYB International Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001191_CT_FIRB BN6WCCZ8OVP3ITUUVN49   KVK 24473890   DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001192_CT_FIRB 635400TMCKVEU87EJ582   KVK 24321697     METINVEST B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001193_CT_FIRB 529900PF6F1OHRZVU341   KvK 33178683 0000   1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001194_CT_FIRB 6354007MKEEGGVUMXO83   KVK 34239108     New World Resources N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001195_CT_FIRB 724500RKMOD48AIWKD94   KvK 24307569 0000   3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001196_CT_FIRB 54930062JS29A5N4GO82   KVK 34248449     Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001197_CT_FIRB 724500GQV9YLNSWECU41   KVK 17179668     Nord Gold N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001198_CT_FIRB 724500TXS5HH3GY4UW42   KVK 30124358     NS Groep N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001199_CT_FIRB 5299000CMF80GY2U0U47   KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001200_CT_FIRB 724500HT4YW45B1Y7859   KVK 57585083     OAK Leaf B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001201_CT_FIRB 549300NCMRGIBJYUOE57     NL0010558797   OCI NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001202_CT_FIRB 724500IM9A059TQLBX63         OCI Nitrogen BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001203_CT_FIRB 72450053F5WRDY8CDZ66   KVK 24291478   OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001204_CT_FIRB Q47A62EK6GMSID3Y8C39   KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001205_CT_FIRB 549300N522D3SS8MKV65   KvK 24320769 0000   3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001206_CT_FIRB 549300VGHFJJ58HE2B54   KVK 17008551   PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001207_CT_FIRB 529900N9UJEHN9UPXN50         PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001208_CT_FIRB 724500Q41FHN0P1GPC53   KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001209_CT_FIRB 54930036WK3GMCN17Z57       QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001210_CT_FIRB 7245009EAAUUQJ0U4T57   KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001211_CT_FIRB 549300XO8R7MPISUO753   KVK 33155037 NL0006144495   Reed Elsevier NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001212_CT_FIRB 5493002YCY6HTK0OUR29   KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001213_CT_FIRB     KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001214_CT_FIRB 5493002N51KZCVBDMS27   24114856 NL0006055329   ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001215_CT_FIRB 213800LBMMAIG1FQP389   KVK 14105351   SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001216_CT_FIRB       NL0000360618   SBM OFFSHORE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001217_CT_FIRB 529900KEH8410ESH1483   KVK 53761790     Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001218_CT_FIRB 724500DX7Q1A19SPY530   KVK 34166584     Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001219_CT_FIRB 7245001TBT3NI9SPNJ75         SHV Netherlands NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001220_CT_FIRB TAFO772JB70PDRN5VS48   KvK 27092998 0000   1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001221_CT_FIRB 724500E9ZG6JMH6E2I14     NL0000817179   SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001222_CT_FIRB 724500ZTKJYJMWVLWJ82   KVK 34297413     SRLEV N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001223_CT_FIRB 5493002SSXOL85X3XC87   KVK 58623701     Syncreon Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001224_CT_FIRB 724500LTUWK3JQG63903   KVK 09083317     TenneT Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001225_CT_FIRB 7245008G22FOV7TYYJ34   KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001226_CT_FIRB 724500978QL7NKMLTQ37   KVK 34210949     TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001227_CT_FIRB       NL0009739424   TNT EXPRESS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001228_CT_FIRB 724500L44K67W7UW1C59         TomTom International B.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001229_CT_FIRB 724500OPA8GZSQUNSR96   KVK 33194984   TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001230_CT_FIRB PX7SUPU7HUNJBQ8BPI65   KVK 33236939   585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001231_CT_FIRB 549300TK7G7NZTVM1Z30   KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001232_CT_FIRB 549300IW6C3SRHUUK147         Vitol Holding BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001234_CT_FIRB 549300FRXSUUW3M2Q281         WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001235_CT_FIRB 724500522D3ORUTUGW47   KVK 05078970   WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001236_CT_FIRB 724500YRQCY3BD9RJZ92     NL0000289213   WERELDHAVE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001237_CT_FIRB 724500TEM53I0U077B74   KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001238_CT_FIRB 5JB3IE65ZU13TA0DGN10         Würth Finance International B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001239_CT_FIRB       NL0006294290   ZIGGO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001240_CT_FIRB         BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001241_CT_FIRB 5493004ZHCILEMZLBS85   00304772770005     FERD AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001242_CT_FIRB 5493009F6KP3UMLPOY27   931186744     ICA Norge AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001243_CT_FIRB 549300ZLJDXBXUNCY824   936738540     National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001244_CT_FIRB 549300N1SDN71ZZ8BO45       NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001245_CT_FIRB 529900J8VSH14TP5VD23         ODFJELL SE NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001246_CT_FIRB 213800T66DRTE6O6BV87   916235291   PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001247_CT_FIRB 529900TH4OAW7WYG1777   987059699     Statkraft AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001248_CT_FIRB OW6OFBNCKXC4US5C7523   923609016   STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001249_CT_FIRB R7NJHU48LTCIOB9BVU57       CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001250_CT_FIRB 259400GYHYZPQ0HTMT82       CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001251_CT_FIRB 259400A9BI23M3K1NK82       LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001252_CT_FIRB 259400WT6MCX3V59XI09         Netia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001253_CT_FIRB 259400TOMPUOLS65II22   10681   TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001254_CT_FIRB 259400TGY6IYEP2EFW87   467426     POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001255_CT_FIRB 259400VVMM70CQREJT74   28860   PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001256_CT_FIRB 259400NAPDFBOTNCRL54       TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001257_CT_FIRB Q1ECZWEVT6ZTFERCPG94     PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001258_CT_FIRB 213800RQXBBZ6KSP1I72   500311390     AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001259_CT_FIRB 2138002PLGLYW8EP7248         AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001260_CT_FIRB 213800V5Z38TLIRQW516   500700834     ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001261_CT_FIRB     502607920     AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001262_CT_FIRB 54930011KNBNPPKW7528   500038015     AUTO SUECO LDA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001263_CT_FIRB 549300RU6UYW1UMYOP92   500194670     BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001264_CT_FIRB       PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001265_CT_FIRB 549300FREK460JU7RG08   500060266     CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001266_CT_FIRB 549300TF1SUYCFUO3840   503309362     COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001267_CT_FIRB     507195515     CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001268_CT_FIRB 213800X28CMB8LAIT849   502557400     CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001269_CT_FIRB 549300RGQV4M16FESU23   500832234     CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001270_CT_FIRB 529900CLC3WDMGI9VH80     PTEDP0AM0009 EDP PL EQUITY EDP - Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001271_CT_FIRB 529900LOXJVWGOH84656   503293695     EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001272_CT_FIRB     504885367     ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001273_CT_FIRB 2138003319Y7NM75FG53   504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001274_CT_FIRB 213800Y3V72PI6W8KG10   511220448     GRUPO PESTANA - SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001275_CT_FIRB 259400A8SZP10GB5IB19     PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001276_CT_FIRB     500073880     LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001277_CT_FIRB 549300SNYKYW15R3UE62   502011475     MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001278_CT_FIRB 549300TLPT6W9R3CLQ86   500197814     MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001279_CT_FIRB 5493003NN4LXUF8JA244         Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001280_CT_FIRB 54930071D35BVUPC5942   502604751     OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001281_CT_FIRB     507979265     OPWAY - SGPS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001282_CT_FIRB 213800ZWKG61JG7ZCF61   500697370     PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001283_CT_FIRB 259400DRC6WOXNVW8B57 500829993 500829993   90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001284_CT_FIRB 549300UNIB7M2AXUXS35     PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001285_CT_FIRB 549300FR1FN48IGHR915     PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001286_CT_FIRB     500246963     REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001287_CT_FIRB 5493002X2CCY60HWCU94   500243590     SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001288_CT_FIRB 549300PXZF74GVQM6867   500058580     SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001289_CT_FIRB 549300EZYIURQ5RGSE56   500278571     SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001290_CT_FIRB 549300KFJPELBPMQH079   500833532     SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001291_CT_FIRB 95980020140005813290   505042037     SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001292_CT_FIRB     500097488     TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001293_CT_FIRB 549300CNE5R74B3XKF57   505266202     UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001294_CT_FIRB   503933139 503933139   3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001295_CT_FIRB 213800IDK8UTYDSFOG74   502544180     VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001296_CT_FIRB   500302200 500302200   0265472D PL EQUITY ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001297_CT_FIRB 549300VOFQC1SPGTZM19   503039063     ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001298_CT_FIRB 549300D3EIDZJB62TR20   21183   ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001299_CT_FIRB 549300UKYDM6L8HEPU79       SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001300_CT_FIRB 549300F8ZIGJVUPIU797   24297754     Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001301_CT_FIRB         GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001302_CT_FIRB         ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001303_CT_FIRB         TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001304_CT_FIRB 5493007RN7O98MYBX124         AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001305_CT_FIRB 549300UCKT2UK88AG251     SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001306_CT_FIRB 549300YECS8HKCIMMB67     SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001307_CT_FIRB 213800T8PC8Q4FYJZR07   5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001308_CT_FIRB 2138002GW5WN1UYZAO32   55611256900004     BILIA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001309_CT_FIRB 549300YJUYJ9A24RXL71     SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001310_CT_FIRB 549300ZACGIQHBBMOD20   5560269549   BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001311_CT_FIRB 213800SE6FV3UDEIEY92   72317831     CAPIO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001312_CT_FIRB 549300GU5OHTR1T5IY68     SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001313_CT_FIRB 549300HCT1WLHEXNLZ18         Dometic Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001314_CT_FIRB 549300Y3HHZB1ZGFPJ93       ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001315_CT_FIRB 549300JNPI46XNH0PM97         Fabege AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001316_CT_FIRB 5493003PZ4F570G3W735         GETINGE AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001317_CT_FIRB 529900XKWB408ZZYBF68         GREEN CARGO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001318_CT_FIRB 213800YUV362W4E1LP46         H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001319_CT_FIRB 54930033BTSY61VHUR49   55601011550004     HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001320_CT_FIRB 549300VOTS5OZ82UTG69     SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001321_CT_FIRB 549300WJFW6ILNI4TA80   5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001322_CT_FIRB 52990080SH3454F0QE68   5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001323_CT_FIRB 549300GYQIIJ3UXB7655     SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001324_CT_FIRB 549300VEBQPHRZBKUX38   556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001325_CT_FIRB 529900X0UEM9DOM6FK12   5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001326_CT_FIRB 549300VD6SNNS5N5V183         KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001327_CT_FIRB 5493005OXRTBK0WSJN46   5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001328_CT_FIRB 529900AB08F05L4HWU11         LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001329_CT_FIRB 213800NS2XXVRYS7WP40     SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001330_CT_FIRB 549300SNQNTHQLZQON04   5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001331_CT_FIRB 549300E8NDODRSX29339   5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001332_CT_FIRB 213800WRGLW3CY4MHW53   55603451740004     NCC SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001333_CT_FIRB 549300KUJMRC9NW93S96         Nobina sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001334_CT_FIRB 5493007VGEKBZGZ6PC69         NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001335_CT_FIRB 549300ES84TRW7EWGU35         Perstorp Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001336_CT_FIRB 549300S2D8BDH1CKLI47         PostNord AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001337_CT_FIRB 549300MIHCMD8DCSBY41   55607269770034     Preem SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001338_CT_FIRB 549300ZHO4JCQQI13M69   556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001339_CT_FIRB 5299008ZUAXN43LVZF54       SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001340_CT_FIRB 5299001G94UPTI8C7N54   5566577416   0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001341_CT_FIRB 529900AE1FZNUH6EVS39     SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001342_CT_FIRB 529900BZYSUQLQSPNR07   5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001343_CT_FIRB 635400TTYKE8EIWDS617       SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001344_CT_FIRB 5493004WOSC31U83UG49   5561063834   SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001345_CT_FIRB 549300MA1BZYJU87BW55   5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001346_CT_FIRB 549300X6MQ0GG8BRY481         SKF sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001347_CT_FIRB 5493002FIVSWBLEV7P15         SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001348_CT_FIRB 529900329VS14ZIML164   5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001349_CT_FIRB 529900J0C48FH28HNQ19   5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001350_CT_FIRB 213800CWLTI7WZCC2R35   5560010802   1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001351_CT_FIRB 5299005HSK597UX55629         SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001352_CT_FIRB 549300FW5JDRV1IJ0M67       SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001353_CT_FIRB 529900ZERGNJBEQEX179   55679708180004     SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001354_CT_FIRB 5493005DU3003SGUC166         SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001355_CT_FIRB 529900YVXCGNWAUYZG78     SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001356_CT_FIRB 213800EKD193RVI9HL76   5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001357_CT_FIRB 549300W9JLPW15XIFM52   556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001358_CT_FIRB 213800FSR9RNDUOTXO25       TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001359_CT_FIRB 5493006LU5JO4P7HQ305         THULE HOLDING AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001360_CT_FIRB 213800XY16PAWG2PAD14       TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001361_CT_FIRB 5493007LNZSEWN5KTV42     SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001362_CT_FIRB 549300T5RZ1HA5HZ3109       VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001363_CT_FIRB 549300HGV012CNC8JD22     SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001364_CT_FIRB 54930083GODGBHODQ153   189744     Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001365_CT_FIRB 33D7DTWH8BNIUWE0IF81       OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001366_CT_FIRB         7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001367_CT_FIRB 549300QOGMPTKB6W7G56   1.07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001368_CT_FIRB 8RS0AKOLN987042F2V04       NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001369_CT_FIRB LUZQVYP4VS22CLWDAR65     US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001370_CT_FIRB HQD377W2YR662HK5JX27   IL08142220   ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001371_CT_FIRB FR5LCKFTG8054YNNRU85   DE5126809   4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001372_CT_FIRB 549300T0GJTEK811VI53       WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001373_CT_FIRB 549300QKBENKLBXQ8968   PA724325   AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001374_CT_FIRB LYOM0B2GCF1JWXK5ZG04       AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001375_CT_FIRB QUIX8Y7A2WP0XRMW7G29       A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001376_CT_FIRB 9PO87UV78U1JHLR68X04       8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001377_CT_FIRB 7QEON6Y1RL5XR3R1W237       APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001378_CT_FIRB ABPN11VOHLHX6QR7XQ48       AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001379_CT_FIRB XSGZFLO9YTNO9VCQV219       MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001380_CT_FIRB ZXTILKJKG63JELOEG630   DE2620453   AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001381_CT_FIRB IWUQB36BXD6OWD6X4T14   DE0332421   AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001382_CT_FIRB B6Q2VFHD1797Q7NZ3E43   CAC0951492   7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001383_CT_FIRB 5493006ORUSIL88JOE18       AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001384_CT_FIRB 549300D3L3G0R4U4VT04       APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001385_CT_FIRB B78FQ7XBQFLP4AYJ6F79       APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001386_CT_FIRB 72ZZ1XRHOOU9P9X16K08       APA US Equity Apache Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001387_CT_FIRB HWUPKR0MPOU8FGXBT394   CAC0806592   AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001388_CT_FIRB 42YMHYH0XMHJEXDUB065         ARAMARK Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001389_CT_FIRB W47HVZ7Q6FXL86RELH91   DE0717711   ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001390_CT_FIRB 549300LO13MQ9HYSTR83   DE0152524   ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001391_CT_FIRB 0C0SZC7H22UWI2NA3R46       ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001392_CT_FIRB 549300YNNLBXT8N8R512   NYCARREUS   ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001393_CT_FIRB 6O4MRU8C1MS0K34UQF79   KY0580261   ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001394_CT_FIRB 549300Z40J86GGSTL398   DE2018584   T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001395_CT_FIRB QVLWEGTD2S8GJMO8D383       ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001396_CT_FIRB HGBOLILQXWER4SAL2I23       ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001397_CT_FIRB GA3JGKJ41LJKXDN23E90         Autozone Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001398_CT_FIRB XN8R4HH1TVC1XOCL5P21       CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001399_CT_FIRB XJI53DCPL7QABOWK4Z75   NYCAVNTUS   AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001400_CT_FIRB 5493007RY69UEB1F1B45       AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001401_CT_FIRB MF62XBVMNYTYMC18DL76   DE2416636   BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001402_CT_FIRB         BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001403_CT_FIRB EWRDABCN7XBHM37LIA98   DE2072335     Beam Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001404_CT_FIRB HL5XPTVRV0O8TUN5LL90   MN1K-1056   BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001405_CT_FIRB KK5MZM9DIXLXZL9DZL15   DE2322568   BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001406_CT_FIRB 549300DSFX2IE88NSX47       BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001407_CT_FIRB Y6ZDD9FP4P8JSSJMW954   DE0874815   BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001408_CT_FIRB 549300GMUCJ08527GQ81   IN182869-107   BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001409_CT_FIRB 549300YYMNSW7KWZH127       BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001410_CT_FIRB HLYYNH7UQUORYSJQCN42       BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001411_CT_FIRB 5493007M0RIN8HY3MM77       BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001412_CT_FIRB Y7ET3D9SDOFUZ515FE28   DE0799956   CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001413_CT_FIRB 43R4VPJBXTU2O15HEF41         Calpine Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001414_CT_FIRB 5493007JDSMX8Z5Z1902       CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001415_CT_FIRB CCU46N3GJMF4OK4N7U60   OH535613   CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001416_CT_FIRB QXZYQNMR4JZ5RIRN4T31       3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001417_CT_FIRB EDBQKYOPJUCJKLOJDE72   DE0921323   CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001418_CT_FIRB WRJR7GS4GTRECRRTVX92       CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001419_CT_FIRB 5KYC8KF17ROCY24M3H09   DE2106821   C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001420_CT_FIRB CD30XVRLT4QO00B1C706   DE3780476   CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001421_CT_FIRB 4SIHMF0MOSTTL8CD0X64       CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001422_CT_FIRB 21TPXMRRHFKOBHDC8J74         CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001423_CT_FIRB 8E6NF1YAL0WT6CWXXV93       CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001424_CT_FIRB 549300IA9XFBAGNIBW29         CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001425_CT_FIRB B0QU0GIVGFFMCOP5RJ72   DE4789658   CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001426_CT_FIRB 2V9V7M0RUQG9M2J4IC47         Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001427_CT_FIRB YMEGZFW4SBUSS5BQXF88   DE0156313   CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001428_CT_FIRB 51M0QTTNCGUN7KFCFZ59   PA3039985   CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001429_CT_FIRB 549300OQS2LO07ZJ7N73   DE0406521   CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001430_CT_FIRB 6113F6JQLWIUGTBN1L36       CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001431_CT_FIRB 54930035UDEIH090K650   DE0818944   CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001432_CT_FIRB SYHS7HRDXLL4I0IQ8776       CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001433_CT_FIRB 6VJJ5GQWIRDQ06DUXG89   DE0064324   COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001434_CT_FIRB 549300JK3KH8PWM3B226   DE2277631   CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001435_CT_FIRB 29DX7H14B9S6O3FD6V18       CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001436_CT_FIRB 549300BO9IWPF3S48F93       COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001437_CT_FIRB TVRMNZKRGA8LPW6XPG60         Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001438_CT_FIRB RPPGGRL1J75WGF2DFO04   PA3337938   CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001439_CT_FIRB ZUNI8PYC725B6H8JU438   IN194062-043   CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001440_CT_FIRB S4BKK9OTCEWQ3YHPFM11       DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001441_CT_FIRB PWFTNG3EI0Y73OXWDH08       DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001442_CT_FIRB 3E70L4WYANTIWWIPHC81       DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001443_CT_FIRB Q2CCMS6R0AS67HJMBN42       DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001444_CT_FIRB 54930042348RKR3ZPN35   DE2155705   DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001445_CT_FIRB F14FQJ2EEHW5VPYUHL14       DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001446_CT_FIRB 549300Z1UGYT5725XB67   DE3535468   DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001447_CT_FIRB ILUL7B6Z54MRYCF6H308       D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001448_CT_FIRB 549300FMC2ALGA7N9E80   DE0412823   DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001449_CT_FIRB ZQUIP1CSZO8LXRBSOU78       DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001450_CT_FIRB 549300IX8SD6XXD71I78       DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001451_CT_FIRB FDPVHDGJ1IQZFK9KH630   DE2345566   EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001452_CT_FIRB 0NZWDMRCE180888QQE14       ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001453_CT_FIRB OML71K8X303XQONU6T67   DE2871352   EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001454_CT_FIRB FRDRIPF3EKNDJ2CQJL29       LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001455_CT_FIRB FGLT0EWZSUIRRITFOA30       EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001456_CT_FIRB GHFPUH0OZ5JLGJXWCO16       ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001457_CT_FIRB 4XM3TW50JULSLG8BNC79       ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001458_CT_FIRB 549300EVUN2BTLJ3GT74   DE2911438   EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001459_CT_FIRB 549300RO2XES74KQGG63       XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001460_CT_FIRB 3SOUA6IRML7435B56G12       EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001461_CT_FIRB CI7MUJI4USF3V0NJ1H64   WA601975803   EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001462_CT_FIRB J3WHBG0MTS7O8ZVMDC91   NJ3793794100   XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001463_CT_FIRB 549300E707U7WNPZN687       FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001464_CT_FIRB 6WQI0GK1PRFVBA061U48   GA0110597   FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001465_CT_FIRB 549300NPYMLM4NHTOF27         First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001466_CT_FIRB 549300SVYJS666PQJH88   OH953140   FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001467_CT_FIRB 6Y0GK87T6V7NJKZJVM41   NYCDRRCUS   FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001468_CT_FIRB CQ7WZ4NOFWT7FAE6Q943       FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001469_CT_FIRB CKDHZ2X64EEBQCSP7013       FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001470_CT_FIRB EMQFUEY7DV1MVNKAUT87   DE3315658   FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001471_CT_FIRB 20S05OYHG0MQM4VUIC57       F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001472_CT_FIRB 2MNR4Q42DBL85U7RD221         Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001473_CT_FIRB A0WMBJD47C49E2JJOM88   DE4594648   FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001474_CT_FIRB 549300FNRIXILI56M704       0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001475_CT_FIRB 9C1X8XOOTYY2FNYTVH06       GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001476_CT_FIRB 3C7474T6CDKPR9K6YT90   NYCGECYUS   GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001477_CT_FIRB 2TGYMUGI08PO8X8L6150       GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001478_CT_FIRB 549300PDWRZX0BR28B12   DE4717789   GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001479_CT_FIRB L2EVHWFHVAQK72TMH265   DE4275413     Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001480_CT_FIRB 5493002BI0S2ZQUY3437       GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001481_CT_FIRB 7ZW8QJWVPR4P1J1KQY45       GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001482_CT_FIRB ENYF8GB5SMQZ25S06U51   DE2681775   HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001483_CT_FIRB KAO98FK89NPNNPQGUZ43   DE0497602   HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001484_CT_FIRB 549300NUB6D2R1ITYR45       HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001485_CT_FIRB 549300PD0C69OJ0NLB27       766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001486_CT_FIRB UASVRYNXNK17ULIGK870   DE0097017   AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001487_CT_FIRB WHKXQACZ14C5XRO8LW03       HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001488_CT_FIRB 5493003STKEZ2S0RNU91       HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001489_CT_FIRB ISRPG12PN4EIEOEMW547   DE2061772   HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001490_CT_FIRB KNX4USFCNGPY45LOCE31       4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001491_CT_FIRB VGRQXHF3J8VDLUA7XE92       IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001492_CT_FIRB F9HV8ZL85LRIQ6D60098   NVC7491-1980   IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001493_CT_FIRB 824LMFJDH41EY779Q875       IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001494_CT_FIRB 5493008IUOJ5VWTRC333         Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001495_CT_FIRB 24F6LSZD18II6ICG6S41         Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001496_CT_FIRB YB2O5TUONPB3W1X7WJ88       ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001497_CT_FIRB KD833U13JEIGETBW2749       JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001498_CT_FIRB 549300XR6O4ACB0KLV08         JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001499_CT_FIRB E0KSF7PFQ210NWI8Z391       DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001500_CT_FIRB 549300G0CFPGEF6X2043   NJ5106301000   JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001501_CT_FIRB 3LB2NG8VUULSCV2NO430       JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001502_CT_FIRB LONOZNOJYIBXOHXWDB86       K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001503_CT_FIRB AGX0G2MXE54NFNNICD28       KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001504_CT_FIRB MP3J6QPYPGN75NVW2S34       KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001505_CT_FIRB 549300PDHUGWPWGOT525   DE2301470     Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001506_CT_FIRB 5493005158BXZWGOX572       3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001507_CT_FIRB 549300JF6LPRTRJ0FH50       KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001508_CT_FIRB V1BYR0MM295ZFWYYS367       KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001509_CT_FIRB GR3KVMWVCR54YWQNXU90   DE0933796   LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001510_CT_FIRB         LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001511_CT_FIRB 5493007B9BM9ZXJINO78   DE4009151   LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001512_CT_FIRB DPRBOZP0K5RM2YE8UU08       LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001513_CT_FIRB WAFCR4OKGSC504WU3E95   NC0087443   LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001514_CT_FIRB 2RTSLGQ89VMY18RHX631         Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001515_CT_FIRB 1FRVQX2CRLGC1XLP5727   DE3395371   MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001516_CT_FIRB 3BNYRYQHD39K4LCKQF12   DE4750998   MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001517_CT_FIRB 225YDZ14ZO8E1TXUSU86   DE2798413   MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001518_CT_FIRB 54930073HKEO6GZBSS03       4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001519_CT_FIRB 549300XMP3KDCKJXIU47   DE0706226   MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001520_CT_FIRB 5GCSNMQXHEYA1JO8QN11   DE0585027   MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001521_CT_FIRB AR5L2ODV9HN37376R084   DE3390142   MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001522_CT_FIRB 549300VELLG24KHTJ564   DE0673809   MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001523_CT_FIRB UE2136O97NLB5BYP9H04       MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001524_CT_FIRB 549300WZWOM80UCFSF54   DE2417015   MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001525_CT_FIRB 4DL8C98Z5G5IXZLH3578       MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001526_CT_FIRB D56MRZY2INAN94ZONZ37       MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001527_CT_FIRB 4YV9Y5M8S0BRK1RP0397       MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001528_CT_FIRB INR2EJN1ERAN0W5ZP974   WA600413485   MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001529_CT_FIRB 54930073LBBH6ZCBE225       TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001530_CT_FIRB 549300DV9GIB88LZ5P30   VA05501796   KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001531_CT_FIRB NONUZEX43GHIPSVDD938   DE3174788   MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001532_CT_FIRB 6S552MUG6KGJVEBSEC55   DE0789650   MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001533_CT_FIRB MOM4570XTJ5YYX7JKH83   DE2977161   NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001534_CT_FIRB 549300VSP3RIX7FGDZ51       NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001535_CT_FIRB UMI46YPGBLUE4VGNNT48       NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001536_CT_FIRB 549300Z2ZSKKGUE3J147       NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001537_CT_FIRB ZHUWIE4VK4MIYES0UG62   IN2000033100151   NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001538_CT_FIRB 7D6DIU2QXTUJRFNNJA49   CAC1059173   7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001539_CT_FIRB 02VFQXG2D1LR5ZH3K186       NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001540_CT_FIRB 549300S3IZB5P35KNV16   WA178071138   JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001541_CT_FIRB RIMU48P07456QXSO0R61       NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001542_CT_FIRB 6B6FQLPMMKB14LX6NY57         Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001543_CT_FIRB 549300GGJCRSI2TIEJ46       NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001544_CT_FIRB IM7X0T3ECJW4C1T7ON55       OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001545_CT_FIRB 52990006VBKYFQMQJX90   KvK 34311273 0000   OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001546_CT_FIRB HKUPACFHSSASQK8HLS17       OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001547_CT_FIRB 1Z4GXXU7ZHVWFCD8TV52   DE2457805   ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001548_CT_FIRB 549300TOPQ8NG4HGVK16         Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001549_CT_FIRB PH3S12DWZBHHQKVYZ297   WA177005077   PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001550_CT_FIRB KDTEY8BWE486IKZ3CC07       PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001551_CT_FIRB SGY07Y7FNYBNLM6Z1M11   OR085297-86   BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001552_CT_FIRB 5493002CONDB4N2HKI23       PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001553_CT_FIRB EJCO258LNNVSKAR2JX59   DE2864939   BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001554_CT_FIRB FJSUNZKFNQ5YPJ5OT455   NC0198463   PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001555_CT_FIRB 765LHXWGK1KXCLTFYQ30       PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001556_CT_FIRB 8YQ2GSDWYZXO2EDN3511         PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001557_CT_FIRB HL3H1H2BGXWVG3BSWR90   VA0670281-5   PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001558_CT_FIRB TWSEY0NEDUDCKS27AH81         Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001559_CT_FIRB 549300N2O26NW4ST6W55   DE0101728   PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001560_CT_FIRB 5MRSWZYSSE4064ED3F25         Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001561_CT_FIRB 549300BKPEP01R3V6C59   PA284424   PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001562_CT_FIRB ZU69GUVJQGZ6Z1UOOO79       PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001563_CT_FIRB 6S3X7J22E861RNTJSA74       3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001564_CT_FIRB 2572IBTT8CCZW6AU4141       PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001565_CT_FIRB 5PRBRS5FEH7NREC8OR45   NJ0100802453   PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001566_CT_FIRB PUSS41EMO3E6XXNV3U28       PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001567_CT_FIRB 123WALMHY1GZXG2YDL90       PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001568_CT_FIRB 8MCWUBXQ0WE04KMXBX50   DE2249088   DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001569_CT_FIRB HO1QNWM0IXBZ0QSMMO20       RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001570_CT_FIRB YR6K3WJN0KKLUPZSNL57   DE0472015   RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001571_CT_FIRB NKNQHM6BLECKVOQP7O46       RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001572_CT_FIRB PQQ60KVT5SJX0ETQT497       RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001573_CT_FIRB VH3R4HHBHH12O0EXZJ88       ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001574_CT_FIRB 549300LJXD867XMVE759       ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001575_CT_FIRB K2NEH8QNVW44JIWK7Z55   C-38863   RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001576_CT_FIRB 549300TJCKW4BRXPJ474       RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001577_CT_FIRB 549300VXRTBPBK07QT94       0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001578_CT_FIRB ZXJ6Y2OSPZXIVGRILD15   FL590739250   R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001579_CT_FIRB 549300NKZ6VCN5P3K723   DE2096948   SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001580_CT_FIRB RLTHESQ0RNFQJWPBJN60   DE2258732   SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001581_CT_FIRB Q0M0CZB4YN6JZ65WXI09       SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001582_CT_FIRB PBBKGKLRK5S5C0Y4T545   CAC1991515   SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001583_CT_FIRB KAF673KJXD92C8KSLU49       SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001584_CT_FIRB MR92GTD0MJTTTTQDVG45   DE2360269     Simon Property Group, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001585_CT_FIRB HHWAT5TDOYZMM26KKQ73       SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001586_CT_FIRB 549300FC3G3YU2FBZD92         Southern Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001587_CT_FIRB EFWMP121W54QV9MGOP87   DE4116263   SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001588_CT_FIRB P761FCI0CPOG24I8JE10       SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001589_CT_FIRB 549300DJ09SMTO561131       SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001590_CT_FIRB XQM2JINI1UL7642TU573       SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001591_CT_FIRB 5493002F0SC4JTBU5137   MI148492   SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001592_CT_FIRB 549300TXO070764WUH65       SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001593_CT_FIRB YF6ZV0M6AU4FY94MK914       SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001594_CT_FIRB 5RGWIFLMGH3YS7KWI652       SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001595_CT_FIRB 8WDDFXB5T1Z6J0XC1L66       TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001596_CT_FIRB 6HL0C5LCIE4TN8UZHL06   DE2980513   TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001597_CT_FIRB UUL85LWXB4NGSWWXIQ25       TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001598_CT_FIRB YAWJZJYEQ7M1SYMOS462   DE2106001   TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001599_CT_FIRB CMTK1YBYNLPLIS3QLI53       TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001600_CT_FIRB 549300VFZ8XJ9NUPU221         The Estee Lauder Companies US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001601_CT_FIRB HCHV7422L5HDJZCRFL38   DE0558016   TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001602_CT_FIRB KNG3XRAA0RHN9H62OK76       TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001603_CT_FIRB B0I35MLPFXZSE70ASS73       TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001604_CT_FIRB 549300V2JRLO5DIFGE82   DE3058821   DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001605_CT_FIRB R1JB4KXN77XFCXOQKV49   DE7324254   TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001606_CT_FIRB 3NWOXIHJSQCX0SM5Z749   DE3589359   TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001607_CT_FIRB G8NWFN4YP7CR6FOP4886         Tupperware Brands Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001608_CT_FIRB WD6L6041MNRW1JE49D58       TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001609_CT_FIRB MYF1DAS6G5WY7PRWCU78   DE0945814   ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001610_CT_FIRB K1OQBWM7XEOO08LDNP29   DE0890080   UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001611_CT_FIRB D01LMJZU09ULLNCY6Z23       UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001612_CT_FIRB JNLUVFYJT1OZSIQ24U47       X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001613_CT_FIRB I07WOS4YJ0N7YRFE7309       UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001614_CT_FIRB 549300VSXHFQVR770L55   DE4426189     Univar Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001615_CT_FIRB 549300BZXZ66F6DTIF20   VA0016487-1   UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001617_CT_FIRB KOO0397YRO83WY5MGD97       VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001618_CT_FIRB 549300XTO5VR8SKV1V74       VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001619_CT_FIRB 2S72QS2UO2OESLG6Y829       VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001620_CT_FIRB CWAJJ9DJ5Z7P057HV541       VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001621_CT_FIRB X0ST5BPF0CZG9FE5OV61       VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001623_CT_FIRB CQKUMNNZVDJLRYV2PT43         Virginia Electric & Power Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001624_CT_FIRB 549300JZ4OKEHW3DPJ59       V US Equity Visa Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001625_CT_FIRB 549300BMOJ05INE4YK86   DE2669712     Vornado Realty L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001626_CT_FIRB 549300UUPJ2NXDB68M19   DE0911551     VW Credit, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001627_CT_FIRB Y87794H0US1R65VBXU25       WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001628_CT_FIRB 7260JQNI6SCF9FIV2392       DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001629_CT_FIRB IQN3XTJNANI73KWRED03         Walter Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001630_CT_FIRB 549300YX8JIID70NFS41       WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001631_CT_FIRB 3CYEJKBUJZO3UW777J80   DE3797582     WEA Finance LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001632_CT_FIRB WHENKOULSSK7WUM60H03       WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001633_CT_FIRB D3W7PCXCBRQLL17DZ313         World Fuel Services Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001634_CT_FIRB T4VNTWMFQ7JQB65L7T35   DE3664441   WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001635_CT_FIRB LGJNMI9GH8XIDG5RCM61   MN37-AA   XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001636_CT_FIRB 4KF48RN45X1OO8UBLY20       XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001637_CT_FIRB 6EY4K7ZMF9UX1CU6KC79       XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001638_CT_FIRB 549300DF5MV96DRYLQ48       XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001639_CT_FIRB 2P2YLDVPES3BXQ1FRB91   DE3343799   ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001640_CT_FIRB 549300HD9Q1LOC9KLJ48       ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001641_CT_FIRB 5493007CO5W5OBFG7L21         RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001642_CT_FIRB 549300QSUNKAEBMYIR16         RAVAGO S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001643_CT_FIRB 549300O3SGMD4K45DN61     BE 0404621642   ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001644_CT_FIRB 54930031IF9XW7PCY637     BE 0403992231   Atlas Copco Airpower BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001645_CT_FIRB 549300PR82EONF1NKE18     BE 0473566965   BELFIMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001646_CT_FIRB 549300UOBXCS79E82606     BE 0404535431   Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001647_CT_FIRB 549300VSM2RG55U2QU15     BE 0400853488   BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001648_CT_FIRB 5493007ZLRNTTT9B6384         Carrefour Finance SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001649_CT_FIRB 529900P0HVIO92I8AU52     BE 0422362447   COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001650_CT_FIRB 549300VWVXR1GOHG0E16     BE 0425702910   COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001651_CT_FIRB 5493003N7PPOYDZI1G90     BE 0400464795   COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001652_CT_FIRB 5299009GDDJ20VCTA286     BE 0404411707   CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001653_CT_FIRB 549300NF0J86QSGBSV95     BE 0413572663   DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001654_CT_FIRB 549300KT827RUL680A73     BE0428741087   D'IETEREN Treasury BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001655_CT_FIRB 5493000G720YN71E2S86     BE 0435305514   DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001656_CT_FIRB 529900YOYR5FW12UBJ80     BE 0471811661   EDF Luminus BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001657_CT_FIRB 549300F203XBWYK45D98     BE 0411515075   Emmaüs vzw BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001658_CT_FIRB 529900T3V512W5JEJF78     BE 0406183144   Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001659_CT_FIRB 5493006GOR72R0ZYBN98     BE 0860409202   EXMAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001660_CT_FIRB 52990071WX2UW1WNHC16     BE 0402954628   FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001661_CT_FIRB 529900RL1B6NSLKU7P45     BE 0821382439   FLUXYS FINANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001662_CT_FIRB 549300EL1OTYCHBFUV17     BE 0442100363   GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001663_CT_FIRB 549300AS6JDY8GAUB274     BE 0831958211   GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001664_CT_FIRB 6IM6CQKADLNCQGUEU352     BE0439255986   GEMS Services SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001665_CT_FIRB 549300UFHGFY5IOON989     BE 0220324117   Gimv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001666_CT_FIRB 5493004EAZQ20FYJKT70     BE 0438202052   greif services belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001667_CT_FIRB 5299004FBX5DGG463D98     BE 0430060188   HERAEUS ELECTRO - NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001668_CT_FIRB 5493002TTO3072KC6L60     BE 0402220594   Hewlett - Packard Belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001669_CT_FIRB 549300VI27GGJFIOCP26     BE 0440113348   INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001670_CT_FIRB 5493002RVRZ1S3CPUI26     BE 0428750985   ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001671_CT_FIRB 54930073JZQL85NE3817     BE 0222343301   IVERLEK BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001672_CT_FIRB 549300YEC7519H8CBF72     BE 0473587751   J.C. General Services CVBA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001673_CT_FIRB 549300U0BLKP6Y8LPX16     BE 0404778426   Katoen Natie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001674_CT_FIRB 529900X1VAF3IXDZJ071         LE PEIGNE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001675_CT_FIRB 549300ROPVHSEKEMW107     BE 0807049797   LOCORAIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001676_CT_FIRB 549300L6DOLPEQSOI005     BE 0405580655   MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001677_CT_FIRB 5493007JS0ZHJVBUWP18     BE 0456810810   MOBISTAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001678_CT_FIRB 549300V3ES7BVGYNRZ58     BE 0413630071   N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001679_CT_FIRB 529900P78BT1RIIYWY69     BE 0458885719   NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001680_CT_FIRB 549300XHGK09MEWMOL68     BE 0419457296   Ontex bvba BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001681_CT_FIRB 5299009CBE6VJXABZS81     BE 0436410522   RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001682_CT_FIRB 529900P4SONA6KVTRT86     BE 0428343981   RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001683_CT_FIRB 529900LK4T42CNH2U882     BE 0434475767   S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001684_CT_FIRB 529900FTYUE9QOXMU884     BE 0434284638   SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001685_CT_FIRB 549300CCKFF44A550J72     BE 0400747580   SARENS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001686_CT_FIRB 549300JTFH1WHCEMIN40     BE 0407139583   SD WORX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001687_CT_FIRB HB7FFAZI0OMZ8PP8OE26     BE 0413330856   Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001688_CT_FIRB 213800IS5GA1OZ8RBM85     BE 0473416418   TELENET nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001689_CT_FIRB 529900R7MYQQO8CHR962     BE 0403063902   TOTAL BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001690_CT_FIRB 5299003N2SCVNU16O909     BE 0403079441   Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001691_CT_FIRB 549300ZSTW3D1UXOXY91     BE 0412639681   TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001693_CT_FIRB 549300J5X4E65PJHE355     BE 0464538245   VPK SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001694_CT_FIRB 5493002MUOV04NSPT571 2796756-1       RBC INVESTOR SERVICES TRUST CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001695_CT_FIRB 549300G6ZUFBJVLAJQ46         MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001696_CT_FIRB 5299009K1FINARYDEC72         RENAULT FINANCE SA CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001697_CT_FIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685     Schweizerische Rückversicherungs-Gesellschaft AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001698_CT_FIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498     LBBW Dublin Management GmbH DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001699_CT_FIRB 529900GHE5268QPEOH13 2537992-6 HRB106727     LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001700_CT_FIRB 529900USFSZYPS075O24 1144838-8 HRB3790     VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001701_CT_FIRB 549300Y5BJOTCMUYT658         ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001702_CT_FIRB 969500KY4MRVCLM9HE48         EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001703_CT_FIRB 529900QI55ZLJVCMPA71         TOTAL CAPITAL FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001704_CT_FIRB 2138006E2VG89XLORJ06   02366682     YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001705_CT_FIRB 549300BPQYQ838KE1X51         UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001706_CT_FIRB 213800SKZTSE2L1BII69         THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001707_CT_FIRB 0YQH6LCEF474UTUV4B96   KvK 34313428 0000     ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001708_CT_FIRB 4ME66GO1Q4T87C52WS37   KvK 33134831 0000     GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001709_CT_FIRB         1310Z AR Equity Argentina AR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001710_CT_FIRB         1525Z AU Equity Australia AU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001711_CT_FIRB         1480Z AV Equity Austria AT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001712_CT_FIRB         43886Z BD Equity Bangladesh BD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001713_CT_FIRB         111136Z BB Equity Belgium BE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001714_CT_FIRB         1323Z BZ Equity Brazil BR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001715_CT_FIRB         129225Z BU Equity Bulgaria BG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001716_CT_FIRB         80710Z CN Equity Canada CA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001717_CT_FIRB         45793Z CI Equity Chile CL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001718_CT_FIRB         PRCH CH Equity China CN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001719_CT_FIRB         1153Z CB Equity Colombia CO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001720_CT_FIRB         1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001721_CT_FIRB         1271Z DC Equity Denmark DK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001722_CT_FIRB         1083Z EY Equity Egypt EG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001723_CT_FIRB         1000Z ET Equity Estonia EE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001724_CT_FIRB         1306Z FH Equity Finland FI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001725_CT_FIRB         223727Z FP Equity France FR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001726_CT_FIRB         3413Z GR Equity Germany DE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001727_CT_FIRB         1004Z GA Equity Greece GR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001728_CT_FIRB         1182Z HB Equity Hungary HU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001729_CT_FIRB         1504Z IN Equity India IN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001730_CT_FIRB         1133Z IJ Equity Indonesia ID Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001731_CT_FIRB         1266Z ID Equity Ireland IE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001732_CT_FIRB         3343943Z IT Equity Israel IL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001733_CT_FIRB         2103Z IM Equity Italy IT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001734_CT_FIRB         JAPZ JP Equity Japan JP Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001735_CT_FIRB         1001Z KN Equity Kenya KE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001736_CT_FIRB         3344606Z LR Equity Latvia LV Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001737_CT_FIRB         1092Z LH Equity Lithuania LT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001738_CT_FIRB         1110Z LX Equity Luxembourg LU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001739_CT_FIRB         1124Z MK Equity Malaysia MY Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001740_CT_FIRB         5753Z US Equity Malta MT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001741_CT_FIRB         1426Z MM Equity Mexico MX Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001742_CT_FIRB         1096Z MC Equity Morocco MA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001743_CT_FIRB         1533Z NA Equity Netherlands NL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001744_CT_FIRB         46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001745_CT_FIRB         1233Z NO Equity Norway NO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001746_CT_FIRB         279379Z PM Equity Philippines PH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001747_CT_FIRB         1084Z PW Equity Poland PL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001748_CT_FIRB         1174Z PL Equity Portugal PT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001749_CT_FIRB         1089Z RO Equity Romania RO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001750_CT_FIRB         4458Z RU Equity Russia RU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001751_CT_FIRB         3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001752_CT_FIRB         1545Z SP Equity Singapore SG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001753_CT_FIRB         1023Z SK Equity Slovakia SK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001754_CT_FIRB         1091Z SV Equity Slovenia SI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001755_CT_FIRB         50184Z SJ Equity South Africa ZA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001756_CT_FIRB         ROKZ KS Equity South Korea KR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001757_CT_FIRB         1841Z SM Equity Spain ES Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001758_CT_FIRB         204283Z EK Equity Sudan SD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001759_CT_FIRB         1179Z SS Equity Sweden SE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001760_CT_FIRB         344758Z SW Equity Switzerland CH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001761_CT_FIRB         116657Z TT Equity Taiwan TW Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001762_CT_FIRB         1179Z TB Equity Thailand TH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001763_CT_FIRB         114144Z TI Equity Turkey TR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001764_CT_FIRB         1089Z UZ Equity Ukraine UA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001765_CT_FIRB         3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001766_CT_FIRB         6152Z LN Equity United Kingdom GB Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001768_CT_FIRB         3352Z US Equity United States US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001769_CT_FIRB         1069Z VC Equity Venezuela VE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001770_CT_FIRB         231715Z VN Equity Vietnam VN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001771_CT_FIRB ZTMSNXROF84AHWJNKQ93         INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GG_0001772_CT_FIRB QKL54NQY28TCDAI75F60         INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001773_CT_FIRB BFXS5XCH7N0Y05NIXW11       3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001774_CT_FIRB       CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001775_CT_FIRB 3U8WV1YX2VMUHH7Z1Q21     IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001776_CT_FIRB 5299009N55YRQC69CN08     GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001777_CT_FIRB JHE42UYNWWTJB8YTTU19     AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001778_CT_FIRB 549300CTUU1RFXHQJE44     US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001779_CT_FIRB JU1U6S0DG9YLT7N8ZV32     PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001780_CT_FIRB QE0Q0253K88YAGNPE356     BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001781_CT_FIRB 5493006P8PDBI8LC0O96     IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001782_CT_FIRB 9DJT3UXIJIZJI4WXO774     US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001783_CT_FIRB 54930053HGCFWVHYZX42     CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001784_CT_FIRB       CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001785_CT_FIRB CO6GC26LCGGRTUESIP55     HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001786_CT_FIRB Q2GQA2KF6XJ24W42G291     IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001787_CT_FIRB NQQ6HPCNCCU6TUTQYE16     CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001788_CT_FIRB WFLLPEPC7FZXENRZV188     US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001789_CT_FIRB L3I9ZG2KFGXZ61BMYR72     CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001790_CT_FIRB 549300685QG7DJS55M76     ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001791_CT_FIRB VWMYAEQSTOPNV0SUGU82     ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001792_CT_FIRB G5GSEF7VJP5I7OUK5573     GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001794_CT_FIRB VDYMYTQGZZ6DU0912C88 1103165-5     BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001795_CT_FIRB K8MS7FD7N5Z2WQ51AZ71     ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001796_CT_FIRB A5GWLFH3KM7YV2SFQL84       CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001797_CT_FIRB R0MUWSFPU8MPRO8K5P83     FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001798_CT_FIRB 9695005MSX1OYEMGDF46       3692594z fp equity BPCE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001799_CT_FIRB 7CUNS533WID6K7DGFI87     ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001800_CT_FIRB 2IGI19DL77OX0HC3ZE78     CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001801_CT_FIRB       CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001802_CT_FIRB 5493001KQW6DM7KEDR62     CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001803_CT_FIRB       CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001804_CT_FIRB 549300MKO5B60FFIHF58     CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001805_CT_FIRB 549300HBUGSQD1VCXG94     CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001806_CT_FIRB 6SHGI4ZSSLCXXQSBB395     US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001807_CT_FIRB 851WYGNLUQLFZBSYGB56 1106139-7   DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001808_CT_FIRB MSFSBD3QN1GSN7Q6C537     AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001809_CT_FIRB 969500TJ5KRTCJQWXH05     FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001810_CT_FIRB 9695000CG7B84NLR5984       CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001811_CT_FIRB ANGGYXNX0JLX3X63JN86     CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001812_CT_FIRB MAES062Z21O4RZ2U7M96     DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001813_CT_FIRB 7LTWFZYICNSX8D621K86 1106989-5   DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001814_CT_FIRB 549300GKFG0RYRRQ1414     NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001815_CT_FIRB 529900HNOAA1KXQJUQ27 1107041-4   DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001816_CT_FIRB JEUVK5RWVJEN8W0C9M24     GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001817_CT_FIRB PQOH26KWDF7CG10L6792     AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001818_CT_FIRB 549300GGF3CSCFS5UT61     PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001819_CT_FIRB THRNG6BD57P9QWTQLG42     US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001820_CT_FIRB 784F5XWPLTWKTBV3E584     US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001821_CT_FIRB MLU0ZO3ML4LN2LL2TL39     GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001823_CT_FIRB       CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001824_CT_FIRB 5493002ERZU2K9PZDL40     CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001825_CT_FIRB 3TK20IVIUJ8J3ZU0QE75     NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001826_CT_FIRB 2W8N8UU78PMDQKZENC08     IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001827_CT_FIRB 635400DTNHVYGZODKQ93       ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001828_CT_FIRB BZO2P8KHO2O10H5QQ663     BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001829_CT_FIRB 8I5DZWZKVSZI1NUHU748     US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001830_CT_FIRB 3M5E1GQGKL17HI6CPN30     DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001831_CT_FIRB 213800X3Q9LSAKRUWY91     BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001832_CT_FIRB 549300XXMOJSIW8P4769     KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001833_CT_FIRB B81CK4ESI35472RHJ606 1001144-3     2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001834_CT_FIRB 549300PPXHEU2JF0AM85     GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001836_CT_FIRB 4ZHCHI4KYZG2WVRT8631     AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001837_CT_FIRB PSNL19R2RXX5U3QWHI44 1012492 343508 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001838_CT_FIRB       JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001839_CT_FIRB RB0PEZSDGCO3JS6CEU02     JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001840_CT_FIRB J4CP7MHCXR8DAQMKIL78     IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001841_CT_FIRB IGJSJL3JD5P30I6NJZ34     US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001842_CT_FIRB F8SB4JFBSYQFRQEH3Z21     AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001843_CT_FIRB 549300XFX12G42QIKN82       0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001845_CT_FIRB 549300B3CEAHYG7K8164     JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001846_CT_FIRB DSNHHQ2B9X5N6OUJ1236 1124864-8     2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001847_CT_FIRB 6SCPQ280AIY8EP3XFW53     SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001848_CT_FIRB 549300GLF98S992BC502     US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001849_CT_FIRB 7437003B5WFBOIEFY714         OP Osuuskunta FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001850_CT_FIRB CFGNEKW0P8842LEUIA51     US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001851_CT_FIRB DG3RU1DBUFHT4ZF9WN62       682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001852_CT_FIRB EVOYOND2GGP3UHGGE885     AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001853_CT_FIRB ES7IP3U3RHIGC71XBU11     CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001854_CT_FIRB 2138005O9XJIJN4JPN90     GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001856_CT_FIRB 5493006QMFDDMYWIAM13     ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001857_CT_FIRB 549300WE6TAF5EEWQS81     RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001858_CT_FIRB F3JS33DEI6XQ4ZBPTN86     SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001859_CT_FIRB       CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001860_CT_FIRB O2RNE8IBXP4R0TD8PU41     FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001861_CT_FIRB U4LOSYZ7YG4W3S5F2G91     GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001863_CT_FIRB 5493001JZ37UBBZF6L49     INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001864_CT_FIRB 549300ZFEEJ2IP5VME73     US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001865_CT_FIRB       JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001866_CT_FIRB 7E1PDLW1JL6TS0BS1G03     US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001867_CT_FIRB NHBDILHZTYCNBV5UYZ31     SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001868_CT_FIRB M312WZV08Y7LYUC71685     SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001869_CT_FIRB GP5DT10VX1QRQUKVBK64     DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001870_CT_FIRB         NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001871_CT_FIRB PT3QB789TSUIDF371261     CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001872_CT_FIRB N1GZ7BBF3NP8GI976H15     US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001873_CT_FIRB 81560097964CBDAED282       UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001874_CT_FIRB BFM8T61CT2L1QCEMIK50       UBSN VX EQUITY UBS CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001875_CT_FIRB 549300TRUWO2CD2G5692     IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001876_CT_FIRB IO66REGK3RCBAMA8HR66     SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001877_CT_FIRB       RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001878_CT_FIRB PBLD0EJDB5FWOLXP3B76     US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001879_CT_FIRB EN5TNI6CI43VEPAMHL14     AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001880_CT_FIRB       KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001881_CT_FIRB 2138002Y3WMK6RZS8H90         NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001882_CT_FIRB A6NZLYKYN1UV7VVGFX65     BE 0404453574   Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001883_CT_FIRB 529900WPR59SSV2AOJ29     BE 0414392710   BNP Paribas Fortis Factor BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001884_CT_FIRB KGCEPHLVVKVRZYO1T647     BE 0403199702   BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001885_CT_FIRB 549300OZ46BRLZ8Y6F65     BE 0429875591   Euroclear Bank SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001886_CT_FIRB JLS56RAMYQZECFUF2G44     BE 0403200393   ING BELGIUM SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001887_CT_FIRB 5493008QOCP58OLEN998     BE 0404453475   Investar BE Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001888_CT_FIRB 6B2PBRV1FCJDMR45RZ53     BE 0462920226   KBC BANK NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001889_CT_FIRB Q5BP2UEQ48R75BOTCB92         Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001890_CT_FIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242     UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001891_CT_FIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148     Unicredit Bank AG DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001892_CT_FIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819     VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001893_CT_FIRB CXW2O4H2U3MBVXMY1773         NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001894_CT_FIRB 969500VHCVGOH0RM3X42         AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001895_CT_FIRB 549300WCGB70D06XZS54         BNP Paribas Securities Services FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001896_CT_FIRB 1VUV7VQFKUOQSJ21A208         CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001897_CT_FIRB F4G136OIPBYND1F41110         DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001898_CT_FIRB KX1WK48MPD4Y2NCUIZ63         NATIXIS SA FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001899_CT_FIRB QP3XKRKS0CX2T3O07L95   02857033     CARGILL GLOBAL FUNDING PLC GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001900_CT_FIRB 549300ZT0RVWCG8T4L55   03196171     CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001901_CT_FIRB TXDSU46SXBWIGJ8G8E98   00995939     RBC EUROPE GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001902_CT_FIRB 0LC1OXN013FUKQASJB58 1466050-0       ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001903_CT_FIRB 2HI3YI5320L3RW6NJ957 1116658-4       THE HONGKONG AND SHA HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001904_CT_FIRB N1FBEDJ5J41VKZLO2475       3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001905_CT_FIRB HRRVUBV0XN84YQZT6245     XS0227637500   DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001906_CT_FIRB EQYXK86SF381Q21S3020       3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001907_CT_FIRB 549300F99IL9YJDWH369 1105105-9       HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001908_CT_FIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846     THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001909_CT_FIRB 549300OL514RA0SXJJ44   B9248     CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001910_CT_FIRB 5493006YXS1U5GIHE750         European Investment Bank LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001911_CT_FIRB 549300X34UUBDEUL1Z91       XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001912_CT_FIRB G8ZTNESVNKW4NN761W05   KvK 33170459 0000     ABN AMRO CLEARING BANK NV NL Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001913_CT_FIRB X3CZP3CK64YBHON1LE12   KvK 33002587 1594     THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001914_CT_FIRB HZSN7FQBPO5IEWYIGC72         ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001915_CT_FIRB 54930044PULMORCKB765         SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001916_CT_FIRB CWZ8NZDH5SKY12Q4US31         Citibank AS TR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001917_CT_FIRB B4TYDEB6GKMZO031MB27         Bank of America NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001918_CT_FIRB HPFHU0OQ28E4N0NFVK49         BANK OF NEW YORK MELLON US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001919_CT_FIRB E57ODZWZ7FF32TWEFA76         Citibank NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001920_CT_FIRB 7H6GLXDRUGQFU57RNE97   KvK 33278302 0000     JPMorgan Chase Bank N US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001921_CT_FIRB 571474TGEMMWANRLN572 1203023-5       STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000001_CT_AIRB   1040 58237v   0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000002_CT_AIRB 5299005VO3GJ18GL5F14 8670870 310593f     AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000003_CT_AIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000004_CT_AIRB 529900LMTI8YSE62EI88       LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000005_CT_AIRB 5299004QD601B8U1HD44 131830 109445z     Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000006_CT_AIRB 529900J7EWWGQ375DL84 2410 53507m     AVL List GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000007_CT_AIRB   226424 58036y     Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000008_CT_AIRB   160431 89102h     BENE AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000009_CT_AIRB 529900ZAFSOBVFCKF263   319670d   0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000010_CT_AIRB 5299000SY4448XU04857 847216 86959g     CAG Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000011_CT_AIRB 5299003V84MVB5A3C324 5762600 231192p     CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000012_CT_AIRB 529900G8XM6H1XVZBJ73 67504 99639d     Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000013_CT_AIRB 529900VN62L73X2OJX85 5200326 212163f     conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000014_CT_AIRB   7161956 270027z     DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000015_CT_AIRB   76350 67493f     dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000016_CT_AIRB 5299002NFQKOBT1E8569 3570614 156765m     DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000017_CT_AIRB 5299004ARAOQMGTWCI13 125709 70342w     Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000018_CT_AIRB 54930060U4XOVED1T359         OMV Gas Marketing & Trading GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000019_CT_AIRB 529900WJZJAEI0VBLP60         Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000020_CT_AIRB 52990048A4N0S24VG982 159026 42973x     Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000021_CT_AIRB 529900N8OA1GVSR5R946 30988 76532y     Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000022_CT_AIRB 529900BMPGUGAFYYAV45 6106 126805d     Energie Burgenland AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000023_CT_AIRB 529900WID59A60HHYX13 2795493 145825z     Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000024_CT_AIRB 529900P4JZBFEVNEAE60       EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000025_CT_AIRB   9907106 347483f     Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000026_CT_AIRB 549300FQ2ILBH7DJ6I45 1754530 42984m     Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000027_CT_AIRB 529900RJAN0LNMW7Q775 1312138 89381v     HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000028_CT_AIRB 5299000X53SAWQMDFF06 58114 26451z     Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000029_CT_AIRB   1640348 47654f     Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000030_CT_AIRB 529900RQJADHH91ABP14 2777363 144991y     Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000031_CT_AIRB 529900DSSMPIR6R3GO43 130311 64543t     J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000032_CT_AIRB 5299008ARRNJFPBNTM78 4155033 178368g     Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000033_CT_AIRB 529900A9NX1TM65N4176 21369 99133i     KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000034_CT_AIRB   1376136 94579m     Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000035_CT_AIRB   25798 32725a     Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000036_CT_AIRB   1216520 106825x     Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000037_CT_AIRB 529900JYVV57QBKV9G11 1991078 35673k     MFC Commodities GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000038_CT_AIRB 529900WFARKZGRCQ8652         MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000039_CT_AIRB 213800CUWJ54846X6779 1760513 40450k     Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000040_CT_AIRB 529900UUANUJ60MNMX97   71396w   7716424Z AV EQUITY ÖBB - Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000041_CT_AIRB 529900UOHXZ1BIORCV04 6467385 248742y     ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000042_CT_AIRB 529900B76VL5KG71J029 6515541 250198p     ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000043_CT_AIRB 529900UZY47TEIFNF978 6496644 249666g     ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000044_CT_AIRB 549300V62YJ9HTLRI486   93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000045_CT_AIRB   3512231 154148p     Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000046_CT_AIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000047_CT_AIRB   957313 115289v     QuadraCir AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000048_CT_AIRB 5299000HTNHA5ACH9N32 1074393 56247t   495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000049_CT_AIRB 529900ENFTO28GS3KF76 1813722 78563i     Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000050_CT_AIRB 5299005U4ZMMSYUJ5G02 7113951 267218v     ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000051_CT_AIRB 5493000C4S664YT7T556 38229 51350s     Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000052_CT_AIRB 549300XBCUMUR5CI0181         Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000053_CT_AIRB 5299002XAOMQWAIZMA51 271020 128056v     Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000054_CT_AIRB 52990021T5LVTQOGSU18 39594 60562m     Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000055_CT_AIRB 52990020WIPPT0HC0V31         Steinhoff Europe AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000056_CT_AIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000057_CT_AIRB 529900BTWJ6SISLJ5854 5880980 235264b     SWARCO AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000058_CT_AIRB 529900SCL1LJL8PZNI48 501247 83175t     Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000059_CT_AIRB 529900V54UV5XQUK5S85   FN155563W   TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000060_CT_AIRB 529900OOW8ELHOXWZP82       UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000061_CT_AIRB 549300IFXHQIB5POT565 3734340 162844b     VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000062_CT_AIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000063_CT_AIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000064_CT_AIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038   6830553Z AV EQUITY Voith Turbo GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000065_CT_AIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000066_CT_AIRB 529900OS67T49AW45S74 194255 121150m   665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000067_CT_AIRB 529900OJFTLS1RYWIF55 9565779 336561v     XXXLutz KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000068_CT_AIRB 529900IIODYNYAZ2ID26         ZUMTOBEL AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000069_CT_AIRB 54930002QM8QVWM56E14         Amcor Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000070_CT_AIRB WZE1WSENV6JSZFK0JC28       BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000071_CT_AIRB         6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000072_CT_AIRB JOR7RJTXUXBRJ4UA5G70       CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000073_CT_AIRB 549300HPMK7UWN02N804   PA3337938   CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000074_CT_AIRB         LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000075_CT_AIRB ACMHD8HWFMFUIQQ8Y590       MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000076_CT_AIRB ZSN2LWNPYW6ISMRUC664       ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000077_CT_AIRB 5493008XVFHYYV0YHN70       HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000078_CT_AIRB YLXNW6TI6QSK1H8H0N82       QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000079_CT_AIRB     520433129   SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000080_CT_AIRB PCTXNQGRJVR3OG33JG65       TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000081_CT_AIRB 5493003L32ZX9557ST85       WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000082_CT_AIRB QNWEWQBS7HP85QHXQL92         Woolworths Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000083_CT_AIRB G05OZ4J4E05KDATL0J93         AG Insurance BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000084_CT_AIRB 549300IHBDUTUNQJJB79 16342     AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000085_CT_AIRB 549300N22C0GCT5BUD97 26198       AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000086_CT_AIRB   116163       ALBELEC BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000087_CT_AIRB   225626       ALCATAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000088_CT_AIRB 5493008H3828EMEXB082       ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000089_CT_AIRB 549300BKDDQ56JWCBT72 1098030       AQUAFIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000090_CT_AIRB 549300B4HNIJSAWU1C95 1138391       ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000091_CT_AIRB 213800R1F1EJYM4ICO85   444734706 BE 0444734706   Barry Callebaut Services BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000092_CT_AIRB 549300CWRXC5EP004533       BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000093_CT_AIRB 549300R9I8GUZLNIV408   890082292     Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000094_CT_AIRB   433287       CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000095_CT_AIRB   81095       CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000096_CT_AIRB 549300IP2F5TKUC0GF38 82988       CHEMITEX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000097_CT_AIRB 549300TM914CSF6KI389 149177     COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000098_CT_AIRB   184723       COLLIGNON ENG. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000099_CT_AIRB   201775       COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000100_CT_AIRB 213800DMG7PUQHINO388     BE 0401641663   Louis Delhaize - Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000101_CT_AIRB   255648       DOD BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000102_CT_AIRB   1145532       EDIFICIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000103_CT_AIRB T0YOOBZO4L6YAD6SAV65 14206 403170701   ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000104_CT_AIRB 549300JC3HI3K7ZSYU66 1329681       ELEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000105_CT_AIRB 549300S1MP1NFDIKT460     BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000106_CT_AIRB 5493001XW6MSHRMFLU28       ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000107_CT_AIRB 549300VO7PUETX031S03 10309   BE 0860004176   ETEXCO SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000108_CT_AIRB   13771       ETS DE SIMONE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000109_CT_AIRB 52990053AH5LF0YZWD07         Euler Hermes Europe BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000110_CT_AIRB 549300D80RYON74MEJ03 18181     EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000111_CT_AIRB 8RDWFWPP4PLMZ5PPQH32         Fluxys G SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000112_CT_AIRB   25281       G EN J VASTGOED BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000113_CT_AIRB   65807       HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000114_CT_AIRB 549300M48VNC2Z0MDG47 71844       HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000115_CT_AIRB 549300GR6U0KHJD7DG07         IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000116_CT_AIRB   84089       INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000117_CT_AIRB   85640       JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000118_CT_AIRB   111717       M.G.S. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000119_CT_AIRB 5493004FKZI586397240         Magotteaux International SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000120_CT_AIRB 549300Q80KFPKZC6BQ79 144096       MENOUQUIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000121_CT_AIRB   166601       N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000122_CT_AIRB 5493002HHHFTG6G3BG36     BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000123_CT_AIRB   168945       OPIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000124_CT_AIRB   192350       PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000125_CT_AIRB 54930064JCEXFA8M0W31 202291   BE 0405747040   PRAYON BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000126_CT_AIRB   204834       PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000127_CT_AIRB 549300NMIBTX17HWF142 233001       RARE GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000128_CT_AIRB 549300X72GEQB1X8K911 247664       ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000129_CT_AIRB 529900PY79CWSUGVK810 249233       S.A. CORMAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000130_CT_AIRB 549300O3VKWJUM16UI64 257312       SAMIR GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000131_CT_AIRB 213800WWE8U6DC99NP03         SCR Sibelco NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000132_CT_AIRB   257564       SEADCO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000133_CT_AIRB 213800WDGKCVWZAN1N02 1051701 465409265   0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000134_CT_AIRB   294964       SOBEMO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000135_CT_AIRB   302642       SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000136_CT_AIRB 549300BB5CXGL9YV0D53 303429       SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000137_CT_AIRB   303783       SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000138_CT_AIRB 549300MMVL80RTBP3O28 556814     SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000139_CT_AIRB   923107       TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000140_CT_AIRB 549300ZKLIF7RP6EH823     BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000141_CT_AIRB   953398       TEX ALLIANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000142_CT_AIRB   1044409       TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000143_CT_AIRB 2138008J191VLSGY5A09       UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000144_CT_AIRB 529900F3AIQECS8ZSV61       UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000145_CT_AIRB 5493008MCDJ4Y6D5SI04 1113512       UNISTEEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000146_CT_AIRB   1140588       UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000147_CT_AIRB 549300TRHV6F6IE14H93 1159858   BE 0404060032   Van Hool nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000148_CT_AIRB   1231271       VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000149_CT_AIRB 529900RAZGQHX0VFTK05         Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000150_CT_AIRB 549300NWW2UDYHH65J03 1911623       WILDO PROPERTIES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000151_CT_AIRB 5299007TSQVOLXOABA65 1364744       ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000152_CT_AIRB 4P8GJCF52NVFW7UL4C95   18630   ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000153_CT_AIRB 549300J3KKX1PEJGDW36       ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000154_CT_AIRB UNZWILHE4KMRP9K2L524   34678   NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000155_CT_AIRB V5EGRCZCH7FN6WX41891       OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000156_CT_AIRB 549300F7ZDOIMR4PZW67       IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000157_CT_AIRB V7TL7UQFHNWUEMDZ3X02       RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000158_CT_AIRB 5493008CA3NMHYEVT131         VimpelCom Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000159_CT_AIRB       BMG455841020   HAL TRUST BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000160_CT_AIRB 5493001QYTIDILBVYO18         Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000161_CT_AIRB 549300TH5Q6VRP8OT012       ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000162_CT_AIRB 549300EM51WYXFHUY333         Embraer S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000163_CT_AIRB         FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000164_CT_AIRB 5493000J801JZRCMFE49       XPBR SQ Equity Petroleo Brasileiro S.A. - PETROBRAS BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000165_CT_AIRB         VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000166_CT_AIRB LXVM6T3LO7QIZ8LUZ688         Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000167_CT_AIRB 55S3547PRDP469JRO238   2880814   AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000168_CT_AIRB 4B4HI3CGXMBDC0G6BM51       AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000169_CT_AIRB 549300OSW32RVX8CCZ87       ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000170_CT_AIRB DR5LKEURSR8SXLM64266   7501889   ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000171_CT_AIRB 0O4KBQCJZX82UKGCBV73       ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000172_CT_AIRB 5493001I9203PRB5KR45       BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000173_CT_AIRB 549300VPM8ERH1Q42198         Bell Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000174_CT_AIRB W7L3VLU8EHQY34Z36697       BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000175_CT_AIRB 36ZUFRRMJERSM4Q0S289   746053   BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000176_CT_AIRB 3SU7BEP7TH9YEQOZCS77       CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000177_CT_AIRB 5493008IGIA1HJMDJS40   1722453   CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000178_CT_AIRB NXIVWPYOIVYXFF6WCZ47       CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000179_CT_AIRB 549300WSRCZY73ZG3090   00326711660005     CGI GROUP INC. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000180_CT_AIRB XYSIJOU3HNVROZWNA008       UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000181_CT_AIRB 98TPTUM4IVMFCZBCUR27       ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000182_CT_AIRB CZ72ZHBVKZXQRV3XFE26       ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000183_CT_AIRB 549300679TRDUXPT7415   206654303     EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000184_CT_AIRB I2YOHH65IBBT53JFYQ52       G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000185_CT_AIRB B1EEF6ML54YDWRC6ZK53   2015335496     Harvest Operations Corp. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000186_CT_AIRB 549300UEBMAQDN0K0R06       K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000187_CT_AIRB 95RWVLFZX6VGDZNNTN43       MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000188_CT_AIRB 6Q7WW7FQZR6X22IL2I79         Nexen Energy ULC CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000189_CT_AIRB 549300O4ZJZZOHH4H804   3572862   NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000190_CT_AIRB 5493007M1XGU5E55ZJ25         NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000191_CT_AIRB 549300HDLRTPBQU69P29       BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000192_CT_AIRB 549300A0QNNPY14D9106       SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000193_CT_AIRB 3XCBVWUPHGBZ5GF7TY15       SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000194_CT_AIRB NQWTWUIL1PK7V7N5Y468       TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000195_CT_AIRB T8KI5SQ2JRWHL7XY0E11       TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000196_CT_AIRB YHKQM2RIPKZYOZ6RVZ46       TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000197_CT_AIRB L2TEUTQ8OSHMJWVLCE40       T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000198_CT_AIRB 549300561UZND4C7B569   884903   TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000199_CT_AIRB HJZQGXYTVV2NWJZLPW74       TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000200_CT_AIRB 5BV01I6231JPDAPMGH09       TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000201_CT_AIRB PRAQ4VOSFIK7OQ8Z2512   4406354   VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000202_CT_AIRB WT03B8BB1IX8WI9ZGV02         Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000203_CT_AIRB 549300WHE4O6UJ2KU013         Yamana Gold Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000204_CT_AIRB 5493003DNMEAO1DT3F51       ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000205_CT_AIRB NI14Y5UMU60O7JE9P611       ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000206_CT_AIRB 549300Q3WREIMQYFBC20       0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000207_CT_AIRB 5493007KVRV2OKRXFA55   CH-020.3.035.716-8   AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000208_CT_AIRB 529900H7ZPIGI2U3CJ14         AXPO TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000209_CT_AIRB 213800Y5RWKLDPUTT265       BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000210_CT_AIRB 529900UPDCU6WEL7W167       BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000211_CT_AIRB   2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000212_CT_AIRB 5493002MXX2JLKWLE880       567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000213_CT_AIRB 549300I08UA8SMJON743   CH-270.3.002.354-9/   DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000214_CT_AIRB 549300ADLU67CYBFIW70   CH-645.1.008.684-9     Elsevier Finance SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000215_CT_AIRB 529900Y8BGAFVVVYVN24       GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000216_CT_AIRB 213800SVRMQA1TD91D41       GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000217_CT_AIRB 213800PSSU2QXF1WLR89       GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000218_CT_AIRB 549300DHSS9U1QKJZG57   KvK 34275373 0000   1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000219_CT_AIRB 529900EHPFPYHV6IQO98       HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000220_CT_AIRB 529900Q0YED3805QXQ66         KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000221_CT_AIRB 52990074N8ID7UPV7A95         LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000222_CT_AIRB 549300EFW4H2TCZ71055         Lonza Group AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000223_CT_AIRB KY37LUS27QQX7BB93L28   CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000224_CT_AIRB 529900I2PEF1FN6N6723       2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000225_CT_AIRB         NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000226_CT_AIRB 549300HUJ5CJUX02RS52         OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000227_CT_AIRB 5299002JRTT699WFOV74         OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000228_CT_AIRB 549300HMJAFUW4NSKI73         Paul Reinhart AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000229_CT_AIRB         ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000230_CT_AIRB 529900PTQ0Z1J44SHZ08   CH-100.3.010.656-7   STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000231_CT_AIRB 549300R3N69ECGYPU434       SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000232_CT_AIRB 213800Z8NOHIKRI42W10     NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000233_CT_AIRB 5493000KUC3Z24U77V93       SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000234_CT_AIRB 5493005SL9HHOXS3B739   CHE-102.753.938   SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000235_CT_AIRB 549300HTOMQG20JYV568       SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000236_CT_AIRB KSVC38RP5WL6C6LJGG03       TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000237_CT_AIRB 549300VBJS7MG74G2H60         Weatherford International Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000238_CT_AIRB         WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000239_CT_AIRB         XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000240_CT_AIRB 50ZCTKCMUDIABGHX3R52         Zurich Insurance Company CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000241_CT_AIRB 549300IF4IFG0FS0RM26       AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000242_CT_AIRB 549300NLTGCFV7482429       CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000243_CT_AIRB 549300YP3P0JZBLIV197         EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000244_CT_AIRB 549300G475ACIABB4385     USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000245_CT_AIRB 549300HX3UUDPEFTG707       LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000246_CT_AIRB 549300RUPF4SKMJPUR70       BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000247_CT_AIRB         600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000248_CT_AIRB A25574TZFLBNK7NWQT47       PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000249_CT_AIRB 724500JV0VHPRVANL538   5778 ANN4327C1220   HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000250_CT_AIRB 213800MRTA64ULUE9919         CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000251_CT_AIRB 549300OEZB4GETCGFX34         GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000252_CT_AIRB 549300IVA1PZNX2MN285       0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000253_CT_AIRB 2138001LK2Z2HSER4U15       PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000254_CT_AIRB 31570010000000137835 1131604 29287391     ALTA, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000255_CT_AIRB 31570010000000116592 657856 25572881     ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000256_CT_AIRB 31570010000000075367 765380 28402758     BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000257_CT_AIRB 31570010000000115525 834699 46504940     Cerea, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000258_CT_AIRB 31570010000000034336 1023328 70994226     České dráhy, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000259_CT_AIRB 315700CTFRL3U2DNMO58 633919 25085689     CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000260_CT_AIRB 529900S5R9YHJHYKKG94     CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000261_CT_AIRB 315700XJHXU2PD40RU82 865668 48589837     DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000262_CT_AIRB 529900C5PL4JGDILRZ94 837043 46678468     HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000263_CT_AIRB 31570010000000099520 644725 25322257     IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000264_CT_AIRB 31570010000000032687 1086806 931     METALIMEX a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000265_CT_AIRB 315700JDC49X4VSP6Z49 601013 14915     Metrostav a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000266_CT_AIRB 31570066GBSS7JYFEL35 817880 45193592     MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000267_CT_AIRB 31570010000000120084 832322 46342796     OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000268_CT_AIRB 31570010000000009116 699640 26463318     OTE, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000269_CT_AIRB 31570010000000026285 671247 25860038     Pars nova a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000270_CT_AIRB 315700LTSCT2O45NWM28 805950 43873189     PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000271_CT_AIRB 31570010000000115622 817271 45148155     Primagra, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000272_CT_AIRB 549300KL08IFWLTWLQ52 691287 26271303     Skanska a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000273_CT_AIRB 529900I8XOZDM4ZQSQ21       1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000274_CT_AIRB 31570010000000031135 923751 62623753     ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000275_CT_AIRB 213800Z39ZW4XHAAUA27 725860 27195147     SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000276_CT_AIRB 3157004ICDH3MRKW7534 889798 60193336     Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000277_CT_AIRB 31570010000000055191 617997 18050646     TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000278_CT_AIRB 3157007C98ILJK5ST356 609769 15886492     UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000279_CT_AIRB 315700EFFOU65ETZ0V16 886003 531766     UNISTAV a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000280_CT_AIRB 31570010000000001356 672337 25877950     VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000281_CT_AIRB 31570010000000003490 710607 26823357     VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000282_CT_AIRB 31570010000000015033 697350 26415623     W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000283_CT_AIRB 5493005KH7FO1T5TMX47 1236614-2     ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000284_CT_AIRB 549300JSX0Z4CW0V5023 1319784-3       ADIDAS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000285_CT_AIRB 549300X1WWPGMS47QQ72 1215807-7     ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000286_CT_AIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B     ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000287_CT_AIRB 529900K9B0N5BT694847 1100627-7     ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000288_CT_AIRB 529900C058B9OTVFTU36 2033673-1 HRB98981     ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000289_CT_AIRB 549300FJWANEIJ25D318 1545974-6       Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000290_CT_AIRB 529900YNBT62HCUPRG10 1106210-6       AUGUST STORCK KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000291_CT_AIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000292_CT_AIRB 529900PXZU3YHO6HMD80 1130123-1       Axel Springer SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000293_CT_AIRB 529900AJX4TCFW0QT666 1104883-2       B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000294_CT_AIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000295_CT_AIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000296_CT_AIRB 549300J4U55H3WP1XT59 1109561-9     BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000297_CT_AIRB YEH5ZCD6E441RHVHD759 1103190-3     BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000298_CT_AIRB 529900SM0FDLLYATXU36 1103233-1       BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000299_CT_AIRB 5299001BUUGXAREGE533 1103821-3     BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000300_CT_AIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296   GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000301_CT_AIRB 529900XBEZ2EYI9ZOV89 3010079-6       BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000302_CT_AIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534   2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000303_CT_AIRB NNROIXVWJ7CPSR27SV97 2926464-5     BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000304_CT_AIRB 529900OQDCYXCLQOAY53 1105482-2       Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000305_CT_AIRB 5299000XH7YX33EJZP65 2730972-3       CARL ZEISS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000306_CT_AIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000307_CT_AIRB 529900O4ND7T8ABIXF67 1235957-6       Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000308_CT_AIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000310_CT_AIRB 5299007VZZKH65OCN774 2781995-2       Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000311_CT_AIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957   7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000312_CT_AIRB 5299005LEM60UYKU5235 1106512-5       DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000313_CT_AIRB 529900R27DL06UVNT076 2344103-3 HRB19360   DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000314_CT_AIRB 5299006S0UKN6D9ZP412 2451917-5       DB NETZ AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000315_CT_AIRB 529900I2DLZPTFPENJ05 1106744-4       DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000316_CT_AIRB 5299005A2ZEP6AP7KM81 2537834-0     ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000317_CT_AIRB 52990063S23N13HU4E98 1818189-1 HRB50000B   DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000318_CT_AIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168   LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000319_CT_AIRB 52990063W8KQHQMF4M43 2623414-6     DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000320_CT_AIRB 529900ITHU5Y51F1S257 1107106-5       DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000321_CT_AIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794   DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000322_CT_AIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977     DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000323_CT_AIRB 529900QTO8D2QK2TJG32 1107340-0       Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000324_CT_AIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044     DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000325_CT_AIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242     Douglas Holding AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000326_CT_AIRB 5299004W7VTLPROHR533 1125242-6 HRA8242     DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000327_CT_AIRB 529900EWEX125AULXI58 3008027-9     PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000328_CT_AIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000329_CT_AIRB 52990076FKBR9THZ8C62 2779318-1       DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000330_CT_AIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905     E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000331_CT_AIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315   EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000332_CT_AIRB 5299000MT7P9STUCL908 1137158-0       Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000333_CT_AIRB 529900JSFZ4TS59HKD79 2331844-7     EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000334_CT_AIRB 549300OQ94C7KRGGC351 2177540-8     ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000336_CT_AIRB 41GUOJQTALQHLF39XJ34 1518676-0     154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000337_CT_AIRB 529900L64X6KZZW19R71 1108854-9     4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000338_CT_AIRB 529900D7N2PTTZWFWN57 2579145-0       F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000339_CT_AIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005     FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000340_CT_AIRB 529900WBP9HFX10RKB30 1110203-5       FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000341_CT_AIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25   1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000342_CT_AIRB 5299001ERX0K10IZUL40 1110198-7       FRAPORT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000343_CT_AIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000344_CT_AIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579     Freudenberg SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000345_CT_AIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B   7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000346_CT_AIRB 549300PHUU0ZZWO8EO07 1122951-5     GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000347_CT_AIRB 529900JGEOQMCDYOK785 1135188-9       Gelsenwasser AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000348_CT_AIRB 529900F916IVP0TJZK88 1051383-6 HRA11722     GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000349_CT_AIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040   GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000350_CT_AIRB 529900OJM5EX75OD8032 1113335-2       Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000351_CT_AIRB 529900K6BWO03KP4GU58 1113443-4       Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000352_CT_AIRB 529900J0V7C8Z8MLN980 2943243-2       Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000353_CT_AIRB 529900LPAX2H9S4NKU05 1215951-3       Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000354_CT_AIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527     GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000355_CT_AIRB HD52L5PJVBXJUUX8I539 2294348-4     HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000356_CT_AIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI   4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000357_CT_AIRB 529900MKHOFQI4A0XC48 2873755-9       HAWE Hydraulik SE DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000358_CT_AIRB 52990022107L9199GO56 2588017-0       HDI Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000359_CT_AIRB 529900755OZXM37H4975 1115355-8       Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000360_CT_AIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000361_CT_AIRB 529900ZM98OISTG16932 1115394-7     HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000362_CT_AIRB 529900PLX4ADJFWIY024 1135805-8     2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000363_CT_AIRB 52990027B9ARY5AC8476 1115622-1       HELM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000364_CT_AIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000365_CT_AIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364     Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000366_CT_AIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485   3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000367_CT_AIRB 529900O7US4NP0J6XD12 1179777-6       HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000368_CT_AIRB 529900Y25S8NZIYTT924 1116241-9     HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000369_CT_AIRB 5299008WW53GLXRORN29 1350826-2 HRB2311   HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000370_CT_AIRB 529900LFVU534EBRXD13 1104693-5       HUGO BOSS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000371_CT_AIRB TSI2PJM6EPETEQ4X1U25 2443536-4     IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000372_CT_AIRB 529900FFRTWZQXTTUB07 1193155-7     7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000373_CT_AIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163     JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000374_CT_AIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669   SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000376_CT_AIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851   509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000377_CT_AIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486   KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000378_CT_AIRB 5299001GRRO0Z25YZT52 1130169-4       Knorr-Bremse AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000379_CT_AIRB 529900IQ90WSXBWSTD78 1131272-5       KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000380_CT_AIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415   3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000381_CT_AIRB 529900MAU9591GT2S236 2849255-1       KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000382_CT_AIRB 529900NY2GSZWWUBW049 1120219-9       KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000383_CT_AIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000384_CT_AIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709   IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000385_CT_AIRB 529900FR2K4P9L9XLV21 1119187-1       KWS SAAT SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000386_CT_AIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652   LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000387_CT_AIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000388_CT_AIRB 529900EW0ZH7KAZ11H71 1797294-4       Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000389_CT_AIRB WTV8QGD5UD7MMD4HS345 1121375-8     LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000390_CT_AIRB 529900SL1W4KHVE18T81 1121582-9       LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000391_CT_AIRB 52990098TR1QJBWIYG58 1147145-5       MAHLE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000392_CT_AIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000393_CT_AIRB 5299009Z8B0YE4ECMJ92 1044964-3       Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000394_CT_AIRB 5299009WLGROB3HKM878 1522457-9       MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000395_CT_AIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164   MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000396_CT_AIRB 5299001X9L42HXEBCZ51 1188960-7       Ceconomy AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000397_CT_AIRB 529900ZYVEIYJRO6TG34 3328361-5       Meyer Werft GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000398_CT_AIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959   MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000399_CT_AIRB 529900807L67JY81RD65 2755947-5     MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000400_CT_AIRB 529900ISR2VNZV1C0T93 1182822-5       MVV Energie AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000401_CT_AIRB 529900UXIUW801PQDI37 2597701-8       N-ERGIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000402_CT_AIRB 529900HVDYCUWVD0OE76 2551585-9       NORDEX SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000403_CT_AIRB 549300UH52ZS8O00MO03 1125476-0       Osram GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000404_CT_AIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024   OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000405_CT_AIRB 529900ELIX8Z8PQ6CU28 2593300-3       PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000406_CT_AIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100   259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000407_CT_AIRB 52990037VWJGYKGP9877 1131747-6 HRA3551   2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000408_CT_AIRB 5299008XQJHPTOF8R354 2696731-5 241336g   661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000409_CT_AIRB 529900NY0WWQUKOMWQ37 2399699-4     PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000410_CT_AIRB 529900Z5KBA9KJP6EK09 1196360-0       R+V Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000411_CT_AIRB 5299001OU9CSE29O6S05 1127893-4     RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000412_CT_AIRB 529900F0LT5OP4SV6122 1104684-4       Robert Bosch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000413_CT_AIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056     ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000414_CT_AIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000415_CT_AIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372   7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000416_CT_AIRB 529900D6BF99LW9R2E68 1308819-0     SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000417_CT_AIRB 529900JL0HDVGZMUJF32 3043578-8       IHO Verwaltungs GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000418_CT_AIRB 529900D8QMD1LL0E2393 2800313-5       Schletter GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000419_CT_AIRB 529900DG0F6AGQAP6N55 1131407-7 55234831     SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000420_CT_AIRB 5299009QTM3SJL9BNR19 2209676-2       Schott AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000421_CT_AIRB 529900ZCRUJ3J5PYWX81 2577577-6     RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000422_CT_AIRB 52990038IB31TYK07X63 1129569-8     SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000423_CT_AIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B   SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000424_CT_AIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000425_CT_AIRB 549300WM0X4AUT710770 3278292-2       Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000426_CT_AIRB 529900FMTTLMH0P0DL10 1473528-6       STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000427_CT_AIRB 549300YTRYZPM57T3319 1132051-2       STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000428_CT_AIRB 529900QOJGJ2975GD560 2971375-7       Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000429_CT_AIRB 5299003M4PGUGL48LS74 3094881-4       Styrolution Group GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000430_CT_AIRB 529900Y2V1QWBDCBT818 2653119-4       Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000431_CT_AIRB 529900S8QNB101D40S72 1130211-4     SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000432_CT_AIRB 529900D82I6R9601CF26 2819960-2 HRB200436     SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000433_CT_AIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143     Techem GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000434_CT_AIRB 529900COI81IT9N2Y682 3009289-4 HRB180660     THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000435_CT_AIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000436_CT_AIRB 529900JBK6KNC4HSW032 1672825-5       Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000437_CT_AIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654   7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000438_CT_AIRB 529900SL2WSPV293B552 1126744-0     TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000439_CT_AIRB 3VEKWPJHTD4NKMBVG947 2353095-9       United Internet AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000440_CT_AIRB XQMNIROSQAS7Y9TT7I97 2515082-2 NRWKOHRA24116   LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000441_CT_AIRB 529900I1IDJLEXFUYN67 3340688-5       WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000442_CT_AIRB 529900AGED6PJE9AVL37 3185940-8       Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000443_CT_AIRB 52990023338VFV5AIN59 1134669-9 HRA3389     VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000444_CT_AIRB W24EDTPHEV8NJOD4FA29 1627667-7       VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000445_CT_AIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621     Voith GmbH & Co. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000446_CT_AIRB 529900NNUPAGGOMPXZ31 1134796-0     VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000447_CT_AIRB 0NURKC5Q3CJYZPPK5046 1134904-0       WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000448_CT_AIRB 529900KKY5IMBX35M241 2679160-8 HRB7736     Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000449_CT_AIRB 529900KQ44OJDIDU6J81 1135571-6       WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000450_CT_AIRB 5299006E92R0717GXP27 3189637-6 HRA16706   0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000451_CT_AIRB 529900A8LX4KL0YUTH71 2543621-3     WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000452_CT_AIRB 529900CAYOWB8YIG7X25 1136858-6       ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000453_CT_AIRB 549300D2K6PKKKXVNN73   22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000454_CT_AIRB     63965812     A/S SCHOUW & CO DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000455_CT_AIRB 549300ADWYS7RRJ8BG19   14244441     Aalborg Portland A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000456_CT_AIRB 549300Y047DQV30CKT47   49723911     ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000457_CT_AIRB 549300PLP6WVTICKLD32   10526949     ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000458_CT_AIRB 529900IJ6T4P1O10R377   25313763     ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000459_CT_AIRB     25511484     Atea A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000460_CT_AIRB 213800KB128IK92MCD10   44782510     AVK Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000461_CT_AIRB 2138009LJ6FGTV868W59   22069519     BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000462_CT_AIRB 5493008YL42784DMWN61   25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000463_CT_AIRB     27626904     Catering Engros A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000464_CT_AIRB 213800JF2XSR5NXGL660   12760043     Cheminova A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000465_CT_AIRB 549300MKPW8ZF3E8MW37   28318677     Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000466_CT_AIRB 213800AWZ8U3FVALIO26   26259495     Coop Danmark A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000467_CT_AIRB 213800UW822WLK2HZF47         Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000468_CT_AIRB 529900BWY373HVUNIC90   28527411     Dagrofa ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000469_CT_AIRB     13878595     Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000470_CT_AIRB 213800FJJH5XFNFIAK90   23256118     Damstahl A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000471_CT_AIRB 5493007I2KABJNYPD639   20165715     DANFOSS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000472_CT_AIRB     59789317     Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000473_CT_AIRB 21380063C9WS18D6WJ21   26121264     Danish Crown A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000474_CT_AIRB 2138007QUZXQLFGCSV45   24246930     DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000475_CT_AIRB 549300FQY6MX8USM0112   35954716   4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000476_CT_AIRB 549300JUFTJMOTC28B39   28113951     Danske Commodities A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000477_CT_AIRB 213800ZCQ8X5QYJWVQ60   42344613     Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000478_CT_AIRB 549300JZVW1Y1UZ5UK38   14194711     DFDS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000479_CT_AIRB W9NG6WMZIYEU8VEDOG48   36213728     DONG Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000480_CT_AIRB 529900X41C0BSLK67H70   58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000481_CT_AIRB 213800K83X1E9HF1MD69   55828415     DT Group A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000482_CT_AIRB 529900C0U279ORGJC950   45349918     Ecco Sko A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000483_CT_AIRB 213800Z47P2HZJKJSK23   75272014     EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000484_CT_AIRB 549300JN1F17UXJMM315   17225898     ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000485_CT_AIRB 5299003X050CWGDW1Z87         Energinet.dk SOV DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000486_CT_AIRB 213800MXXDGQ3ITPXI41   58180912 DK0010234467   FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000487_CT_AIRB 549300036WZGCBDPDZ92         GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000488_CT_AIRB 5493006R4KC2OI5D3470   56759913     H. Lundbeck A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000489_CT_AIRB 213800HTGI1CTA7CKP20   34728712     Hedegaard A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000490_CT_AIRB 213800NLXK98F6PC2R37         ISS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000491_CT_AIRB 549300RIPHN847476O42         J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000492_CT_AIRB 54930032G32N1F8JBV10         KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000493_CT_AIRB UGKYQUOFW6QSIS3P4P93   47458714   LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000494_CT_AIRB 52990077KVK7QCK2NG31   56759514     LEO PHARMA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000495_CT_AIRB 529900B5B2U7TIJN7757         MONJASA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000496_CT_AIRB 213800WNLA5AH3U4WI67   12562233     MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000497_CT_AIRB 549300UQ0QRC1KXGRE08   20293195     NEAS Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000498_CT_AIRB     10845858     Nellemann Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000499_CT_AIRB 529900197LKWCEQ0NL18   62725214     NKT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000500_CT_AIRB 2138007XB7AUOGS4N159   11142141     NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000501_CT_AIRB 2138005ON7KF6M74P542   81203113     Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000502_CT_AIRB 549300DAQ1CVT6CXN342       NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000503_CT_AIRB 529900T6WNZXD2R3JW38   10007127     NOVOZYMES A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000504_CT_AIRB 213800LALFCP5FJXW153   62497718     Nowaco A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000505_CT_AIRB 213800PRY3GUP6B5GG04   39170418     OK A.m.b.A. DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000506_CT_AIRB 213800RE7TE67AUCJS21   11369677     Polar Seafood Denmark DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000507_CT_AIRB 213800QRC7LNX935OZ09   54879415     Rockwool International A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000508_CT_AIRB     42997811     SANISTÅL A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000509_CT_AIRB 549300M5XVDYG4I7CC28   14049673     Scan Global Logistics DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000510_CT_AIRB 5299003KG4JS99TRML67   31080185     SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000511_CT_AIRB 529900N96EOVRB114D28   14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000512_CT_AIRB 549300ZSIJREG4GDWJ45         Topdanmark A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000513_CT_AIRB 213800A5UXABGUQ3PX11   22460218     TORM A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000514_CT_AIRB 213800BIA5L8OPBER229         Tryg Forsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000515_CT_AIRB 213800O8J7U9F8Q8VQ80         Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000516_CT_AIRB     14003606     Tulip Food Company A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000517_CT_AIRB 54930026SJ2OBLO6M470   25481968     Verdo A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000518_CT_AIRB 549300DYMC8BGZZC8844   00311171460005     VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000519_CT_AIRB 213800RM6L9LN78BVA56   71186911     WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000520_CT_AIRB 5493005044RTLQ5RZU70         Eesti Energia AS EE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000521_CT_AIRB 549300YENFNR57ZJ3X76         ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000522_CT_AIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288   ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000523_CT_AIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769   ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000524_CT_AIRB 95980020140005800000       ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000525_CT_AIRB 95980020140005558665 ESA28004885 A28004885   ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000526_CT_AIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408   AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000527_CT_AIRB   ESA26019992 A26019992   0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000528_CT_AIRB 95980020140005491929   A78839271   A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000529_CT_AIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556   ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000530_CT_AIRB 549300CGERG48M7P5E96         CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000531_CT_AIRB   ESA46146387 A46146387   0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000532_CT_AIRB   ESA20001020 A20001020   CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000533_CT_AIRB 95980020140005319366 ESA48012009 A48012009   OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000534_CT_AIRB 54930063C6K2TNFL6H10         DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000535_CT_AIRB   ESA15139314 A15139314   DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000536_CT_AIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104   4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000537_CT_AIRB 95980020140005374753 ESA28017895 A28017895   1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000538_CT_AIRB 95980020140005491250   A48027056   ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000539_CT_AIRB 213800VIN4XHLVFIOE10   A86484334   ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000540_CT_AIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430   ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000541_CT_AIRB 95980020140005732198         ESCAL UGS S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000542_CT_AIRB 95980020140005757903 ESA81939209 A81939209   FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000543_CT_AIRB 95980020140005178328 ESA28037224 A28037224   FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000544_CT_AIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144   GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000545_CT_AIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497   GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000546_CT_AIRB 95980020140005484363 ESB48943864 B48943864   495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000547_CT_AIRB   ESA58389123 A58389123   GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000548_CT_AIRB 213800OILC5Q9AR63B63   A09092305     Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000549_CT_AIRB   ESA84173947 A84173947   1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000550_CT_AIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615   IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000551_CT_AIRB 549300GEL7LRGKK0DG70         Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000552_CT_AIRB GGYEFW27TI7Q3C3XB343         INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000553_CT_AIRB 95980020140005007414         INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000554_CT_AIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266   4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000555_CT_AIRB 95980020140005317620         ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000556_CT_AIRB 95980020140005606874         IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000557_CT_AIRB 529900S4UWJNVO9LEH81   A60195278   4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000558_CT_AIRB UIUPNLHSQI58ZL7O2J82   A78346558   MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000559_CT_AIRB 95980020140005021479 ESA79075438 A79075438     MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000560_CT_AIRB   ESA78304516 A78304516   MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000561_CT_AIRB 95980020140005311703         NAVANTIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000562_CT_AIRB 95980020140005395317 ESA48010573 A48010573   OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000563_CT_AIRB   ESA36603587 A36603587   PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000564_CT_AIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882     PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000565_CT_AIRB 54930070W8XSY31XK130 ESA78003662 A78003662   REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000566_CT_AIRB BSYCX13Y0NOTV14V9N85   A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000567_CT_AIRB   ESA08000820 A08000820   DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000568_CT_AIRB 549300QHD5DP0GOPGX63         SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000569_CT_AIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583   TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000570_CT_AIRB 549300EEJH4FEPDBBR25   KvK 24269798 0000   TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000571_CT_AIRB   ESA08356727 A08356727   TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000572_CT_AIRB 549300FM9ZIJB5FCS825         TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000573_CT_AIRB 95980020140005462150 ESA79524054 A79524054   571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000574_CT_AIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348     WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000575_CT_AIRB 743700FHGZEV5UGCB005     FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000576_CT_AIRB 529900Q14KI1SCMIMO82         Bayer Nordic SE FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000577_CT_AIRB 5493002B0GOVF42KWX33         Cargotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000578_CT_AIRB 549300P8N0P6KDGTJ206     XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000579_CT_AIRB 743700TU2S3DXWGU7H32   0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000580_CT_AIRB 7437006ZZI1F7CUA5518         Fingrid Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000581_CT_AIRB 213800SB6EOB8SSK9W63     FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000582_CT_AIRB 743700BKTW4EQIVKYY42     FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000583_CT_AIRB 635400IUIZZIUJSAMF76     FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000584_CT_AIRB 74370031Y7RK5H88CQ48     FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000585_CT_AIRB 743700OX6HSVMCAHPB95         KESKO OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000586_CT_AIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225   KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000587_CT_AIRB 2138007FRMWVPUDCMA45     FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000588_CT_AIRB 5493009GY1X8GQ66AM14     FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000589_CT_AIRB 549300A0JPRWG1KI7U06     FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000590_CT_AIRB 743700YQIO8Y4L4WKR40         Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000591_CT_AIRB 74370061PO7C10E3PA54         Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000592_CT_AIRB 5493009YRUJJDCFF0R80     FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000593_CT_AIRB 549300R0VN9C371W0E07     FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000594_CT_AIRB 743700X6KUJ0Z8GJIF03         POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000595_CT_AIRB 743700CIR72J2LJZO637         Ramirent Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000596_CT_AIRB 743700XJC24THUPK0S03     FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000597_CT_AIRB 743700IFQI6W89M1IY95         STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000598_CT_AIRB 7437000ZP669LKUTZ738       STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000599_CT_AIRB 743700LQ48IZBTZN4S52   0196656-0 XS1043513529   Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000600_CT_AIRB 743700PKLY067IZIF588         Tikkurila Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000601_CT_AIRB 213800EC6PW5VU4J9U64     FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000602_CT_AIRB 743700G7A9J1PHM3X223     FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000603_CT_AIRB 549300TLDC3IQX97WU26         Wihuri Packaging Oy FI Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000604_CT_AIRB 529900M13GM4VSTE6W80         YIT Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000605_CT_AIRB 969500QZC2Q0TK11NV07       AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000606_CT_AIRB 969500PJMBSFHYC37989       ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000607_CT_AIRB 969500AQW31GYO8JZD66     FR0000031122   AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000608_CT_AIRB 969500MMPQVHK671GT54       AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000609_CT_AIRB 969500RAZNDFVFATTJ14         ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000610_CT_AIRB 969500CCRD8GYWLG6R54   542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000611_CT_AIRB 969500TZFFAS8XMVPQ44       ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000612_CT_AIRB 549300W64S5Q0I46LK20         ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000613_CT_AIRB 96950032TUYMW11FB530       ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000614_CT_AIRB 9695007B0RXQCHHTGR34   305207169   AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000615_CT_AIRB 96950026BLIV09FMSM49       AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000616_CT_AIRB         ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000617_CT_AIRB 213800U12KWYZEECZ934   572139996   ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000618_CT_AIRB 9695002SV2VP9CU42826       ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000619_CT_AIRB F5WCUMTUM4RKZ1MAIE39         AXA SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000620_CT_AIRB 969500MOCLNQFNZN0D63   572015246   EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000621_CT_AIRB 96950077L0TN7BAROX36       CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000622_CT_AIRB 549300B8P6MUJ1YWTS08       CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000623_CT_AIRB 969500VHL8F83GBL6L29   554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD - PERRACHON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000624_CT_AIRB 9695001K81BDUET02H66       CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000625_CT_AIRB 969500FCVQ5SLAAUJV59       GA S1 Equity CGG FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000626_CT_AIRB 969500WESYQMQ1F2C272         CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000627_CT_AIRB 969500BZJ49IICIBZZ08         CMA CGM S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000628_CT_AIRB 969500QKVPV2H8UXM738       CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000629_CT_AIRB 213800CP8292W9E8LJ69   552115891   DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000630_CT_AIRB 969500DZBBMYHB8NAM93   552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000631_CT_AIRB NFONVGN05Z0FMN5PEC35       SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000632_CT_AIRB 549300SOSI58J6VIW052       ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000633_CT_AIRB 969500D8BWYH453FLN28         CRISTAL UNION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000634_CT_AIRB 85OKW2SW05RZFQS1W718       JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000635_CT_AIRB 969500H6VMRN7AY1ZU14   441133808   85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000636_CT_AIRB 9695006LOD5B2D7Y0N70       EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000637_CT_AIRB       FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000638_CT_AIRB 549300X3UK4GG3FNMO06     FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000639_CT_AIRB 9695001HM585I0NEI780   380543678     Elior FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000640_CT_AIRB 549300LUH78PG2MP6N64         Eramet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000641_CT_AIRB 549300M3VH1A3ER1TB49   712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000642_CT_AIRB 529900HC20ELW4B6XI30         Euler Hermes France FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000643_CT_AIRB 52990087UKA0U2TO8412         AIRBUS HELICOPTERS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000645_CT_AIRB 549300MCOOY1V7P2PG30       ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000646_CT_AIRB 969500WASBF8AZP8TC02   323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000647_CT_AIRB 969500F0VMZLK2IULV85     FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000648_CT_AIRB 969500UPKU9VF8XAEU18   775625767   1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000649_CT_AIRB 969500P8M3W2XX376054         Fonciere des Regions FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000650_CT_AIRB 969500MCOONR8990S771       FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000651_CT_AIRB 5493005GNGE7UFJCIL03       FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000652_CT_AIRB 969500YWO65OHPVAHN71         GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000653_CT_AIRB LAXUQCHT4FH58LRZDY46     FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000654_CT_AIRB 5299007I0OJCYZX6IL07         GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000655_CT_AIRB 9695003E4MMA10IBTR26   592014476     Gecina FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000656_CT_AIRB 9695004TMMZ3JBKJO332   377791967   UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000657_CT_AIRB 969500ASEC557H5A4F22   476180625     Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000658_CT_AIRB 969500KMUQ2B6CBAF162       BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000659_CT_AIRB 969500O3KMCBQT8KGK58         Groupe Soufflet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000660_CT_AIRB 969500FY5T5MLH4G9A95       RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000661_CT_AIRB 969500LYSYS0E800SQ95   408168003     Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000662_CT_AIRB 969500I3QVK40XEORU25   495137077     HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000663_CT_AIRB 969500UDH342QLTE1M42   582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000664_CT_AIRB 969500FZ9BTRZS3JNB97   342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000665_CT_AIRB 54930075MZSSIB2TGC64   449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000666_CT_AIRB 9695002OY2X35E9X8W87         Ipsos SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000667_CT_AIRB 549300ORN5E1P46ATH26   440413730   IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000668_CT_AIRB 9695009KV7AFPDEI5S30       DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000669_CT_AIRB 549300VGEJKB7SVUZR78   552075020   PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000670_CT_AIRB 969500PB4U31KEFHZ621   780152914     Klepierre S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000671_CT_AIRB 969500L0T16HX3R78P61         La Mondiale FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000672_CT_AIRB 9695000YG7TR7PAP0L59       222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000673_CT_AIRB 969500O558W10MK2JF76         Labco SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000674_CT_AIRB 549300DNNL29KCEPRZ85     FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000675_CT_AIRB 969500VX2NV2AQQ65G45       MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000676_CT_AIRB 969500TJLHIZLFRWEQ48     FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000677_CT_AIRB 969500C0B8YR7HT3OM14       221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000678_CT_AIRB 529900JI1GG6F7RKVI53     FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000679_CT_AIRB IOG4E947OATN0KJYSD45       MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000680_CT_AIRB         MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000681_CT_AIRB 969500081CGAXB7YS433   424064707     Mercialys FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000682_CT_AIRB 969500DZ56QVIKRIU954         Monoprix SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000683_CT_AIRB 96950015FU78G84UIV14       NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000684_CT_AIRB 549300DMQNOND6LEVJ13         Novacap SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000685_CT_AIRB 969500CDLQKYAR1PT761         NutriXo SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000686_CT_AIRB 969500SHDTSMKBXKKO85         Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000687_CT_AIRB 52990097YFPX9J0H5D87     FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000688_CT_AIRB 969500TZ5950IT5FPQ42       UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000689_CT_AIRB 969500C0PA29TV19CT55       221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000690_CT_AIRB         PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000691_CT_AIRB 2138004KW8BV57III342     FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000692_CT_AIRB 969500AI7V5V0J9TOU58       RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000693_CT_AIRB 5493004V6A3Z027YT216       RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000694_CT_AIRB 969500F7JLTX36OUI695     FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000695_CT_AIRB 969500VZN4KDEZ14C105   412280737   224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000696_CT_AIRB 969500N6AVPA51648T62       RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000697_CT_AIRB 969500FO141C5967KC72         Roquette Freres FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000698_CT_AIRB 969500JRJW0K2ET1UP76   444619258   226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000699_CT_AIRB 969500UIC89GT3UL7L24       SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000700_CT_AIRB 549300E9PC51EN656011   395030844   SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000701_CT_AIRB 969500A1YF1XUYYXS284       SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000702_CT_AIRB 96950056ULJ4JI7V3752       SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000703_CT_AIRB 969500WP61NBK098AC47       SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000704_CT_AIRB 969500KDAUM9TYWQTR36   470801168   286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000705_CT_AIRB 969500LCBOG12HXPYM84       SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000706_CT_AIRB 9695005U38X1SF184325   552028425   QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000707_CT_AIRB 969500VEVOWR22R2YR86       9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000708_CT_AIRB 969500A4MXJ3ESPHK698         SNCF MOBILITES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000709_CT_AIRB 9695001UJ7FMZ37G6N39   572119550   593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000710_CT_AIRB 9695002EVBYM5B2OIP31       4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000711_CT_AIRB 969500NQMNC0PVUY8V74       TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000712_CT_AIRB 529900FNDVTQJOVVPZ19       HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000713_CT_AIRB     542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000714_CT_AIRB 969500BWNQ1B0PI06I59   492520333     Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000715_CT_AIRB 969500SHQITWXSIS7N89   682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000716_CT_AIRB 5493006IH2N2WMIBB742       FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000717_CT_AIRB 969500P2Q1B47H4MCJ34       VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000718_CT_AIRB 969500LENY69X51OOT31       VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000719_CT_AIRB 9695009YI1863TOVDP79         Vicat SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000720_CT_AIRB 213800WFQ334R8UXUG83       DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000721_CT_AIRB 969500FU4DRAEVJW7U54       VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000722_CT_AIRB 969500M98ZMIZYJD5O34   572174035   MF FP Equity Wendel FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000723_CT_AIRB 969500SFFMSIHH11UO32       ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000724_CT_AIRB 549300MJIRPTCHAYW359   7847174     ABP Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000725_CT_AIRB 213800B4XZJ3ZDM7CL47       AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000726_CT_AIRB 2138003R7TGCSVF27H47   SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000727_CT_AIRB 213800HPMHRN3PT62M97   06279732   0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000728_CT_AIRB DTA07N5U5HK2KC1SCM04   01675285 GB0000282623   AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000729_CT_AIRB 2Y33NQ5FPI8PR8L9QX13   2854310   AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000730_CT_AIRB 213800DL377MH46PDY63   4330322     Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000731_CT_AIRB 549300S9XF92D1X8ME43   3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000732_CT_AIRB VVT2B79I2Z4U3R6BY589   7876075   AON UN Equity Aon plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000733_CT_AIRB       GB00B15Y0C52   AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000734_CT_AIRB 549300F4RYR1DNTO2O39   6137924     Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000735_CT_AIRB GBQKSY6W7G0OHCQ8OQ72   293262   ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000736_CT_AIRB PY6ZZQWO2IZFZC3IOL08   2723534   ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000737_CT_AIRB YF0Y5B0IB8SM0ZFG9G81   2468686   AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000738_CT_AIRB 213800TSKOLX4EU6L377   02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000739_CT_AIRB 8SVCSVKSGDWMW2QHOH83   1470151   BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000740_CT_AIRB CT4UIJ3TUKGYYHMENQ17   395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000741_CT_AIRB 2138006R85VEOF5YNK29   604574   BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000742_CT_AIRB 2138001T2QEV5RXMFI32   00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000743_CT_AIRB     1480047   BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000744_CT_AIRB         0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000745_CT_AIRB V1LV067AJN766PCJIG11   3763515   BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000746_CT_AIRB 549300C116EOWV835768   3196209   BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000747_CT_AIRB VK07P8T49UYFO085O712   3114356   BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000748_CT_AIRB 213800V93QFW53NB7Y29   1036959     Bodycote International Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000749_CT_AIRB 213800TGK6XXFA2TBO31   3558065     Boparan Holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000750_CT_AIRB 213800M11ELCLQ8VF938   4011660     Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000751_CT_AIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611   BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000752_CT_AIRB G1KG0OQD10NOMCMLDZ35   00542515   BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000753_CT_AIRB 213800MBRRUVQIONAN53   4578621   BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000754_CT_AIRB 549300136VSBKI0Q8750   5262170     Brenntag UK Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000755_CT_AIRB 375X9PSJLLOV7F21O626   01777777   IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000756_CT_AIRB 2138001S874P3WKNCV04   3407696   BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000757_CT_AIRB 5493000IBP32UQZ0KL24   RC000057     British Broadcasting Corporation GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000758_CT_AIRB RV5B68J2GV3QGMRPW209   621920     British Land Company PLC (The) GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000759_CT_AIRB 2138003TS48MQKF4BZ29   9256967   BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000760_CT_AIRB 549300OWFMSO9NYV4H90   01800000   BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000761_CT_AIRB 635400L3NVMYD4BVCI53   5604923   BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000762_CT_AIRB     358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000763_CT_AIRB ZIMCVQHUFZ8GVHENP290   2779134     Bupa Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000764_CT_AIRB 213800J3MPR8KO94D535   3458224   BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000765_CT_AIRB 213800UL7Z7B6GLBZ213   3314066     C&J Clark Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000766_CT_AIRB CMIGEWPLHL4M7ZV0IZ88   2081330   CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000767_CT_AIRB 6SNZTEXLR1M5211YYB89       CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000768_CT_AIRB 4DR1VPDQMHD3N3QW8W95   4039524   CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000769_CT_AIRB 2138001E12GWLLDQQF16   7105905   CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000770_CT_AIRB E26EDV109X6EEPBKVH76   3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000771_CT_AIRB 549300IF6EUDVXYQI061   5900853     CEVA Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000772_CT_AIRB 213800U9A54VQJ5P2J41   86662   CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000773_CT_AIRB 213800J2J3TOOI176M73   5212407   CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000774_CT_AIRB 213800A41R9NL49E5632   00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000775_CT_AIRB 2138008M6MH9OZ6U2T68   4083914   CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000776_CT_AIRB 6354003CVDDPNXREIR29   FC031117     CPUK Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000777_CT_AIRB 4OFD47D73QFJ1T1MOF29   184594   DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000778_CT_AIRB 213800NPR9YDSBO86U08   03162897 GB0002502812   DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000779_CT_AIRB 5493007MMUEIF4NJG110   5448421   DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000780_CT_AIRB 213800J4UVB5OWG8VX82   3369634   DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000781_CT_AIRB 213800BXKQ9KZNUR1M61   1819699     Derwent London PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000782_CT_AIRB 213800ZVIELEA55JMJ32   23307   DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000783_CT_AIRB 2138005HMFMTYXNEEX13   SC000750     DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000784_CT_AIRB 5299004HGJWHJ71M5T77   5671205     DNL UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000785_CT_AIRB 2138001GRMZ39JRSE316   01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000786_CT_AIRB 39RSBE4RCI4M15BLWH36   1377658   SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000787_CT_AIRB 2138001LSWETH5TDQG53   2366777     DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000788_CT_AIRB 213800U5R8Q5KGM2KU56   2366906     Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000789_CT_AIRB 549300XUUK1H52EDCK10         EDC Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000790_CT_AIRB 549300ZM2QCFG22BOJ03   2366949     Electricity North West Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000791_CT_AIRB 549300KVXDURRKVW7R37   647788   ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000792_CT_AIRB 2138008LJU6WFQWOXJ73   7140891   ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000793_CT_AIRB 7N0UJMJLXD0MDT5D5086   7023598     Ensco plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000794_CT_AIRB 549300V1O67HJV48FS61   6845434     ENW Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000795_CT_AIRB 5493007MOZNA03BVNE96   5444653   ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000796_CT_AIRB 21380023G8LF55V46281   02954623     EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000797_CT_AIRB 213800SVCZ6YZ8YJI569   2462001   4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000798_CT_AIRB 5493002X7O83FCJVYO69   7329930     Eversholt Funding Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000799_CT_AIRB JPO68XMABX4DR21BNE65   8263590   0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000800_CT_AIRB 54930080DFVZ551GGT17       EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000801_CT_AIRB 635400RXXHHYT1JTSZ26   653331     EXPERIAN PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000802_CT_AIRB 213800JLG5TPE3RBYG56   4094619     FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000803_CT_AIRB 549300DEJZCPWA4HKM93   SC157176   FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000804_CT_AIRB 549300JXWH1UV5J0XV81   6344120   FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000805_CT_AIRB 213800WTATMITUGXJQ69   FC031364     Friends Life Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000806_CT_AIRB 549300L3KWKK8X35QR12   4992207   GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000807_CT_AIRB 213800OOHUV3HHP46A02   00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000808_CT_AIRB 213800E8KX2VV9YDY362   1991018     Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000809_CT_AIRB 549300IK25CZHKVLAL89   03768267   1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000810_CT_AIRB 5493007Q8VD7Q3ZYZS59   2258699   GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000811_CT_AIRB     3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000812_CT_AIRB 213800N9W2D8A4GJGR36   04542769   2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000813_CT_AIRB 213800QIJMYMW6TSBG41   5333192   GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000814_CT_AIRB 213800R9N5F2WRMGTR50   24511   GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000815_CT_AIRB 213800U8JEPF65PSKU22   6143540     GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000816_CT_AIRB 2138007FRGLUR9KGBT40   00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000817_CT_AIRB 213800G1C9KKVVDN1A60   360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000818_CT_AIRB 529900N6RQR0PX7ZTR62   4626078   HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000819_CT_AIRB 213800QC8AWD4BO8TH08   2150950   HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000820_CT_AIRB 549300J5R8AWMHPE7O05   1991017     Heathrow Airport Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000821_CT_AIRB 7TI96JO3DYEIQWZ7Z726   99529     Heathrow Funding Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000822_CT_AIRB 213800YRHAPNN54BKN78   5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000823_CT_AIRB 213800UTXVFRH9XBL453   7939278     Iceland Acquico Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000824_CT_AIRB 213800FGWQXPVI86SE26   5879252     Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000825_CT_AIRB     3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000826_CT_AIRB 2138002D68XDR4LZCG32   7084307     Ineos Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000827_CT_AIRB     5134420   IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000828_CT_AIRB 549300OGASR5WRKJ8R68   2234775     INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000829_CT_AIRB       GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000830_CT_AIRB ZLECI7ED2QMWFGYCXZ59   4967001   ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000831_CT_AIRB 213800VGZAAJIKJ9Y484   185647   SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000832_CT_AIRB 529900RRNKUM3INJGF98   KvK 34233247 0000   JBH LN EQUITY JAB Holdings B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000833_CT_AIRB 213800CHWARFAAN7UB85   1709784   JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000834_CT_AIRB 5493008LNN1X4R79PJ89   SC034970 GB0005790059   JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000835_CT_AIRB 549300PLYY6I10B6S323   SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000836_CT_AIRB 2138001AVBSD1HSC6Z10   33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000837_CT_AIRB 213800JFIBCR4LGUA242   SC015382 GB0004769682   JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000838_CT_AIRB     06467400   KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000839_CT_AIRB 2138002RKCU2OM4Y7O48   02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000840_CT_AIRB 213800KBMEV7I92FY281   1664812   KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000841_CT_AIRB 213800QOWHF5R9VLL274   1429533   LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000842_CT_AIRB 213800JH9QQWHLO99821   1417162   LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000843_CT_AIRB 549300BSGXG3QLIQYT84   8379990     Liberty Global plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000844_CT_AIRB 213800JDI3GTKPG4XI38   3929195     London Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000845_CT_AIRB 213800QAUUUP6I445N30   05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000846_CT_AIRB 213800JP7STUK5WKRE92   1000608   MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000847_CT_AIRB 213800IU37OVVT5ZXP41   8338561     Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000848_CT_AIRB 213800CN1RI3UCIZWB95   214436   MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000849_CT_AIRB 213800HQB746UJ9UWM15   5135049   MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000850_CT_AIRB 213800Q6RP3ZJ2CZR962   31461     Marston's PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000851_CT_AIRB 213800HX7FMPA2CIEF02   2798634     McBride plc GB Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000852_CT_AIRB YMFO3TKB4UAWQTDZJJ31   432989   MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000853_CT_AIRB 213800E7QA1U8BF34219   4778667   MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000854_CT_AIRB 213800LOZA69QFDC9N34   6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0000855_CT_AIRB 4PQUHN3JPFGFNF3BB653   2068222     Morgan Stanley & Co. International plc GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000856_CT_AIRB 213800A8IQEMY8PA5X34   2590560   NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000857_CT_AIRB 8R95QZMKZLJX5Q2XR704   4031152   NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000858_CT_AIRB 213800H88F5EE4B1D697   5090412     Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000859_CT_AIRB 213800UGAULQ1FVD4B35   1618428     NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000860_CT_AIRB 213800WQD8ECPZP9PH98   4412362   NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000861_CT_AIRB 549300JIM3ERGZFGGL27   6428375     North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000862_CT_AIRB 635400GPHRFKZQIBUK45   NI026892     Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000863_CT_AIRB 213800B3ZUTDOZYVJB41   53171   NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000864_CT_AIRB 213800PWPM9HZIEEO670   2366703     Northumbrian Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000865_CT_AIRB 213800WWVCAPAMOZ1M98   5584873     NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000866_CT_AIRB         2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000867_CT_AIRB 213800G8P2ULTOP62Q95   5915896     Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000868_CT_AIRB 213800J364EZD6UCE231   00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000869_CT_AIRB 213800NL5NLBY6YIBI88   2019023   6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000870_CT_AIRB 2138004JBXWWJKIURC57   53723   PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000871_CT_AIRB     2304195   PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000872_CT_AIRB 213800V1CCTS41GWH423   02366640 GB00B18V8630   PENNON GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000873_CT_AIRB     1818486   PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000874_CT_AIRB 549300OPFWKTD6BUFP71   4267536   PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000875_CT_AIRB 213800U93SZC44VXN635   00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000876_CT_AIRB XB3CXKKKED7OMV80FY35   00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000877_CT_AIRB 213800791EF5XP7WW494   2641728   QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000878_CT_AIRB 213800NRSZ1N2Y6LEX44   5777981     R&R Ice Cream plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000879_CT_AIRB 5493003JFSMOJG48V108   6270876   RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000880_CT_AIRB 549300WSX3VBUFFJOO66   2746616     Relx Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000881_CT_AIRB 549300VN4WV7Z6T14K68   5393279   RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000882_CT_AIRB 549300JJKH86IWQ78005   191285   REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000883_CT_AIRB 2138009113L7IDGEM175   358901   RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000884_CT_AIRB X57JK1U580XATGR67572   1003142   RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000885_CT_AIRB 213800ANK59AYB612F23   93792   RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000886_CT_AIRB 213800JQB9FWF5SD6F42   4138203     ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000887_CT_AIRB     2578443   RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000888_CT_AIRB 549300HOGQ7E0TY86138   2339826   RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000889_CT_AIRB Y4DQT2X5DDRE70QFR206   3528416   SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000890_CT_AIRB 549300Y7M5CC1U5DBX07   SC264065     Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000891_CT_AIRB 549300KI75VYLLMSK856   SC117119   SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000892_CT_AIRB 213800X1T29YFAYMPC26   SC144517   AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000893_CT_AIRB 21380085VKJ5NICZBA52   SC193794   IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000894_CT_AIRB 549300WPVG0TZSPBYR76   SC199549   LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000895_CT_AIRB 213800XC35KGM9NFC641   167591     SEGRO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000896_CT_AIRB 549300PT2CIHYN5GWJ21   02048608 GB0007973794   SERCO GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000897_CT_AIRB 213800RPBXRETY4A4C59   2366619   SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000898_CT_AIRB 213800CNEIDZBL17KU22   SC077438   SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000899_CT_AIRB 213800VDC1BKJEZ8PV53   00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000900_CT_AIRB 213800ZTMDN8S67S1H61   00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000901_CT_AIRB 213800MJL6IPZS3ASA11   137013   SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000902_CT_AIRB AJOW550HA7E8YNKF5D89   4120046   6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000903_CT_AIRB 213800H7NWVLCWAVKA15   3043097     South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000904_CT_AIRB 213800YQRUOQE9HPX193   4295398     South Staffordshire PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000905_CT_AIRB 213800FR2VAOKRYRHX45   2366665     South West Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000906_CT_AIRB 549300SR1GYYNBZQGX56   4094290   SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000907_CT_AIRB 549300SPX8573VZ2SK79   5167021     Southern Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000908_CT_AIRB 213800NCZLJFDE8Y8D88   7581353     Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000909_CT_AIRB 213800Z4CO2CZO3M3T10   02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000910_CT_AIRB 4L663LRNTBQ008OK2N07   SC100764   SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000911_CT_AIRB 0TMBS544NMO7GLCE7H90   SC286832   SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000912_CT_AIRB 549300GUNF6FFGH4LN53   9743802   532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000913_CT_AIRB 213800QHYTM5QRFSEM66   3355631   SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000914_CT_AIRB 213800WF53FVDRRHRF44   7105891   TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000915_CT_AIRB 213800TR86P337IE8605   2280000   0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000916_CT_AIRB 2138008K14474WPKZ244   76535   TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000917_CT_AIRB 21380089BTRXTD8S3R66   296805   TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000918_CT_AIRB 2138002P5RNKC5W2JZ46   445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000919_CT_AIRB 213800JKM5UQHFJOTZ25   2366661     Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000920_CT_AIRB 2138009TF1SYOMQLBJ60   02100855 GB0003753778   THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000921_CT_AIRB 213800VZ4671W3DVB860   6575598   TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000922_CT_AIRB 2138003BOFNAAO14YV58   2553288   8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000923_CT_AIRB 2138001I27OUBAF22K83   824821   TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000924_CT_AIRB 213800B6YQZAE8LHAW84   6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000925_CT_AIRB 2138003EYHWO75RKS857   3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000926_CT_AIRB 549300MKFYEKVRWML317   41424   ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000927_CT_AIRB 213800Y1TEVS8REY1M35   5957557     United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000928_CT_AIRB 2138008EZCXK4ANQHF89   3207231     United Business Media holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000929_CT_AIRB 213800KYT12UFB2VE455   2366616   UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000930_CT_AIRB XCJQ23OWIJNLHN7RQC93   1022786   271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000931_CT_AIRB 213800F3BD6N3G6XHU16   251977   CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000932_CT_AIRB 213800TB53ELEUKM7Q61   1833679   VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000933_CT_AIRB 549300UPYDURLSSFVL38   9223384     Western Power Distribution Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000934_CT_AIRB 2138006LIAYQKUCYBB20   29423   WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000935_CT_AIRB     4212563   WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000936_CT_AIRB 213800Z5WTW8QKOHWQ82   04178808 GB0030329360   WINCANTON PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000937_CT_AIRB 213800IN6LSRGTZSOS29   358949   MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000938_CT_AIRB 549300HTNGX0DU8W1F65   5537577   WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000939_CT_AIRB 635400LNUHA2LDXXV850       GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000940_CT_AIRB 8NUHUXWN9LG4XBGJ7O17   241565   CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000941_CT_AIRB 635400CHHI1XZLVQH675         Coillte Teoranta IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000942_CT_AIRB 549300MIDJNNTH068E74     IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000943_CT_AIRB 213800UPS1QEE4TD3T45       DCC LN Equity DCC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000944_CT_AIRB 635400HRFGVKXFHZ8O77   9401     Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000945_CT_AIRB 635400UFHDIQCDZ6JK11     IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000946_CT_AIRB 635400VCPRSU89DLMZ57   480184 XS0856023493   ESB Finance Limited IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000947_CT_AIRB 635400RKRK5EGXSPC782       EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000948_CT_AIRB 635400YN51CDCGBYFZ31         Fyffes plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000949_CT_AIRB 5493008VFFOIPWCZJK45     IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000950_CT_AIRB 635400BE9SBAG61DJ963       GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000951_CT_AIRB 6354007LIXWZ5WPPT308   519799   GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000952_CT_AIRB 9XTI53MZJ013RO12SX05   2936 IE00B59HWB19   INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000953_CT_AIRB       IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000954_CT_AIRB 635400HM7V74SUB9OG75         Kingspan Group plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000955_CT_AIRB 635400JJOWHIYAJER733         MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000956_CT_AIRB 635400EG4YIJLJMZJ782     IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000957_CT_AIRB 635400WKFIPCHCKVW376   104547   RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000958_CT_AIRB 396PBGKP6TE3O062MS44       STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000959_CT_AIRB 635400CPLP8H5ITDVT56     IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000960_CT_AIRB 549300INUT2G0ST5K268   327184   TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000961_CT_AIRB 635400K7UEIKHMNKLJ02         Total Produce plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000962_CT_AIRB     482042     XL Group PLC IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000963_CT_AIRB VZVOSGGS8JITR4J7J704         Amtek Auto Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000964_CT_AIRB 8GRDBX1TJ0PU5NCSHT72   MH008931   BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000965_CT_AIRB         BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000966_CT_AIRB         IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000967_CT_AIRB FMVY1IZCSYXSAFRDIT05       LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000968_CT_AIRB         RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000969_CT_AIRB 5493003UOETFYRONLG31       RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000970_CT_AIRB 1GZWF073IJTD6XPRUU65         Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000971_CT_AIRB 213800Z3CFZOLXPJWN61         Landsvirkjun IS Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000972_CT_AIRB 81560076E3944316DB24 3812211 493995   A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000973_CT_AIRB 8156000962B2EB41FE28 5988397 1497770   4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000974_CT_AIRB 8156004FCECE0879E118 15161747 191346   7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000975_CT_AIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000976_CT_AIRB 8156008183686996C911 25090618 3567090232     ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000977_CT_AIRB 8156007259ABDEA3F444 15214381 971268     Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000978_CT_AIRB 549300H2RFDYI3YP5R63 13960200 263011   337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000979_CT_AIRB 529900EKXEGSRCGAAC89 14856155 2791070044   4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000980_CT_AIRB ZYXJDNVM2JI3VBM8G556       AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000981_CT_AIRB 815600B611746717CC98       50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000982_CT_AIRB 549300FZRH46R7DWAX12 1248024 557390   4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000983_CT_AIRB 815600049A1F9AFE6666 4140157 1192794   MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000984_CT_AIRB 8156000BEB8FC062F442 1020333 120591   2168Z IM EQUITY ARTSANA - SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000985_CT_AIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000986_CT_AIRB 81560001F41A81948348       AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000987_CT_AIRB 8156008DEC771409C487 18631331 1023691   AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000988_CT_AIRB 5299003D9N2698I3C257 1367700 188902   AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000989_CT_AIRB 815600149448CEB9B230 19402720 1037417   3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000990_CT_AIRB   26926563 1057205   3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000991_CT_AIRB 529900RRESEDV68K0S54 28770346 235460   BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000993_CT_AIRB 8156004C04255952AB77 1076562 821225   BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000994_CT_AIRB 5299003DX5YLKSVJ6K59 2930031 134288   BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000995_CT_AIRB 8156006BEAA911EC0A47 1019726 587878     CANDY SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000996_CT_AIRB 8156008B101B97A43B02 1053555 160498   CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000997_CT_AIRB 815600F3213951394367 40014779 2001719     Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000998_CT_AIRB   4544552 8114020152     CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000999_CT_AIRB 8156009034C1A5108284 15716081 61357     Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001000_CT_AIRB 815600DBF6DC4BC94832 1061039 260769   0310548D IM EQUITY CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001001_CT_AIRB   8327877 819280157     COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001002_CT_AIRB 815600A5C1DD6C3A8455 1093853 154950364     CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001003_CT_AIRB 81560039BF5C1D8E5A15 2836130 60793   3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001004_CT_AIRB 5493005TWX96RDJ9I655         De Agostini Invest SA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001005_CT_AIRB 529900WS2E20BA5J4L49 16183303 1698754   EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001006_CT_AIRB WOCMU6HCI0OJWNPRZS33       ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001007_CT_AIRB BUCRF72VH5RBN7X3VL35     IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001008_CT_AIRB 81560081EE079FBED395 19377159 3544950961     ENOVA S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001009_CT_AIRB 8156004604684CA44A90         ERG S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001011_CT_AIRB 8156004CE82074779D19 13870596 1664630223     FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001012_CT_AIRB 549300J4SXC5ALCJM731       1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001013_CT_AIRB 5493004C1SL445NFDR90       F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001014_CT_AIRB 8156001B8AD051794959         FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001015_CT_AIRB 529900X4EEX1U9LN3U39 1053767 7031   FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001016_CT_AIRB 815600C3CCA800EF5D96 1134215       FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001017_CT_AIRB 815600E12249DD563C29 26650695 1143814     Gamenet S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001018_CT_AIRB 81560098DBDD66154985         GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001019_CT_AIRB 8156001250E819E30127       GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001020_CT_AIRB 8156001294017C870346 11027526 10022100159     GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001021_CT_AIRB 8156005113BD16699393 24907200 RM1117269   LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001022_CT_AIRB   15541251 1638878   4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001023_CT_AIRB 8156009414FD99443B48 3201267 363550   HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001024_CT_AIRB 815600D86992FDA7B908 1035363 149288   IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001025_CT_AIRB 815600A7D7C7A85F8B51 2733792 1168660262     I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001026_CT_AIRB 81560033824BE53C7D28 3585262 1303501215     IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001027_CT_AIRB 549300KTGKED5E25JR59       IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001028_CT_AIRB 213800M4YYCP6E8YUX94 2714789 2589327     IPLOM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001029_CT_AIRB 8156001EBD33FD474E60 10431674 281364   IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001030_CT_AIRB 8156009D23D0FDC70C93 1007005 50   ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001031_CT_AIRB 815600236A6B5AE5B406 26754254 167186     Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001032_CT_AIRB 549300I1NMOBS4B1LT88     IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001033_CT_AIRB   7003703 481230266     MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001034_CT_AIRB 815600292DA01BE68971 3755075 152396   3184788Z IM EQUITY MARCEGAGLIA - S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001035_CT_AIRB 815600C8D55034EB5379 3779273 64334     Marcolin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001036_CT_AIRB 213800DIFN7NR7B97A50 552637 1264109   MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001038_CT_AIRB 815600325D15DD92A023 4376875 4846130633     MOBY S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001039_CT_AIRB   1653085 110858   3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001040_CT_AIRB 8156003A100E8AB89697 6794759 1865640369     PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001041_CT_AIRB 8156001B96890989C002 23641842 5411110827     PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001042_CT_AIRB 5493006293RJBDQWJL92 5944540 169833   PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001043_CT_AIRB 8156000256C2431C2E92 4495509 134077   PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001044_CT_AIRB 815600A0C9AFC1F2A709       PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001045_CT_AIRB 815600EDDBB07C9BDB90 15591777 2246400218     PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001046_CT_AIRB 815600354DEDBD0BA991 3465665 842633   POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001047_CT_AIRB 8156000FE0A2DC5B7852 16232311 1343952   PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001048_CT_AIRB 213800VHJ22UE2BRRZ48 3830970 706270410     PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001049_CT_AIRB   23687310 1777895   PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001050_CT_AIRB 815600B9FC8D18A5D034 1058024 291350635     RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001051_CT_AIRB 81560086FA79BEDD6B94 13270817       RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001052_CT_AIRB   5012487 8850400154     SACAL - SOCIETA' ALLUMINIO CARISIO - S.P IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001053_CT_AIRB 815600AF08EE2EC2DE92 1035262 8924   226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001054_CT_AIRB 815600FC906D230A1420 16077541 86111   SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001055_CT_AIRB 549300PHV8MBDHWB8X12 1086637 788744   SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001056_CT_AIRB 549300UKR289DF4UXQ47 1013056 525502   SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001057_CT_AIRB   6524595 3957900487     SAMMONTANA - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001058_CT_AIRB 8156006755200B82EB33 1246827 836320150     SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001059_CT_AIRB 5299005KJSU2AQUJUH84 1066932 49540   SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001060_CT_AIRB 815600D2FC31AF713B07 1012950 166476     SNAI SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001061_CT_AIRB 8156002278562044AF79 16067629 1633443   SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001062_CT_AIRB EOJCGSUI4NX234BL7V57 14234253 1594238   2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001063_CT_AIRB 815600141CFE5F4C4325 19113128 1016401   4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001064_CT_AIRB 815600C3438977CBBE37 1038951 68670397     TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001065_CT_AIRB 81560029415DF1381583 1030384 195810262     TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001066_CT_AIRB 815600AC5599D16D9A40 3335773 574643   MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001067_CT_AIRB 549300W384M3RI3VXU42     IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001068_CT_AIRB 815600CD7323A82E5092 28935694 1763778   2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001069_CT_AIRB   1037712 182850362     TERMOSANITARI CORRADINI - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001070_CT_AIRB 8156009E94ED54DE7C31       TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001071_CT_AIRB 549300IN56S27SDGEI85 18659000 1019536   80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001072_CT_AIRB 8156003E86EBA167A868       0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001073_CT_AIRB 815600FE9E92D9D6C309 3554534 201271   TFI IM EQUITY TREVI - FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001074_CT_AIRB         4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001075_CT_AIRB 815600B8027C92F0DA07 4257672 1189360066     VIBAC S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001076_CT_AIRB 549300YSFQKM1C0X4E45 11321265 884361   WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001077_CT_AIRB 549300DHPOF90OYYD780       5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001078_CT_AIRB 549300IZYK3206QECG76       CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001079_CT_AIRB 549300MIFE1VEW02GY83     JP3298600002   COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001080_CT_AIRB 549300T6IPOCDWLKC615       6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001081_CT_AIRB J48DJYXDTLHM30UMYI18       8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001082_CT_AIRB 5493004LQ0B4T7QPQV17       6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001083_CT_AIRB 4P4N3ORD02UGQT1T1W12   0100-01-008776   8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001084_CT_AIRB KVIPTY4PULAPGC1VVD26       8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001085_CT_AIRB 5493008VBQD43X8QCS14         Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001086_CT_AIRB 5493000QYMPFRTEY4K28       6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001087_CT_AIRB         7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001088_CT_AIRB 5493003BZYYYCDIO0R13       9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001089_CT_AIRB 5493004SE33MRLPB1W98       2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001090_CT_AIRB         6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001091_CT_AIRB V82KK8NH1P0JS71FJC05       8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001092_CT_AIRB 54930074QUY8RD0UZM08         Suntory Holdings Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001093_CT_AIRB 549300ZLMVP4X0OGR454       4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001094_CT_AIRB 549300LBHTST91VKHO68       6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001095_CT_AIRB 5493006W3QUS5LMH6R84       TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001096_CT_AIRB         004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001097_CT_AIRB         000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001098_CT_AIRB 549300MGHLPT1EFHGF84       2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001099_CT_AIRB 549300IHVJRWVT07S523       3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001100_CT_AIRB 5493003DTPH8AMMK4P51       NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001101_CT_AIRB 549300FNENFFSMO3GT38     XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001102_CT_AIRB 213800S7DNJQX6LHTQ21   133818917     AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001103_CT_AIRB       LU1014539529   ALTICE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001104_CT_AIRB 5493003BU7PAH5RRM092       APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001105_CT_AIRB 2EULGUTUI56JI9SAL165       MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001106_CT_AIRB 549300GJ79DYFBBF5T83       0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001107_CT_AIRB 5493007GVB1I2FDSS786   B0155849   CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001108_CT_AIRB 549300938QUWMPITJ642       COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001109_CT_AIRB 529900W1S8TJDDH8YB29         Encevo S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001110_CT_AIRB     350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001111_CT_AIRB 213800568PRHV2JR9650     XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001112_CT_AIRB 213800WHKNIC1JQQG433       8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001113_CT_AIRB 8XJ8KF85PBKK1TLMFN29         Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001114_CT_AIRB 549300MBM5B61VCW5A23         International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001115_CT_AIRB RUOKPID0PZ0UWJYU9J61       DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001116_CT_AIRB 529900XUC6PXMN6ABU42       TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001117_CT_AIRB 549300CTHC1CP86P2G96       MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001118_CT_AIRB         0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001119_CT_AIRB 213800IUIRBFRNCYVR24       3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001120_CT_AIRB 549300VEJMMZCY6OBU06       PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001121_CT_AIRB 529900UUYBCBB7HMVI56         Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001122_CT_AIRB 549300OZSHE4H5BFQA66         QUILVEST SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001123_CT_AIRB 5493000C8J3C3SZYS040       RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001124_CT_AIRB 5493008JPA4HYMH1HX51       SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001125_CT_AIRB 549300CJ7LW6QSGIL444         Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001126_CT_AIRB 529900BSBZ853DKUP675         TRAXYS SARL LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001127_CT_AIRB 549300RIG2CXWN6IV731         CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001128_CT_AIRB 5493008KEVFYPMGTXO33       KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001129_CT_AIRB 5493000XJLJ6C4T0PG82       GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001130_CT_AIRB 5493000RIXURZEBFEV60       BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001131_CT_AIRB 549300QOAB2GJSFM0381       1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001132_CT_AIRB 549300CAZKPF4HKMPX17         PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001133_CT_AIRB 549300FW3RGHPHT21D10       ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001134_CT_AIRB 5493000MY3DAIB0BP706   TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001135_CT_AIRB 549300EMP9DT6Q35HZ31     NL0000852564   AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001136_CT_AIRB 549300J93WR5DPG0P466   KVK 33232124   ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001137_CT_AIRB 5493007WHKI5H75YJ358   KVK 34215458   ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001138_CT_AIRB 7245007QUMI1FHIQV531   KVK 33235189     Achmea B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001139_CT_AIRB 724500HIKX3QVUQF9G08   KVK 28080300     Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001140_CT_AIRB O4QK7KMMK83ITNTHUG69   KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001142_CT_AIRB 724500XYIJUGXAA5QD70   KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001143_CT_AIRB 724500XBZ9QOPTI11U82   KVK 34108286     Alliander N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001144_CT_AIRB 549300KYQ7B0H0K66406   KVK 33055009   AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001145_CT_AIRB 724500MCUU6QOFRFEA53   KVK 33256360 0000   792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001146_CT_AIRB 7245000UZH70GO047N03     NL0006237562   ARCADIS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001147_CT_AIRB 7245001I22ND6ZFHX623   KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001148_CT_AIRB 724500Y6DUVHQD6OXN27   KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001149_CT_AIRB 7245004JOPUJ0OOWTU73   KVK 30031823     ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001150_CT_AIRB 724500XFMNHF1GFPYJ05   KVK 08125298   3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001151_CT_AIRB 5299006ZHG3IXU0PNJ56   KvK 27106340 0000   1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001152_CT_AIRB       NL0000852580   BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001153_CT_AIRB       NL0010776944   BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001154_CT_AIRB 529900AOH3NBA8PZFG65   KvK 32097651 0000   0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001155_CT_AIRB 549300WGC2HZ5J67V817       CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001156_CT_AIRB 549300BXVNOCYQ83FU09   KVK 34154633   KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001157_CT_AIRB       NL0000200384   CORE LABORATORIES NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001158_CT_AIRB 549300UNTCLR21YKLL62   KVK 30073501 NL0000288967   Corio N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001159_CT_AIRB       NL0009294552   DELTA LLOYD NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001160_CT_AIRB 724500S75737K2SFDA03   KVK 22031457     Delta N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001161_CT_AIRB 213800N8X49KJRTNDM49   KVK 3419663   DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001162_CT_AIRB 529900M7QSB704RUUT95   KVK 34182495   AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001163_CT_AIRB 724500KRQECMCRGM1971   KVK 14026250     EBN B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001164_CT_AIRB 5299007L43AQDFOW5739   KvK 34121496 0000   1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001165_CT_AIRB 724500R5IP6TFKTNRU48   KvK 24306393   2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001166_CT_AIRB 549300XW2F91G4T4WC42   KVK 34149162   ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001167_CT_AIRB 529900011V8VJ3BUKR64   KVK 17115973   RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001168_CT_AIRB       NL0000288876   EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001169_CT_AIRB       NL0000352565   FUGRO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001170_CT_AIRB 2138005FTXOJUBQ5J563   KVK 24243533   GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001171_CT_AIRB 724500EJ2TDPAITRSJ55   KVK 02089290     GasTerra B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001172_CT_AIRB       NL0000400653   GEMALTO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001173_CT_AIRB 549300L10EVYURBFIH66   KVK 55293980     Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001174_CT_AIRB 529900SNLFF5M6HJ1T36   KvK 33286563 0000   1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001175_CT_AIRB 724500K5PTPSST86UQ23   KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001176_CT_AIRB 7245008C9KMJL9P2UI77   KVK 34323653     Hyva Global B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001177_CT_AIRB 724500CR19MQGFWFBZ64   KvK 34217578 0000   0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001178_CT_AIRB TLLG0UTU6ZHOG003X735         Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001179_CT_AIRB 54930050LBZUR4138I72   KVK 27120438     ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001180_CT_AIRB     KVK 24311905   2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001181_CT_AIRB 724500C9GNBV20UYRX36   KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001182_CT_AIRB 724500V38C5KTDY5BS93   KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001183_CT_AIRB 724500SNT1MK246AHP04   KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001184_CT_AIRB 549300YO0JZHAL7FVP81   KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001185_CT_AIRB H1FJE8H61JGM1JSGM897   KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001186_CT_AIRB 724500HZ4BN317I12G68   KVK 06016321   KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001187_CT_AIRB 724500UL634GFV1KYF10   KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001188_CT_AIRB 529900WQGOTJDYG9NP76   KVK 09151956   LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001189_CT_AIRB 5H8RMHHYTWIP1RKLCE38   KvK 34115238 0000   2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001190_CT_AIRB 549300J6QSW38QNOJK61   KVK 57924562     LYB International Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001191_CT_AIRB BN6WCCZ8OVP3ITUUVN49   KVK 24473890   DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001192_CT_AIRB 635400TMCKVEU87EJ582   KVK 24321697     METINVEST B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001193_CT_AIRB 529900PF6F1OHRZVU341   KvK 33178683 0000   1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001194_CT_AIRB 6354007MKEEGGVUMXO83   KVK 34239108     New World Resources N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001195_CT_AIRB 724500RKMOD48AIWKD94   KvK 24307569 0000   3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001196_CT_AIRB 54930062JS29A5N4GO82   KVK 34248449     Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001197_CT_AIRB 724500GQV9YLNSWECU41   KVK 17179668     Nord Gold N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001198_CT_AIRB 724500TXS5HH3GY4UW42   KVK 30124358     NS Groep N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001199_CT_AIRB 5299000CMF80GY2U0U47   KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001200_CT_AIRB 724500HT4YW45B1Y7859   KVK 57585083     OAK Leaf B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001201_CT_AIRB 549300NCMRGIBJYUOE57     NL0010558797   OCI NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001202_CT_AIRB 724500IM9A059TQLBX63         OCI Nitrogen BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001203_CT_AIRB 72450053F5WRDY8CDZ66   KVK 24291478   OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001204_CT_AIRB Q47A62EK6GMSID3Y8C39   KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001205_CT_AIRB 549300N522D3SS8MKV65   KVK 24320769 0000   3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001206_CT_AIRB 549300VGHFJJ58HE2B54   KVK 17008551   PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001207_CT_AIRB 529900N9UJEHN9UPXN50         PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001208_CT_AIRB 724500Q41FHN0P1GPC53   KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001209_CT_AIRB 54930036WK3GMCN17Z57       QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001210_CT_AIRB 7245009EAAUUQJ0U4T57   KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001211_CT_AIRB 549300XO8R7MPISUO753   KVK 33155037 NL0006144495   Reed Elsevier NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001212_CT_AIRB 5493002YCY6HTK0OUR29   KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001213_CT_AIRB     KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001214_CT_AIRB 5493002N51KZCVBDMS27   24114856 NL0006055329   ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001215_CT_AIRB 213800LBMMAIG1FQP389   KVK 14105351   SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001216_CT_AIRB       NL0000360618   SBM OFFSHORE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001217_CT_AIRB 529900KEH8410ESH1483   KVK 53761790     Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001218_CT_AIRB 724500DX7Q1A19SPY530   KVK 34166584     Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001219_CT_AIRB 7245001TBT3NI9SPNJ75         SHV Netherlands NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001220_CT_AIRB TAFO772JB70PDRN5VS48   KvK 27092998 0000   1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001221_CT_AIRB 724500E9ZG6JMH6E2I14     NL0000817179   SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001222_CT_AIRB 724500ZTKJYJMWVLWJ82   KVK 34297413     SRLEV N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001223_CT_AIRB 5493002SSXOL85X3XC87   KVK 58623701     Syncreon Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001224_CT_AIRB 724500LTUWK3JQG63903   KVK 09083317     TenneT Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001225_CT_AIRB 7245008G22FOV7TYYJ34   KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001226_CT_AIRB 724500978QL7NKMLTQ37   KVK 34210949     TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001227_CT_AIRB       NL0009739424   TNT EXPRESS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001228_CT_AIRB 724500L44K67W7UW1C59         TomTom International B.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001229_CT_AIRB 724500OPA8GZSQUNSR96   KVK 33194984   TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001230_CT_AIRB PX7SUPU7HUNJBQ8BPI65   KVK 33236939   585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001231_CT_AIRB 549300TK7G7NZTVM1Z30   KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001232_CT_AIRB 549300IW6C3SRHUUK147         Vitol Holding BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001234_CT_AIRB 549300FRXSUUW3M2Q281         WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001235_CT_AIRB 724500522D3ORUTUGW47   KVK 05078970   WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001236_CT_AIRB 724500YRQCY3BD9RJZ92     NL0000289213   WERELDHAVE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001237_CT_AIRB 724500TEM53I0U077B74   KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001238_CT_AIRB 5JB3IE65ZU13TA0DGN10         Würth Finance International B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001239_CT_AIRB       NL0006294290   ZIGGO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001240_CT_AIRB         BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001241_CT_AIRB 5493004ZHCILEMZLBS85   00304772770005     FERD AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001242_CT_AIRB 5493009F6KP3UMLPOY27   931186744     ICA Norge AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001243_CT_AIRB 549300ZLJDXBXUNCY824   936738540     National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001244_CT_AIRB 549300N1SDN71ZZ8BO45       NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001245_CT_AIRB 529900J8VSH14TP5VD23         ODFJELL SE NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001246_CT_AIRB 213800T66DRTE6O6BV87   916235291   PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001247_CT_AIRB 529900TH4OAW7WYG1777   987059699     Statkraft AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001248_CT_AIRB OW6OFBNCKXC4US5C7523   923609016   STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001249_CT_AIRB R7NJHU48LTCIOB9BVU57       CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001250_CT_AIRB 259400GYHYZPQ0HTMT82       CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001251_CT_AIRB 259400A9BI23M3K1NK82       LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001252_CT_AIRB 259400WT6MCX3V59XI09         Netia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001253_CT_AIRB 259400TOMPUOLS65II22   10681   TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001254_CT_AIRB 259400TGY6IYEP2EFW87   467426     POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001255_CT_AIRB 259400VVMM70CQREJT74   28860   PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001256_CT_AIRB 259400NAPDFBOTNCRL54       TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001257_CT_AIRB Q1ECZWEVT6ZTFERCPG94     PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001258_CT_AIRB 213800RQXBBZ6KSP1I72   500311390     AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001259_CT_AIRB 2138002PLGLYW8EP7248         AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001260_CT_AIRB 213800V5Z38TLIRQW516   500700834     ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001261_CT_AIRB     502607920     AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001262_CT_AIRB 54930011KNBNPPKW7528   500038015     AUTO SUECO LDA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001263_CT_AIRB 549300RU6UYW1UMYOP92   500194670     BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001264_CT_AIRB       PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001265_CT_AIRB 549300FREK460JU7RG08   500060266     CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001266_CT_AIRB 549300TF1SUYCFUO3840   503309362     COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001267_CT_AIRB     507195515     CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001268_CT_AIRB 213800X28CMB8LAIT849   502557400     CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001269_CT_AIRB 549300RGQV4M16FESU23   500832234     CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001270_CT_AIRB 529900CLC3WDMGI9VH80     PTEDP0AM0009 EDP PL EQUITY EDP - Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001271_CT_AIRB 529900LOXJVWGOH84656   503293695     EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001272_CT_AIRB     504885367     ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001273_CT_AIRB 2138003319Y7NM75FG53   504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001274_CT_AIRB 213800Y3V72PI6W8KG10   511220448     GRUPO PESTANA - SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001275_CT_AIRB 259400A8SZP10GB5IB19     PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001276_CT_AIRB     500073880     LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001277_CT_AIRB 549300SNYKYW15R3UE62   502011475     MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001278_CT_AIRB 549300TLPT6W9R3CLQ86   500197814     MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001279_CT_AIRB 5493003NN4LXUF8JA244         Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001280_CT_AIRB 54930071D35BVUPC5942   502604751     OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001281_CT_AIRB     507979265     OPWAY - SGPS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001282_CT_AIRB 213800ZWKG61JG7ZCF61   500697370     PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001283_CT_AIRB 259400DRC6WOXNVW8B57 500829993 500829993   90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001284_CT_AIRB 549300UNIB7M2AXUXS35     PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001285_CT_AIRB 549300FR1FN48IGHR915     PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001286_CT_AIRB     500246963     REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001287_CT_AIRB 5493002X2CCY60HWCU94   500243590     SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001288_CT_AIRB 549300PXZF74GVQM6867   500058580     SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001289_CT_AIRB 549300EZYIURQ5RGSE56   500278571     SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001290_CT_AIRB 549300KFJPELBPMQH079   500833532     SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001291_CT_AIRB 95980020140005813290   505042037     SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001292_CT_AIRB     500097488     TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001293_CT_AIRB 549300CNE5R74B3XKF57   505266202     UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001294_CT_AIRB   503933139 503933139   3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001295_CT_AIRB 213800IDK8UTYDSFOG74   502544180     VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001296_CT_AIRB   500302200 500302200   0265472D PL EQUITY ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001297_CT_AIRB 549300VOFQC1SPGTZM19   503039063     ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001298_CT_AIRB 549300D3EIDZJB62TR20   21183   ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001299_CT_AIRB 549300UKYDM6L8HEPU79       SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001300_CT_AIRB 549300F8ZIGJVUPIU797   24297754     Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001301_CT_AIRB         GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001302_CT_AIRB         ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001303_CT_AIRB         TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001304_CT_AIRB 5493007RN7O98MYBX124         AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001305_CT_AIRB 549300UCKT2UK88AG251     SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001306_CT_AIRB 549300YECS8HKCIMMB67     SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001307_CT_AIRB 213800T8PC8Q4FYJZR07   5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001308_CT_AIRB 2138002GW5WN1UYZAO32   55611256900004     BILIA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001309_CT_AIRB 549300YJUYJ9A24RXL71     SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001310_CT_AIRB 549300ZACGIQHBBMOD20   5560269549   BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001311_CT_AIRB 213800SE6FV3UDEIEY92   72317831     CAPIO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001312_CT_AIRB 549300GU5OHTR1T5IY68     SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001313_CT_AIRB 549300HCT1WLHEXNLZ18         Dometic Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001314_CT_AIRB 549300Y3HHZB1ZGFPJ93       ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001315_CT_AIRB 549300JNPI46XNH0PM97         Fabege AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001316_CT_AIRB 5493003PZ4F570G3W735         GETINGE AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001317_CT_AIRB 529900XKWB408ZZYBF68         GREEN CARGO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001318_CT_AIRB 213800YUV362W4E1LP46         H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001319_CT_AIRB 54930033BTSY61VHUR49   55601011550004     HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001320_CT_AIRB 549300VOTS5OZ82UTG69     SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001321_CT_AIRB 549300WJFW6ILNI4TA80   5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001322_CT_AIRB 52990080SH3454F0QE68   5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001323_CT_AIRB 549300GYQIIJ3UXB7655     SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001324_CT_AIRB 549300VEBQPHRZBKUX38   556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001325_CT_AIRB 529900X0UEM9DOM6FK12   5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001326_CT_AIRB 549300VD6SNNS5N5V183         KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001327_CT_AIRB 5493005OXRTBK0WSJN46   5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001328_CT_AIRB 529900AB08F05L4HWU11         LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001329_CT_AIRB 213800NS2XXVRYS7WP40     SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001330_CT_AIRB 549300SNQNTHQLZQON04   5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001331_CT_AIRB 549300E8NDODRSX29339   5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001332_CT_AIRB 213800WRGLW3CY4MHW53   55603451740004     NCC SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001333_CT_AIRB 549300KUJMRC9NW93S96         Nobina sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001334_CT_AIRB 5493007VGEKBZGZ6PC69         NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001335_CT_AIRB 549300ES84TRW7EWGU35         Perstorp Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001336_CT_AIRB 549300S2D8BDH1CKLI47         PostNord AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001337_CT_AIRB 549300MIHCMD8DCSBY41   55607269770034     Preem SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001338_CT_AIRB 549300ZHO4JCQQI13M69   556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001339_CT_AIRB 5299008ZUAXN43LVZF54       SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001340_CT_AIRB 5299001G94UPTI8C7N54   5566577416   0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001341_CT_AIRB 529900AE1FZNUH6EVS39     SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001342_CT_AIRB 529900BZYSUQLQSPNR07   5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001343_CT_AIRB 635400TTYKE8EIWDS617       SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001344_CT_AIRB 5493004WOSC31U83UG49   5561063834   SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001345_CT_AIRB 549300MA1BZYJU87BW55   5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001346_CT_AIRB 549300X6MQ0GG8BRY481         SKF sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001347_CT_AIRB 5493002FIVSWBLEV7P15         SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001348_CT_AIRB 529900329VS14ZIML164   5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001349_CT_AIRB 529900J0C48FH28HNQ19   5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001350_CT_AIRB 213800CWLTI7WZCC2R35   5560010802   1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001351_CT_AIRB 5299005HSK597UX55629         SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001352_CT_AIRB 549300FW5JDRV1IJ0M67       SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001353_CT_AIRB 529900ZERGNJBEQEX179   55679708180004     SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001354_CT_AIRB 5493005DU3003SGUC166         SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001355_CT_AIRB 529900YVXCGNWAUYZG78     SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001356_CT_AIRB 213800EKD193RVI9HL76   5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001357_CT_AIRB 549300W9JLPW15XIFM52   556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001358_CT_AIRB 213800FSR9RNDUOTXO25       TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001359_CT_AIRB 5493006LU5JO4P7HQ305         THULE HOLDING AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001360_CT_AIRB 213800XY16PAWG2PAD14       TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001361_CT_AIRB 5493007LNZSEWN5KTV42     SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001362_CT_AIRB 549300T5RZ1HA5HZ3109       VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001363_CT_AIRB 549300HGV012CNC8JD22     SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001364_CT_AIRB 54930083GODGBHODQ153   189744     Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001365_CT_AIRB 33D7DTWH8BNIUWE0IF81       OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001366_CT_AIRB         7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001367_CT_AIRB 549300QOGMPTKB6W7G56   1.07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001368_CT_AIRB 8RS0AKOLN987042F2V04       NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001369_CT_AIRB LUZQVYP4VS22CLWDAR65     US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001370_CT_AIRB HQD377W2YR662HK5JX27   IL08142220   ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001371_CT_AIRB FR5LCKFTG8054YNNRU85   DE5126809   4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001372_CT_AIRB 549300T0GJTEK811VI53       WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001373_CT_AIRB 549300QKBENKLBXQ8968   PA724325   AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001374_CT_AIRB LYOM0B2GCF1JWXK5ZG04       AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001375_CT_AIRB QUIX8Y7A2WP0XRMW7G29       A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001376_CT_AIRB 9PO87UV78U1JHLR68X04       8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001377_CT_AIRB 7QEON6Y1RL5XR3R1W237       APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001378_CT_AIRB ABPN11VOHLHX6QR7XQ48       AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001379_CT_AIRB XSGZFLO9YTNO9VCQV219       MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001380_CT_AIRB ZXTILKJKG63JELOEG630   DE2620453   AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001381_CT_AIRB IWUQB36BXD6OWD6X4T14   DE0332421   AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001382_CT_AIRB B6Q2VFHD1797Q7NZ3E43   CAC0951492   7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001383_CT_AIRB 5493006ORUSIL88JOE18       AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001384_CT_AIRB 549300D3L3G0R4U4VT04       APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001385_CT_AIRB B78FQ7XBQFLP4AYJ6F79       APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001386_CT_AIRB 72ZZ1XRHOOU9P9X16K08       APA US Equity Apache Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001387_CT_AIRB HWUPKR0MPOU8FGXBT394   CAC0806592   AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001388_CT_AIRB 42YMHYH0XMHJEXDUB065         ARAMARK Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001389_CT_AIRB W47HVZ7Q6FXL86RELH91   DE0717711   ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001390_CT_AIRB 549300LO13MQ9HYSTR83   DE0152524   ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001391_CT_AIRB 0C0SZC7H22UWI2NA3R46       ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001392_CT_AIRB 549300YNNLBXT8N8R512   NYCARREUS   ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001393_CT_AIRB 6O4MRU8C1MS0K34UQF79   KY0580261   ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001394_CT_AIRB 549300Z40J86GGSTL398   DE2018584   T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001395_CT_AIRB QVLWEGTD2S8GJMO8D383       ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001396_CT_AIRB HGBOLILQXWER4SAL2I23       ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001397_CT_AIRB GA3JGKJ41LJKXDN23E90         Autozone Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001398_CT_AIRB XN8R4HH1TVC1XOCL5P21       CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001399_CT_AIRB XJI53DCPL7QABOWK4Z75   NYCAVNTUS   AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001400_CT_AIRB 5493007RY69UEB1F1B45       AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001401_CT_AIRB MF62XBVMNYTYMC18DL76   DE2416636   BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001402_CT_AIRB         BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001403_CT_AIRB EWRDABCN7XBHM37LIA98   DE2072335     Beam Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001404_CT_AIRB HL5XPTVRV0O8TUN5LL90   MN1K-1056   BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001405_CT_AIRB KK5MZM9DIXLXZL9DZL15   DE2322568   BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001406_CT_AIRB 549300DSFX2IE88NSX47       BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001407_CT_AIRB Y6ZDD9FP4P8JSSJMW954   DE0874815   BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001408_CT_AIRB 549300GMUCJ08527GQ81   IN182869-107   BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001409_CT_AIRB 549300YYMNSW7KWZH127       BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001410_CT_AIRB HLYYNH7UQUORYSJQCN42       BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001411_CT_AIRB 5493007M0RIN8HY3MM77       BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001412_CT_AIRB Y7ET3D9SDOFUZ515FE28   DE0799956   CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001413_CT_AIRB 43R4VPJBXTU2O15HEF41         Calpine Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001414_CT_AIRB 5493007JDSMX8Z5Z1902       CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001415_CT_AIRB CCU46N3GJMF4OK4N7U60   OH535613   CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001416_CT_AIRB QXZYQNMR4JZ5RIRN4T31       3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001417_CT_AIRB EDBQKYOPJUCJKLOJDE72   DE0921323   CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001418_CT_AIRB WRJR7GS4GTRECRRTVX92       CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001419_CT_AIRB 5KYC8KF17ROCY24M3H09   DE2106821   C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001420_CT_AIRB CD30XVRLT4QO00B1C706   DE3780476   CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001421_CT_AIRB 4SIHMF0MOSTTL8CD0X64       CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001422_CT_AIRB 21TPXMRRHFKOBHDC8J74         CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001423_CT_AIRB 8E6NF1YAL0WT6CWXXV93       CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001424_CT_AIRB 549300IA9XFBAGNIBW29         CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001425_CT_AIRB B0QU0GIVGFFMCOP5RJ72   DE4789658   CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001426_CT_AIRB 2V9V7M0RUQG9M2J4IC47         Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001427_CT_AIRB YMEGZFW4SBUSS5BQXF88   DE0156313   CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001428_CT_AIRB 51M0QTTNCGUN7KFCFZ59   PA3039985   CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001429_CT_AIRB 549300OQS2LO07ZJ7N73   DE0406521   CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001430_CT_AIRB 6113F6JQLWIUGTBN1L36       CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001431_CT_AIRB 54930035UDEIH090K650   DE0818944   CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001432_CT_AIRB SYHS7HRDXLL4I0IQ8776       CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001433_CT_AIRB 6VJJ5GQWIRDQ06DUXG89   DE0064324   COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001434_CT_AIRB 549300JK3KH8PWM3B226   DE2277631   CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001435_CT_AIRB 29DX7H14B9S6O3FD6V18       CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001436_CT_AIRB 549300BO9IWPF3S48F93       COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001437_CT_AIRB TVRMNZKRGA8LPW6XPG60         Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001438_CT_AIRB RPPGGRL1J75WGF2DFO04   PA3337938   CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001439_CT_AIRB ZUNI8PYC725B6H8JU438   IN194062-043   CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001440_CT_AIRB S4BKK9OTCEWQ3YHPFM11       DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001441_CT_AIRB PWFTNG3EI0Y73OXWDH08       DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001442_CT_AIRB 3E70L4WYANTIWWIPHC81       DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001443_CT_AIRB Q2CCMS6R0AS67HJMBN42       DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001444_CT_AIRB 54930042348RKR3ZPN35   DE2155705   DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001445_CT_AIRB F14FQJ2EEHW5VPYUHL14       DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001446_CT_AIRB 549300Z1UGYT5725XB67   DE3535468   DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001447_CT_AIRB ILUL7B6Z54MRYCF6H308       D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001448_CT_AIRB 549300FMC2ALGA7N9E80   DE0412823   DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001449_CT_AIRB ZQUIP1CSZO8LXRBSOU78       DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001450_CT_AIRB 549300IX8SD6XXD71I78       DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001451_CT_AIRB FDPVHDGJ1IQZFK9KH630   DE2345566   EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001452_CT_AIRB 0NZWDMRCE180888QQE14       ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001453_CT_AIRB OML71K8X303XQONU6T67   DE2871352   EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001454_CT_AIRB FRDRIPF3EKNDJ2CQJL29       LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001455_CT_AIRB FGLT0EWZSUIRRITFOA30       EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001456_CT_AIRB GHFPUH0OZ5JLGJXWCO16       ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001457_CT_AIRB 4XM3TW50JULSLG8BNC79       ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001458_CT_AIRB 549300EVUN2BTLJ3GT74   DE2911438   EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001459_CT_AIRB 549300RO2XES74KQGG63       XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001460_CT_AIRB 3SOUA6IRML7435B56G12       EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001461_CT_AIRB CI7MUJI4USF3V0NJ1H64   WA601975803   EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001462_CT_AIRB J3WHBG0MTS7O8ZVMDC91   NJ3793794100   XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001463_CT_AIRB 549300E707U7WNPZN687       FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001464_CT_AIRB 6WQI0GK1PRFVBA061U48   GA0110597   FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001465_CT_AIRB 549300NPYMLM4NHTOF27         First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001466_CT_AIRB 549300SVYJS666PQJH88   OH953140   FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001467_CT_AIRB 6Y0GK87T6V7NJKZJVM41   NYCDRRCUS   FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001468_CT_AIRB CQ7WZ4NOFWT7FAE6Q943       FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001469_CT_AIRB CKDHZ2X64EEBQCSP7013       FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001470_CT_AIRB EMQFUEY7DV1MVNKAUT87   DE3315658   FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001471_CT_AIRB 20S05OYHG0MQM4VUIC57       F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001472_CT_AIRB 2MNR4Q42DBL85U7RD221         Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001473_CT_AIRB A0WMBJD47C49E2JJOM88   DE4594648   FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001474_CT_AIRB 549300FNRIXILI56M704       0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001475_CT_AIRB 9C1X8XOOTYY2FNYTVH06       GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001476_CT_AIRB 3C7474T6CDKPR9K6YT90   NYCGECYUS   GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001477_CT_AIRB 2TGYMUGI08PO8X8L6150       GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001478_CT_AIRB 549300PDWRZX0BR28B12   DE4717789   GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001479_CT_AIRB L2EVHWFHVAQK72TMH265   DE4275413     Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001480_CT_AIRB 5493002BI0S2ZQUY3437       GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001481_CT_AIRB 7ZW8QJWVPR4P1J1KQY45       GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001482_CT_AIRB ENYF8GB5SMQZ25S06U51   DE2681775   HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001483_CT_AIRB KAO98FK89NPNNPQGUZ43   DE0497602   HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001484_CT_AIRB 549300NUB6D2R1ITYR45       HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001485_CT_AIRB 549300PD0C69OJ0NLB27       766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001486_CT_AIRB UASVRYNXNK17ULIGK870   DE0097017   AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001487_CT_AIRB WHKXQACZ14C5XRO8LW03       HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001488_CT_AIRB 5493003STKEZ2S0RNU91       HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001489_CT_AIRB ISRPG12PN4EIEOEMW547   DE2061772   HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001490_CT_AIRB KNX4USFCNGPY45LOCE31       4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001491_CT_AIRB VGRQXHF3J8VDLUA7XE92       IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001492_CT_AIRB F9HV8ZL85LRIQ6D60098   NVC7491-1980   IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001493_CT_AIRB 824LMFJDH41EY779Q875       IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001494_CT_AIRB 5493008IUOJ5VWTRC333         Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001495_CT_AIRB 24F6LSZD18II6ICG6S41         Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001496_CT_AIRB YB2O5TUONPB3W1X7WJ88       ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001497_CT_AIRB KD833U13JEIGETBW2749       JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001498_CT_AIRB 549300XR6O4ACB0KLV08         JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001499_CT_AIRB E0KSF7PFQ210NWI8Z391       DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001500_CT_AIRB 549300G0CFPGEF6X2043   NJ5106301000   JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001501_CT_AIRB 3LB2NG8VUULSCV2NO430       JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001502_CT_AIRB LONOZNOJYIBXOHXWDB86       K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001503_CT_AIRB AGX0G2MXE54NFNNICD28       KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001504_CT_AIRB MP3J6QPYPGN75NVW2S34       KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001505_CT_AIRB 549300PDHUGWPWGOT525   DE2301470     Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001506_CT_AIRB 5493005158BXZWGOX572       3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001507_CT_AIRB 549300JF6LPRTRJ0FH50       KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001508_CT_AIRB V1BYR0MM295ZFWYYS367       KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001509_CT_AIRB GR3KVMWVCR54YWQNXU90   DE0933796   LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001510_CT_AIRB         LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001511_CT_AIRB 5493007B9BM9ZXJINO78   DE4009151   LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001512_CT_AIRB DPRBOZP0K5RM2YE8UU08       LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001513_CT_AIRB WAFCR4OKGSC504WU3E95   NC0087443   LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001514_CT_AIRB 2RTSLGQ89VMY18RHX631         Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001515_CT_AIRB 1FRVQX2CRLGC1XLP5727   DE3395371   MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001516_CT_AIRB 3BNYRYQHD39K4LCKQF12   DE4750998   MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001517_CT_AIRB 225YDZ14ZO8E1TXUSU86   DE2798413   MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001518_CT_AIRB 54930073HKEO6GZBSS03       4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001519_CT_AIRB 549300XMP3KDCKJXIU47   DE0706226   MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001520_CT_AIRB 5GCSNMQXHEYA1JO8QN11   DE0585027   MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001521_CT_AIRB AR5L2ODV9HN37376R084   DE3390142   MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001522_CT_AIRB 549300VELLG24KHTJ564   DE0673809   MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001523_CT_AIRB UE2136O97NLB5BYP9H04       MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001524_CT_AIRB 549300WZWOM80UCFSF54   DE2417015   MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001525_CT_AIRB 4DL8C98Z5G5IXZLH3578       MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001526_CT_AIRB D56MRZY2INAN94ZONZ37       MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001527_CT_AIRB 4YV9Y5M8S0BRK1RP0397       MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001528_CT_AIRB INR2EJN1ERAN0W5ZP974   WA600413485   MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001529_CT_AIRB 54930073LBBH6ZCBE225       TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001530_CT_AIRB 549300DV9GIB88LZ5P30   VA05501796   KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001531_CT_AIRB NONUZEX43GHIPSVDD938   DE3174788   MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001532_CT_AIRB 6S552MUG6KGJVEBSEC55   DE0789650   MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001533_CT_AIRB MOM4570XTJ5YYX7JKH83   DE2977161   NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001534_CT_AIRB 549300VSP3RIX7FGDZ51       NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001535_CT_AIRB UMI46YPGBLUE4VGNNT48       NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001536_CT_AIRB 549300Z2ZSKKGUE3J147       NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001537_CT_AIRB ZHUWIE4VK4MIYES0UG62   IN2000033100151   NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001538_CT_AIRB 7D6DIU2QXTUJRFNNJA49   CAC1059173   7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001539_CT_AIRB 02VFQXG2D1LR5ZH3K186       NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001540_CT_AIRB 549300S3IZB5P35KNV16   WA178071138   JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001541_CT_AIRB RIMU48P07456QXSO0R61       NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001542_CT_AIRB 6B6FQLPMMKB14LX6NY57         Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001543_CT_AIRB 549300GGJCRSI2TIEJ46       NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001544_CT_AIRB IM7X0T3ECJW4C1T7ON55       OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001545_CT_AIRB 52990006VBKYFQMQJX90   KvK 34311273 0000   OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001546_CT_AIRB HKUPACFHSSASQK8HLS17       OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001547_CT_AIRB 1Z4GXXU7ZHVWFCD8TV52   DE2457805   ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001548_CT_AIRB 549300TOPQ8NG4HGVK16         Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001549_CT_AIRB PH3S12DWZBHHQKVYZ297   WA177005077   PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001550_CT_AIRB KDTEY8BWE486IKZ3CC07       PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001551_CT_AIRB SGY07Y7FNYBNLM6Z1M11   OR085297-86   BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001552_CT_AIRB 5493002CONDB4N2HKI23       PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001553_CT_AIRB EJCO258LNNVSKAR2JX59   DE2864939   BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001554_CT_AIRB FJSUNZKFNQ5YPJ5OT455   NC0198463   PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001555_CT_AIRB 765LHXWGK1KXCLTFYQ30       PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001556_CT_AIRB 8YQ2GSDWYZXO2EDN3511         PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001557_CT_AIRB HL3H1H2BGXWVG3BSWR90   VA0670281-5   PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001558_CT_AIRB TWSEY0NEDUDCKS27AH81         Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001559_CT_AIRB 549300N2O26NW4ST6W55   DE0101728   PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001560_CT_AIRB 5MRSWZYSSE4064ED3F25         Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001561_CT_AIRB 549300BKPEP01R3V6C59   PA284424   PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001562_CT_AIRB ZU69GUVJQGZ6Z1UOOO79       PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001563_CT_AIRB 6S3X7J22E861RNTJSA74       3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001564_CT_AIRB 2572IBTT8CCZW6AU4141       PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001565_CT_AIRB 5PRBRS5FEH7NREC8OR45   NJ0100802453   PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001566_CT_AIRB PUSS41EMO3E6XXNV3U28       PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001567_CT_AIRB 123WALMHY1GZXG2YDL90       PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001568_CT_AIRB 8MCWUBXQ0WE04KMXBX50   DE2249088   DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001569_CT_AIRB HO1QNWM0IXBZ0QSMMO20       RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001570_CT_AIRB YR6K3WJN0KKLUPZSNL57   DE0472015   RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001571_CT_AIRB NKNQHM6BLECKVOQP7O46       RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001572_CT_AIRB PQQ60KVT5SJX0ETQT497       RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001573_CT_AIRB VH3R4HHBHH12O0EXZJ88       ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001574_CT_AIRB 549300LJXD867XMVE759       ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001575_CT_AIRB K2NEH8QNVW44JIWK7Z55   C-38863   RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001576_CT_AIRB 549300TJCKW4BRXPJ474       RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001577_CT_AIRB 549300VXRTBPBK07QT94       0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001578_CT_AIRB ZXJ6Y2OSPZXIVGRILD15   FL590739250   R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001579_CT_AIRB 549300NKZ6VCN5P3K723   DE2096948   SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001580_CT_AIRB RLTHESQ0RNFQJWPBJN60   DE2258732   SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001581_CT_AIRB Q0M0CZB4YN6JZ65WXI09       SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001582_CT_AIRB PBBKGKLRK5S5C0Y4T545   CAC1991515   SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001583_CT_AIRB KAF673KJXD92C8KSLU49       SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001584_CT_AIRB MR92GTD0MJTTTTQDVG45   DE2360269     Simon Property Group, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001585_CT_AIRB HHWAT5TDOYZMM26KKQ73       SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001586_CT_AIRB 549300FC3G3YU2FBZD92         Southern Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001587_CT_AIRB EFWMP121W54QV9MGOP87   DE4116263   SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001588_CT_AIRB P761FCI0CPOG24I8JE10       SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001589_CT_AIRB 549300DJ09SMTO561131       SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001590_CT_AIRB XQM2JINI1UL7642TU573       SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001591_CT_AIRB 5493002F0SC4JTBU5137   MI148492   SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001592_CT_AIRB 549300TXO070764WUH65       SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001593_CT_AIRB YF6ZV0M6AU4FY94MK914       SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001594_CT_AIRB 5RGWIFLMGH3YS7KWI652       SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001595_CT_AIRB 8WDDFXB5T1Z6J0XC1L66       TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001596_CT_AIRB 6HL0C5LCIE4TN8UZHL06   DE2980513   TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001597_CT_AIRB UUL85LWXB4NGSWWXIQ25       TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001598_CT_AIRB YAWJZJYEQ7M1SYMOS462   DE2106001   TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001599_CT_AIRB CMTK1YBYNLPLIS3QLI53       TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001600_CT_AIRB 549300VFZ8XJ9NUPU221         The Estee Lauder Companies US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001601_CT_AIRB HCHV7422L5HDJZCRFL38   DE0558016   TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001602_CT_AIRB KNG3XRAA0RHN9H62OK76       TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001603_CT_AIRB B0I35MLPFXZSE70ASS73       TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001604_CT_AIRB 549300V2JRLO5DIFGE82   DE3058821   DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001605_CT_AIRB R1JB4KXN77XFCXOQKV49   DE7324254   TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001606_CT_AIRB 3NWOXIHJSQCX0SM5Z749   DE3589359   TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001607_CT_AIRB G8NWFN4YP7CR6FOP4886         Tupperware Brands Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001608_CT_AIRB WD6L6041MNRW1JE49D58       TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001609_CT_AIRB MYF1DAS6G5WY7PRWCU78   DE0945814   ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001610_CT_AIRB K1OQBWM7XEOO08LDNP29   DE0890080   UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001611_CT_AIRB D01LMJZU09ULLNCY6Z23       UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001612_CT_AIRB JNLUVFYJT1OZSIQ24U47       X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001613_CT_AIRB I07WOS4YJ0N7YRFE7309       UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001614_CT_AIRB 549300VSXHFQVR770L55   DE4426189     Univar Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001615_CT_AIRB 549300BZXZ66F6DTIF20   VA0016487-1   UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001617_CT_AIRB KOO0397YRO83WY5MGD97       VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001618_CT_AIRB 549300XTO5VR8SKV1V74       VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001619_CT_AIRB 2S72QS2UO2OESLG6Y829       VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001620_CT_AIRB CWAJJ9DJ5Z7P057HV541       VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001621_CT_AIRB X0ST5BPF0CZG9FE5OV61       VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001623_CT_AIRB CQKUMNNZVDJLRYV2PT43         Virginia Electric & Power Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001624_CT_AIRB 549300JZ4OKEHW3DPJ59       V US Equity Visa Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001625_CT_AIRB 549300BMOJ05INE4YK86   DE2669712     Vornado Realty L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001626_CT_AIRB 549300UUPJ2NXDB68M19   DE0911551     VW Credit, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001627_CT_AIRB Y87794H0US1R65VBXU25       WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001628_CT_AIRB 7260JQNI6SCF9FIV2392       DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001629_CT_AIRB IQN3XTJNANI73KWRED03         Walter Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001630_CT_AIRB 549300YX8JIID70NFS41       WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001631_CT_AIRB 3CYEJKBUJZO3UW777J80   DE3797582     WEA Finance LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001632_CT_AIRB WHENKOULSSK7WUM60H03       WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001633_CT_AIRB D3W7PCXCBRQLL17DZ313         World Fuel Services Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001634_CT_AIRB T4VNTWMFQ7JQB65L7T35   DE3664441   WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001635_CT_AIRB LGJNMI9GH8XIDG5RCM61   MN37-AA   XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001636_CT_AIRB 4KF48RN45X1OO8UBLY20       XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001637_CT_AIRB 6EY4K7ZMF9UX1CU6KC79       XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001638_CT_AIRB 549300DF5MV96DRYLQ48       XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001639_CT_AIRB 2P2YLDVPES3BXQ1FRB91   DE3343799   ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001640_CT_AIRB 549300HD9Q1LOC9KLJ48       ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001641_CT_AIRB 5493007CO5W5OBFG7L21         RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001642_CT_AIRB 549300QSUNKAEBMYIR16         RAVAGO S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001643_CT_AIRB 549300O3SGMD4K45DN61     BE 0404621642   ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001644_CT_AIRB 54930031IF9XW7PCY637     BE 0403992231   Atlas Copco Airpower BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001645_CT_AIRB 549300PR82EONF1NKE18     BE 0473566965   BELFIMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001646_CT_AIRB 549300UOBXCS79E82606     BE 0404535431   Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001647_CT_AIRB 549300VSM2RG55U2QU15     BE 0400853488   BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001648_CT_AIRB 5493007ZLRNTTT9B6384         Carrefour Finance SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001649_CT_AIRB 529900P0HVIO92I8AU52     BE 0422362447   COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001650_CT_AIRB 549300VWVXR1GOHG0E16     BE 0425702910   COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001651_CT_AIRB 5493003N7PPOYDZI1G90     BE 0400464795   COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001652_CT_AIRB 5299009GDDJ20VCTA286     BE 0404411707   CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001653_CT_AIRB 549300NF0J86QSGBSV95     BE 0413572663   DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001654_CT_AIRB 549300KT827RUL680A73     BE0428741087   D'IETEREN Treasury BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001655_CT_AIRB 5493000G720YN71E2S86     BE 0435305514   DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001656_CT_AIRB 529900YOYR5FW12UBJ80     BE 0471811661   EDF Luminus BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001657_CT_AIRB 549300F203XBWYK45D98     BE 0411515075   Emmaüs vzw BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001658_CT_AIRB 529900T3V512W5JEJF78     BE 0406183144   Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001659_CT_AIRB 5493006GOR72R0ZYBN98     BE 0860409202   EXMAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001660_CT_AIRB 52990071WX2UW1WNHC16     BE 0402954628   FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001661_CT_AIRB 529900RL1B6NSLKU7P45     BE 0821382439   FLUXYS FINANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001662_CT_AIRB 549300EL1OTYCHBFUV17     BE 0442100363   GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001663_CT_AIRB 549300AS6JDY8GAUB274     BE 0831958211   GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001664_CT_AIRB 6IM6CQKADLNCQGUEU352     BE0439255986   GEMS Services SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001665_CT_AIRB 549300UFHGFY5IOON989     BE 0220324117   Gimv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001666_CT_AIRB 5493004EAZQ20FYJKT70     BE 0438202052   greif services belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001667_CT_AIRB 5299004FBX5DGG463D98     BE 0430060188   HERAEUS ELECTRO - NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001668_CT_AIRB 5493002TTO3072KC6L60     BE 0402220594   Hewlett - Packard Belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001669_CT_AIRB 549300VI27GGJFIOCP26     BE 0440113348   INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001670_CT_AIRB 5493002RVRZ1S3CPUI26     BE 0428750985   ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001671_CT_AIRB 54930073JZQL85NE3817     BE 0222343301   IVERLEK BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001672_CT_AIRB 549300YEC7519H8CBF72     BE 0473587751   J.C. General Services CVBA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001673_CT_AIRB 549300U0BLKP6Y8LPX16     BE 0404778426   Katoen Natie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001674_CT_AIRB 529900X1VAF3IXDZJ071         LE PEIGNE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001675_CT_AIRB 549300ROPVHSEKEMW107     BE 0807049797   LOCORAIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001676_CT_AIRB 549300L6DOLPEQSOI005     BE 0405580655   MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001677_CT_AIRB 5493007JS0ZHJVBUWP18     BE 0456810810   MOBISTAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001678_CT_AIRB 549300V3ES7BVGYNRZ58     BE 0413630071   N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001679_CT_AIRB 529900P78BT1RIIYWY69     BE 0458885719   NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001680_CT_AIRB 549300XHGK09MEWMOL68     BE 0419457296   Ontex bvba BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001681_CT_AIRB 5299009CBE6VJXABZS81     BE 0436410522   RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001682_CT_AIRB 529900P4SONA6KVTRT86     BE 0428343981   RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001683_CT_AIRB 529900LK4T42CNH2U882     BE 0434475767   S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001684_CT_AIRB 529900FTYUE9QOXMU884     BE 0434284638   SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001685_CT_AIRB 549300CCKFF44A550J72     BE 0400747580   SARENS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001686_CT_AIRB 549300JTFH1WHCEMIN40     BE 0407139583   SD WORX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001687_CT_AIRB HB7FFAZI0OMZ8PP8OE26     BE 0413330856   Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001688_CT_AIRB 213800IS5GA1OZ8RBM85     BE 0473416418   TELENET nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001689_CT_AIRB 529900R7MYQQO8CHR962     BE 0403063902   TOTAL BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001690_CT_AIRB 5299003N2SCVNU16O909     BE 0403079441   Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001691_CT_AIRB 549300ZSTW3D1UXOXY91     BE 0412639681   TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001693_CT_AIRB 549300J5X4E65PJHE355     BE 0464538245   VPK SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001694_CT_AIRB 5493002MUOV04NSPT571 2796756-1       RBC INVESTOR SERVICES TRUST CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001695_CT_AIRB 549300G6ZUFBJVLAJQ46         MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001696_CT_AIRB 5299009K1FINARYDEC72         RENAULT FINANCE SA CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001697_CT_AIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685     Schweizerische Rückversicherungs-Gesellschaft AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001698_CT_AIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498     LBBW Dublin Management GmbH DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001699_CT_AIRB 529900GHE5268QPEOH13 2537992-6 HRB106727     LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001700_CT_AIRB 529900USFSZYPS075O24 1144838-8 HRB3790     VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001701_CT_AIRB 549300Y5BJOTCMUYT658         ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001702_CT_AIRB 969500KY4MRVCLM9HE48         EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001703_CT_AIRB 529900QI55ZLJVCMPA71         TOTAL CAPITAL FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001704_CT_AIRB 2138006E2VG89XLORJ06   02366682     YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001705_CT_AIRB 549300BPQYQ838KE1X51         UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001706_CT_AIRB 213800SKZTSE2L1BII69         THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001707_CT_AIRB 0YQH6LCEF474UTUV4B96   KvK 34313428 0000     ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001708_CT_AIRB 4ME66GO1Q4T87C52WS37   KvK 33134831 0000     GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001709_CT_AIRB         1310Z AR Equity Argentina AR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001710_CT_AIRB         1525Z AU Equity Australia AU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001711_CT_AIRB         1480Z AV Equity Austria AT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001712_CT_AIRB         43886Z BD Equity Bangladesh BD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001713_CT_AIRB         111136Z BB Equity Belgium BE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001714_CT_AIRB         1323Z BZ Equity Brazil BR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001715_CT_AIRB         129225Z BU Equity Bulgaria BG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001716_CT_AIRB         80710Z CN Equity Canada CA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001717_CT_AIRB         45793Z CI Equity Chile CL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001718_CT_AIRB         PRCH CH Equity China CN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001719_CT_AIRB         1153Z CB Equity Colombia CO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001720_CT_AIRB         1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001721_CT_AIRB         1271Z DC Equity Denmark DK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001722_CT_AIRB         1083Z EY Equity Egypt EG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001723_CT_AIRB         1000Z ET Equity Estonia EE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001724_CT_AIRB         1306Z FH Equity Finland FI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001725_CT_AIRB         223727Z FP Equity France FR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001726_CT_AIRB         3413Z GR Equity Germany DE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001727_CT_AIRB         1004Z GA Equity Greece GR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001728_CT_AIRB         1182Z HB Equity Hungary HU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001729_CT_AIRB         1504Z IN Equity India IN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001730_CT_AIRB         1133Z IJ Equity Indonesia ID Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001731_CT_AIRB         1266Z ID Equity Ireland IE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001732_CT_AIRB         3343943Z IT Equity Israel IL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001733_CT_AIRB         2103Z IM Equity Italy IT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001734_CT_AIRB         JAPZ JP Equity Japan JP Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001735_CT_AIRB         1001Z KN Equity Kenya KE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001736_CT_AIRB         3344606Z LR Equity Latvia LV Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001737_CT_AIRB         1092Z LH Equity Lithuania LT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001738_CT_AIRB         1110Z LX Equity Luxembourg LU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001739_CT_AIRB         1124Z MK Equity Malaysia MY Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001740_CT_AIRB         5753Z US Equity Malta MT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001741_CT_AIRB         1426Z MM Equity Mexico MX Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001742_CT_AIRB         1096Z MC Equity Morocco MA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001743_CT_AIRB         1533Z NA Equity Netherlands NL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001744_CT_AIRB         46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001745_CT_AIRB         1233Z NO Equity Norway NO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001746_CT_AIRB         279379Z PM Equity Philippines PH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001747_CT_AIRB         1084Z PW Equity Poland PL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001748_CT_AIRB         1174Z PL Equity Portugal PT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001749_CT_AIRB         1089Z RO Equity Romania RO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001750_CT_AIRB         4458Z RU Equity Russia RU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001751_CT_AIRB         3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001752_CT_AIRB         1545Z SP Equity Singapore SG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001753_CT_AIRB         1023Z SK Equity Slovakia SK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001754_CT_AIRB         1091Z SV Equity Slovenia SI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001755_CT_AIRB         50184Z SJ Equity South Africa ZA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001756_CT_AIRB         ROKZ KS Equity South Korea KR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001757_CT_AIRB         1841Z SM Equity Spain ES Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001758_CT_AIRB         204283Z EK Equity Sudan SD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001759_CT_AIRB         1179Z SS Equity Sweden SE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001760_CT_AIRB         344758Z SW Equity Switzerland CH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001761_CT_AIRB         116657Z TT Equity Taiwan TW Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001762_CT_AIRB         1179Z TB Equity Thailand TH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001763_CT_AIRB         114144Z TI Equity Turkey TR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001764_CT_AIRB         1089Z UZ Equity Ukraine UA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001765_CT_AIRB         3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001766_CT_AIRB         6152Z LN Equity United Kingdom GB Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001768_CT_AIRB         3352Z US Equity United States US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001769_CT_AIRB         1069Z VC Equity Venezuela VE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001770_CT_AIRB         231715Z VN Equity Vietnam VN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001771_CT_AIRB ZTMSNXROF84AHWJNKQ93         INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GG_0001772_CT_AIRB QKL54NQY28TCDAI75F60         INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001773_CT_AIRB BFXS5XCH7N0Y05NIXW11       3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001774_CT_AIRB       CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001775_CT_AIRB 3U8WV1YX2VMUHH7Z1Q21     IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001776_CT_AIRB 5299009N55YRQC69CN08     GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001777_CT_AIRB JHE42UYNWWTJB8YTTU19     AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001778_CT_AIRB 549300CTUU1RFXHQJE44     US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001779_CT_AIRB JU1U6S0DG9YLT7N8ZV32     PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001780_CT_AIRB QE0Q0253K88YAGNPE356     BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001781_CT_AIRB 5493006P8PDBI8LC0O96     IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001782_CT_AIRB 9DJT3UXIJIZJI4WXO774     US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001783_CT_AIRB 54930053HGCFWVHYZX42     CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001784_CT_AIRB       CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001785_CT_AIRB CO6GC26LCGGRTUESIP55     HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001786_CT_AIRB Q2GQA2KF6XJ24W42G291     IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001787_CT_AIRB NQQ6HPCNCCU6TUTQYE16     CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001788_CT_AIRB WFLLPEPC7FZXENRZV188     US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001789_CT_AIRB L3I9ZG2KFGXZ61BMYR72     CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001790_CT_AIRB 549300685QG7DJS55M76     ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001791_CT_AIRB VWMYAEQSTOPNV0SUGU82     ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001792_CT_AIRB G5GSEF7VJP5I7OUK5573     GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001794_CT_AIRB VDYMYTQGZZ6DU0912C88 1103165-5     BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001795_CT_AIRB K8MS7FD7N5Z2WQ51AZ71     ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001796_CT_AIRB A5GWLFH3KM7YV2SFQL84       CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001797_CT_AIRB R0MUWSFPU8MPRO8K5P83     FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001798_CT_AIRB 9695005MSX1OYEMGDF46       3692594z fp equity BPCE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001799_CT_AIRB 7CUNS533WID6K7DGFI87     ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001800_CT_AIRB 2IGI19DL77OX0HC3ZE78     CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001801_CT_AIRB       CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001802_CT_AIRB 5493001KQW6DM7KEDR62     CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001803_CT_AIRB       CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001804_CT_AIRB 549300MKO5B60FFIHF58     CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001805_CT_AIRB 549300HBUGSQD1VCXG94     CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001806_CT_AIRB 6SHGI4ZSSLCXXQSBB395     US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001807_CT_AIRB 851WYGNLUQLFZBSYGB56 1106139-7   DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001808_CT_AIRB MSFSBD3QN1GSN7Q6C537     AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001809_CT_AIRB 969500TJ5KRTCJQWXH05     FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001810_CT_AIRB 9695000CG7B84NLR5984       CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001811_CT_AIRB ANGGYXNX0JLX3X63JN86     CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001812_CT_AIRB MAES062Z21O4RZ2U7M96     DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001813_CT_AIRB 7LTWFZYICNSX8D621K86 1106989-5   DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001814_CT_AIRB 549300GKFG0RYRRQ1414     NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001815_CT_AIRB 529900HNOAA1KXQJUQ27 1107041-4   DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001816_CT_AIRB JEUVK5RWVJEN8W0C9M24     GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001817_CT_AIRB PQOH26KWDF7CG10L6792     AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001818_CT_AIRB 549300GGF3CSCFS5UT61     PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001819_CT_AIRB THRNG6BD57P9QWTQLG42     US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001820_CT_AIRB 784F5XWPLTWKTBV3E584     US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001821_CT_AIRB MLU0ZO3ML4LN2LL2TL39     GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001823_CT_AIRB       CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001824_CT_AIRB 5493002ERZU2K9PZDL40     CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001825_CT_AIRB 3TK20IVIUJ8J3ZU0QE75     NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001826_CT_AIRB 2W8N8UU78PMDQKZENC08     IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001827_CT_AIRB 635400DTNHVYGZODKQ93       ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001828_CT_AIRB BZO2P8KHO2O10H5QQ663     BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001829_CT_AIRB 8I5DZWZKVSZI1NUHU748     US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001830_CT_AIRB 3M5E1GQGKL17HI6CPN30     DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001831_CT_AIRB 213800X3Q9LSAKRUWY91     BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001832_CT_AIRB 549300XXMOJSIW8P4769     KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001833_CT_AIRB B81CK4ESI35472RHJ606 1001144-3     2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001834_CT_AIRB 549300PPXHEU2JF0AM85     GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001836_CT_AIRB 4ZHCHI4KYZG2WVRT8631     AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001837_CT_AIRB PSNL19R2RXX5U3QWHI44 1012492 343508 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001838_CT_AIRB       JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001839_CT_AIRB RB0PEZSDGCO3JS6CEU02     JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001840_CT_AIRB J4CP7MHCXR8DAQMKIL78     IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001841_CT_AIRB IGJSJL3JD5P30I6NJZ34     US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001842_CT_AIRB F8SB4JFBSYQFRQEH3Z21     AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001843_CT_AIRB 549300XFX12G42QIKN82       0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001845_CT_AIRB 549300B3CEAHYG7K8164     JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001846_CT_AIRB DSNHHQ2B9X5N6OUJ1236 1124864-8     2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001847_CT_AIRB 6SCPQ280AIY8EP3XFW53     SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001848_CT_AIRB 549300GLF98S992BC502     US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001849_CT_AIRB 7437003B5WFBOIEFY714         OP Osuuskunta FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001850_CT_AIRB CFGNEKW0P8842LEUIA51     US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001851_CT_AIRB DG3RU1DBUFHT4ZF9WN62       682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001852_CT_AIRB EVOYOND2GGP3UHGGE885     AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001853_CT_AIRB ES7IP3U3RHIGC71XBU11     CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001854_CT_AIRB 2138005O9XJIJN4JPN90     GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001856_CT_AIRB 5493006QMFDDMYWIAM13     ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001857_CT_AIRB 549300WE6TAF5EEWQS81     RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001858_CT_AIRB F3JS33DEI6XQ4ZBPTN86     SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001859_CT_AIRB       CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001860_CT_AIRB O2RNE8IBXP4R0TD8PU41     FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001861_CT_AIRB U4LOSYZ7YG4W3S5F2G91     GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001863_CT_AIRB 5493001JZ37UBBZF6L49     INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001864_CT_AIRB 549300ZFEEJ2IP5VME73     US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001865_CT_AIRB       JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001866_CT_AIRB 7E1PDLW1JL6TS0BS1G03     US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001867_CT_AIRB NHBDILHZTYCNBV5UYZ31     SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001868_CT_AIRB M312WZV08Y7LYUC71685     SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001869_CT_AIRB GP5DT10VX1QRQUKVBK64     DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001870_CT_AIRB         NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001871_CT_AIRB PT3QB789TSUIDF371261     CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001872_CT_AIRB N1GZ7BBF3NP8GI976H15     US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001873_CT_AIRB 81560097964CBDAED282       UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001874_CT_AIRB BFM8T61CT2L1QCEMIK50       UBSN VX EQUITY UBS CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001875_CT_AIRB 549300TRUWO2CD2G5692     IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001876_CT_AIRB IO66REGK3RCBAMA8HR66     SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001877_CT_AIRB       RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001878_CT_AIRB PBLD0EJDB5FWOLXP3B76     US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001879_CT_AIRB EN5TNI6CI43VEPAMHL14     AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001880_CT_AIRB       KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001881_CT_AIRB 2138002Y3WMK6RZS8H90         NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001882_CT_AIRB A6NZLYKYN1UV7VVGFX65     BE 0404453574   Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001883_CT_AIRB 529900WPR59SSV2AOJ29     BE 0414392710   BNP Paribas Fortis Factor BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001884_CT_AIRB KGCEPHLVVKVRZYO1T647     BE 0403199702   BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001885_CT_AIRB 549300OZ46BRLZ8Y6F65     BE 0429875591   Euroclear Bank SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001886_CT_AIRB JLS56RAMYQZECFUF2G44     BE 0403200393   ING BELGIUM SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001887_CT_AIRB 5493008QOCP58OLEN998     BE 0404453475   Investar BE Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001888_CT_AIRB 6B2PBRV1FCJDMR45RZ53     BE 0462920226   KBC BANK NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001889_CT_AIRB Q5BP2UEQ48R75BOTCB92         Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001890_CT_AIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242     UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001891_CT_AIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148     Unicredit Bank AG DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001892_CT_AIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819     VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001893_CT_AIRB CXW2O4H2U3MBVXMY1773         NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001894_CT_AIRB 969500VHCVGOH0RM3X42         AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001895_CT_AIRB 549300WCGB70D06XZS54         BNP Paribas Securities Services FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001896_CT_AIRB 1VUV7VQFKUOQSJ21A208         CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001897_CT_AIRB F4G136OIPBYND1F41110         DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001898_CT_AIRB KX1WK48MPD4Y2NCUIZ63         NATIXIS SA FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001899_CT_AIRB QP3XKRKS0CX2T3O07L95   02857033     CARGILL GLOBAL FUNDING PLC GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001900_CT_AIRB 549300ZT0RVWCG8T4L55   03196171     CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001901_CT_AIRB TXDSU46SXBWIGJ8G8E98   00995939     RBC EUROPE GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001902_CT_AIRB 0LC1OXN013FUKQASJB58 1466050-0       ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001903_CT_AIRB 2HI3YI5320L3RW6NJ957 1116658-4       THE HONGKONG AND SHA HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001904_CT_AIRB N1FBEDJ5J41VKZLO2475       3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001905_CT_AIRB HRRVUBV0XN84YQZT6245     XS0227637500   DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001906_CT_AIRB EQYXK86SF381Q21S3020       3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001907_CT_AIRB 549300F99IL9YJDWH369 1105105-9       HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001908_CT_AIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846     THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001909_CT_AIRB 549300OL514RA0SXJJ44   B9248     CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001910_CT_AIRB 5493006YXS1U5GIHE750         European Investment Bank LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001911_CT_AIRB 549300X34UUBDEUL1Z91       XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001912_CT_AIRB G8ZTNESVNKW4NN761W05   KvK 33170459 0000     ABN AMRO CLEARING BANK NV NL Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001913_CT_AIRB X3CZP3CK64YBHON1LE12   KvK 33002587 1594     THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001914_CT_AIRB HZSN7FQBPO5IEWYIGC72         ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001915_CT_AIRB 54930044PULMORCKB765         SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001916_CT_AIRB CWZ8NZDH5SKY12Q4US31         Citibank AS TR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001917_CT_AIRB B4TYDEB6GKMZO031MB27         Bank of America NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001918_CT_AIRB HPFHU0OQ28E4N0NFVK49         BANK OF NEW YORK MELLON US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001919_CT_AIRB E57ODZWZ7FF32TWEFA76         Citibank NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001920_CT_AIRB 7H6GLXDRUGQFU57RNE97   KvK 33278302 0000     JPMorgan Chase Bank N US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001921_CT_AIRB 571474TGEMMWANRLN572 1203023-5       STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000001_CR_FIRB   1040 58237v   0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000002_CR_FIRB 5299005VO3GJ18GL5F14 8670870 310593f     AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000003_CR_FIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000004_CR_FIRB 529900LMTI8YSE62EI88       LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000005_CR_FIRB 5299004QD601B8U1HD44 131830 109445z     Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000006_CR_FIRB 529900J7EWWGQ375DL84 2410 53507m     AVL List GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000007_CR_FIRB   226424 58036y     Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000008_CR_FIRB   160431 89102h     BENE AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000009_CR_FIRB 529900ZAFSOBVFCKF263   319670d   0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000010_CR_FIRB 5299000SY4448XU04857 847216 86959g     CAG Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000011_CR_FIRB 5299003V84MVB5A3C324 5762600 231192p     CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000012_CR_FIRB 529900G8XM6H1XVZBJ73 67504 99639d     Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000013_CR_FIRB 529900VN62L73X2OJX85 5200326 212163f     conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000014_CR_FIRB   7161956 270027z     DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000015_CR_FIRB   76350 67493f     dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000016_CR_FIRB 5299002NFQKOBT1E8569 3570614 156765m     DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000017_CR_FIRB 5299004ARAOQMGTWCI13 125709 70342w     Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000018_CR_FIRB 54930060U4XOVED1T359         OMV Gas Marketing & Trading GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000019_CR_FIRB 529900WJZJAEI0VBLP60         Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000020_CR_FIRB 52990048A4N0S24VG982 159026 42973x     Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000021_CR_FIRB 529900N8OA1GVSR5R946 30988 76532y     Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000022_CR_FIRB 529900BMPGUGAFYYAV45 6106 126805d     Energie Burgenland AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000023_CR_FIRB 529900WID59A60HHYX13 2795493 145825z     Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000024_CR_FIRB 529900P4JZBFEVNEAE60       EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000025_CR_FIRB   9907106 347483f     Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000026_CR_FIRB 549300FQ2ILBH7DJ6I45 1754530 42984m     Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000027_CR_FIRB 529900RJAN0LNMW7Q775 1312138 89381v     HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000028_CR_FIRB 5299000X53SAWQMDFF06 58114 26451z     Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000029_CR_FIRB   1640348 47654f     Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000030_CR_FIRB 529900RQJADHH91ABP14 2777363 144991y     Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000031_CR_FIRB 529900DSSMPIR6R3GO43 130311 64543t     J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000032_CR_FIRB 5299008ARRNJFPBNTM78 4155033 178368g     Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000033_CR_FIRB 529900A9NX1TM65N4176 21369 99133i     KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000034_CR_FIRB   1376136 94579m     Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000035_CR_FIRB   25798 32725a     Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000036_CR_FIRB   1216520 106825x     Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000037_CR_FIRB 529900JYVV57QBKV9G11 1991078 35673k     MFC Commodities GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000038_CR_FIRB 529900WFARKZGRCQ8652         MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000039_CR_FIRB 213800CUWJ54846X6779 1760513 40450k     Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000040_CR_FIRB 529900UUANUJ60MNMX97   71396w   7716424Z AV EQUITY ÖBB - Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000041_CR_FIRB 529900UOHXZ1BIORCV04 6467385 248742y     ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000042_CR_FIRB 529900B76VL5KG71J029 6515541 250198p     ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000043_CR_FIRB 529900UZY47TEIFNF978 6496644 249666g     ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000044_CR_FIRB 549300V62YJ9HTLRI486   93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000045_CR_FIRB   3512231 154148p     Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000046_CR_FIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000047_CR_FIRB   957313 115289v     QuadraCir AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000048_CR_FIRB 5299000HTNHA5ACH9N32 1074393 56247t   495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000049_CR_FIRB 529900ENFTO28GS3KF76 1813722 78563i     Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000050_CR_FIRB 5299005U4ZMMSYUJ5G02 7113951 267218v     ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000051_CR_FIRB 5493000C4S664YT7T556 38229 51350s     Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000052_CR_FIRB 549300XBCUMUR5CI0181         Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000053_CR_FIRB 5299002XAOMQWAIZMA51 271020 128056v     Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000054_CR_FIRB 52990021T5LVTQOGSU18 39594 60562m     Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000055_CR_FIRB 52990020WIPPT0HC0V31         Steinhoff Europe AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000056_CR_FIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000057_CR_FIRB 529900BTWJ6SISLJ5854 5880980 235264b     SWARCO AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000058_CR_FIRB 529900SCL1LJL8PZNI48 501247 83175t     Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000059_CR_FIRB 529900V54UV5XQUK5S85   FN155563W   TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000060_CR_FIRB 529900OOW8ELHOXWZP82       UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000061_CR_FIRB 549300IFXHQIB5POT565 3734340 162844b     VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000062_CR_FIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000063_CR_FIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000064_CR_FIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038   6830553Z AV EQUITY Voith Turbo GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000065_CR_FIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000066_CR_FIRB 529900OS67T49AW45S74 194255 121150m   665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000067_CR_FIRB 529900OJFTLS1RYWIF55 9565779 336561v     XXXLutz KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000068_CR_FIRB 529900IIODYNYAZ2ID26         ZUMTOBEL AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000069_CR_FIRB 54930002QM8QVWM56E14         Amcor Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000070_CR_FIRB WZE1WSENV6JSZFK0JC28       BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000071_CR_FIRB         6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000072_CR_FIRB JOR7RJTXUXBRJ4UA5G70       CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000073_CR_FIRB 549300HPMK7UWN02N804   PA3337938   CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000074_CR_FIRB         LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000075_CR_FIRB ACMHD8HWFMFUIQQ8Y590       MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000076_CR_FIRB ZSN2LWNPYW6ISMRUC664       ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000077_CR_FIRB 5493008XVFHYYV0YHN70       HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000078_CR_FIRB YLXNW6TI6QSK1H8H0N82       QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000079_CR_FIRB     520433129   SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000080_CR_FIRB PCTXNQGRJVR3OG33JG65       TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000081_CR_FIRB 5493003L32ZX9557ST85       WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000082_CR_FIRB QNWEWQBS7HP85QHXQL92         Woolworths Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000083_CR_FIRB G05OZ4J4E05KDATL0J93         AG Insurance BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000084_CR_FIRB 549300IHBDUTUNQJJB79 16342     AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000085_CR_FIRB 549300N22C0GCT5BUD97 26198       AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000086_CR_FIRB   116163       ALBELEC BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000087_CR_FIRB   225626       ALCATAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000088_CR_FIRB 5493008H3828EMEXB082       ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000089_CR_FIRB 549300BKDDQ56JWCBT72 1098030       AQUAFIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000090_CR_FIRB 549300B4HNIJSAWU1C95 1138391       ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000091_CR_FIRB 213800R1F1EJYM4ICO85   444734706 BE 0444734706   Barry Callebaut Services BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000092_CR_FIRB 549300CWRXC5EP004533       BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000093_CR_FIRB 549300R9I8GUZLNIV408   890082292     Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000094_CR_FIRB   433287       CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000095_CR_FIRB   81095       CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000096_CR_FIRB 549300IP2F5TKUC0GF38 82988       CHEMITEX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000097_CR_FIRB 549300TM914CSF6KI389 149177     COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000098_CR_FIRB   184723       COLLIGNON ENG. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000099_CR_FIRB   201775       COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000100_CR_FIRB 213800DMG7PUQHINO388     BE 0401641663   Louis Delhaize - Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000101_CR_FIRB   255648       DOD BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000102_CR_FIRB   1145532       EDIFICIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000103_CR_FIRB T0YOOBZO4L6YAD6SAV65 14206 403170701   ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000104_CR_FIRB 549300JC3HI3K7ZSYU66 1329681       ELEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000105_CR_FIRB 549300S1MP1NFDIKT460     BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000106_CR_FIRB 5493001XW6MSHRMFLU28       ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000107_CR_FIRB 549300VO7PUETX031S03 10309   BE 0860004176   ETEXCO SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000108_CR_FIRB   13771       ETS DE SIMONE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000109_CR_FIRB 52990053AH5LF0YZWD07         Euler Hermes Europe BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000110_CR_FIRB 549300D80RYON74MEJ03 18181     EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000111_CR_FIRB 8RDWFWPP4PLMZ5PPQH32         Fluxys G SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000112_CR_FIRB   25281       G EN J VASTGOED BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000113_CR_FIRB   65807       HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000114_CR_FIRB 549300M48VNC2Z0MDG47 71844       HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000115_CR_FIRB 549300GR6U0KHJD7DG07         IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000116_CR_FIRB   84089       INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000117_CR_FIRB   85640       JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000118_CR_FIRB   111717       M.G.S. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000119_CR_FIRB 5493004FKZI586397240         Magotteaux International SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000120_CR_FIRB 549300Q80KFPKZC6BQ79 144096       MENOUQUIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000121_CR_FIRB   166601       N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000122_CR_FIRB 5493002HHHFTG6G3BG36     BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000123_CR_FIRB   168945       OPIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000124_CR_FIRB   192350       PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000125_CR_FIRB 54930064JCEXFA8M0W31 202291   BE 0405747040   PRAYON BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000126_CR_FIRB   204834       PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000127_CR_FIRB 549300NMIBTX17HWF142 233001       RARE GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000128_CR_FIRB 549300X72GEQB1X8K911 247664       ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000129_CR_FIRB 529900PY79CWSUGVK810 249233       S.A. CORMAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000130_CR_FIRB 549300O3VKWJUM16UI64 257312       SAMIR GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000131_CR_FIRB 213800WWE8U6DC99NP03         SCR Sibelco NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000132_CR_FIRB   257564       SEADCO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000133_CR_FIRB 213800WDGKCVWZAN1N02 1051701 465409265   0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000134_CR_FIRB   294964       SOBEMO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000135_CR_FIRB   302642       SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000136_CR_FIRB 549300BB5CXGL9YV0D53 303429       SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000137_CR_FIRB   303783       SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000138_CR_FIRB 549300MMVL80RTBP3O28 556814     SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000139_CR_FIRB   923107       TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000140_CR_FIRB 549300ZKLIF7RP6EH823     BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000141_CR_FIRB   953398       TEX ALLIANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000142_CR_FIRB   1044409       TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000143_CR_FIRB 2138008J191VLSGY5A09       UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000144_CR_FIRB 529900F3AIQECS8ZSV61       UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000145_CR_FIRB 5493008MCDJ4Y6D5SI04 1113512       UNISTEEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000146_CR_FIRB   1140588       UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000147_CR_FIRB 549300TRHV6F6IE14H93 1159858   BE 0404060032   Van Hool nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000148_CR_FIRB   1231271       VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000149_CR_FIRB 529900RAZGQHX0VFTK05         Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000150_CR_FIRB 549300NWW2UDYHH65J03 1911623       WILDO PROPERTIES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000151_CR_FIRB 5299007TSQVOLXOABA65 1364744       ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000152_CR_FIRB 4P8GJCF52NVFW7UL4C95   18630   ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000153_CR_FIRB 549300J3KKX1PEJGDW36       ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000154_CR_FIRB UNZWILHE4KMRP9K2L524   34678   NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000155_CR_FIRB V5EGRCZCH7FN6WX41891       OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000156_CR_FIRB 549300F7ZDOIMR4PZW67       IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000157_CR_FIRB V7TL7UQFHNWUEMDZ3X02       RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000158_CR_FIRB 5493008CA3NMHYEVT131         VimpelCom Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000159_CR_FIRB       BMG455841020   HAL TRUST BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000160_CR_FIRB 5493001QYTIDILBVYO18         Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000161_CR_FIRB 549300TH5Q6VRP8OT012       ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000162_CR_FIRB 549300EM51WYXFHUY333         Embraer S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000163_CR_FIRB         FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000164_CR_FIRB 5493000J801JZRCMFE49       XPBR SQ Equity Petroleo Brasileiro S.A. - PETROBRAS BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000165_CR_FIRB         VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000166_CR_FIRB LXVM6T3LO7QIZ8LUZ688         Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000167_CR_FIRB 55S3547PRDP469JRO238   2880814   AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000168_CR_FIRB 4B4HI3CGXMBDC0G6BM51       AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000169_CR_FIRB 549300OSW32RVX8CCZ87       ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000170_CR_FIRB DR5LKEURSR8SXLM64266   7501889   ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000171_CR_FIRB 0O4KBQCJZX82UKGCBV73       ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000172_CR_FIRB 5493001I9203PRB5KR45       BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000173_CR_FIRB 549300VPM8ERH1Q42198         Bell Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000174_CR_FIRB W7L3VLU8EHQY34Z36697       BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000175_CR_FIRB 36ZUFRRMJERSM4Q0S289   746053   BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000176_CR_FIRB 3SU7BEP7TH9YEQOZCS77       CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000177_CR_FIRB 5493008IGIA1HJMDJS40   1722453   CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000178_CR_FIRB NXIVWPYOIVYXFF6WCZ47       CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000179_CR_FIRB 549300WSRCZY73ZG3090   00326711660005     CGI GROUP INC. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000180_CR_FIRB XYSIJOU3HNVROZWNA008       UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000181_CR_FIRB 98TPTUM4IVMFCZBCUR27       ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000182_CR_FIRB CZ72ZHBVKZXQRV3XFE26       ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000183_CR_FIRB 549300679TRDUXPT7415   206654303     EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000184_CR_FIRB I2YOHH65IBBT53JFYQ52       G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000185_CR_FIRB B1EEF6ML54YDWRC6ZK53   2015335496     Harvest Operations Corp. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000186_CR_FIRB 549300UEBMAQDN0K0R06       K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000187_CR_FIRB 95RWVLFZX6VGDZNNTN43       MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000188_CR_FIRB 6Q7WW7FQZR6X22IL2I79         Nexen Energy ULC CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000189_CR_FIRB 549300O4ZJZZOHH4H804   3572862   NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000190_CR_FIRB 5493007M1XGU5E55ZJ25         NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000191_CR_FIRB 549300HDLRTPBQU69P29       BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000192_CR_FIRB 549300A0QNNPY14D9106       SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000193_CR_FIRB 3XCBVWUPHGBZ5GF7TY15       SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000194_CR_FIRB NQWTWUIL1PK7V7N5Y468       TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000195_CR_FIRB T8KI5SQ2JRWHL7XY0E11       TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000196_CR_FIRB YHKQM2RIPKZYOZ6RVZ46       TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000197_CR_FIRB L2TEUTQ8OSHMJWVLCE40       T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000198_CR_FIRB 549300561UZND4C7B569   884903   TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000199_CR_FIRB HJZQGXYTVV2NWJZLPW74       TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000200_CR_FIRB 5BV01I6231JPDAPMGH09       TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000201_CR_FIRB PRAQ4VOSFIK7OQ8Z2512   4406354   VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000202_CR_FIRB WT03B8BB1IX8WI9ZGV02         Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000203_CR_FIRB 549300WHE4O6UJ2KU013         Yamana Gold Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000204_CR_FIRB 5493003DNMEAO1DT3F51       ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000205_CR_FIRB NI14Y5UMU60O7JE9P611       ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000206_CR_FIRB 549300Q3WREIMQYFBC20       0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000207_CR_FIRB 5493007KVRV2OKRXFA55   CH-020.3.035.716-8   AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000208_CR_FIRB 529900H7ZPIGI2U3CJ14         AXPO TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000209_CR_FIRB 213800Y5RWKLDPUTT265       BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000210_CR_FIRB 529900UPDCU6WEL7W167       BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000211_CR_FIRB   2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000212_CR_FIRB 5493002MXX2JLKWLE880       567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000213_CR_FIRB 549300I08UA8SMJON743   CH-270.3.002.354-9/   DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000214_CR_FIRB 549300ADLU67CYBFIW70   CH-645.1.008.684-9     Elsevier Finance SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000215_CR_FIRB 529900Y8BGAFVVVYVN24       GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000216_CR_FIRB 213800SVRMQA1TD91D41       GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000217_CR_FIRB 213800PSSU2QXF1WLR89       GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000218_CR_FIRB 549300DHSS9U1QKJZG57   KvK 34275373 0000   1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000219_CR_FIRB 529900EHPFPYHV6IQO98       HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000220_CR_FIRB 529900Q0YED3805QXQ66         KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000221_CR_FIRB 52990074N8ID7UPV7A95         LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000222_CR_FIRB 549300EFW4H2TCZ71055         Lonza Group AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000223_CR_FIRB KY37LUS27QQX7BB93L28   CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000224_CR_FIRB 529900I2PEF1FN6N6723       2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000225_CR_FIRB         NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000226_CR_FIRB 549300HUJ5CJUX02RS52         OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000227_CR_FIRB 5299002JRTT699WFOV74         OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000228_CR_FIRB 549300HMJAFUW4NSKI73         Paul Reinhart AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000229_CR_FIRB         ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000230_CR_FIRB 529900PTQ0Z1J44SHZ08   CH-100.3.010.656-7   STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000231_CR_FIRB 549300R3N69ECGYPU434       SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000232_CR_FIRB 213800Z8NOHIKRI42W10     NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000233_CR_FIRB 5493000KUC3Z24U77V93       SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000234_CR_FIRB 5493005SL9HHOXS3B739   CHE-102.753.938   SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000235_CR_FIRB 549300HTOMQG20JYV568       SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000236_CR_FIRB KSVC38RP5WL6C6LJGG03       TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000237_CR_FIRB 549300VBJS7MG74G2H60         Weatherford International Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000238_CR_FIRB         WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000239_CR_FIRB         XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000240_CR_FIRB 50ZCTKCMUDIABGHX3R52         Zurich Insurance Company CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000241_CR_FIRB 549300IF4IFG0FS0RM26       AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000242_CR_FIRB 549300NLTGCFV7482429       CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000243_CR_FIRB 549300YP3P0JZBLIV197         EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000244_CR_FIRB 549300G475ACIABB4385     USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000245_CR_FIRB 549300HX3UUDPEFTG707       LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000246_CR_FIRB 549300RUPF4SKMJPUR70       BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000247_CR_FIRB         600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000248_CR_FIRB A25574TZFLBNK7NWQT47       PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000249_CR_FIRB 724500JV0VHPRVANL538   5778 ANN4327C1220   HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000250_CR_FIRB 213800MRTA64ULUE9919         CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000251_CR_FIRB 549300OEZB4GETCGFX34         GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000252_CR_FIRB 549300IVA1PZNX2MN285       0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000253_CR_FIRB 2138001LK2Z2HSER4U15       PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000254_CR_FIRB 31570010000000137835 1131604 29287391     ALTA, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000255_CR_FIRB 31570010000000116592 657856 25572881     ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000256_CR_FIRB 31570010000000075367 765380 28402758     BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000257_CR_FIRB 31570010000000115525 834699 46504940     Cerea, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000258_CR_FIRB 31570010000000034336 1023328 70994226     České dráhy, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000259_CR_FIRB 315700CTFRL3U2DNMO58 633919 25085689     CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000260_CR_FIRB 529900S5R9YHJHYKKG94     CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000261_CR_FIRB 315700XJHXU2PD40RU82 865668 48589837     DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000262_CR_FIRB 529900C5PL4JGDILRZ94 837043 46678468     HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000263_CR_FIRB 31570010000000099520 644725 25322257     IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000264_CR_FIRB 31570010000000032687 1086806 931     METALIMEX a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000265_CR_FIRB 315700JDC49X4VSP6Z49 601013 14915     Metrostav a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000266_CR_FIRB 31570066GBSS7JYFEL35 817880 45193592     MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000267_CR_FIRB 31570010000000120084 832322 46342796     OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000268_CR_FIRB 31570010000000009116 699640 26463318     OTE, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000269_CR_FIRB 31570010000000026285 671247 25860038     Pars nova a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000270_CR_FIRB 315700LTSCT2O45NWM28 805950 43873189     PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000271_CR_FIRB 31570010000000115622 817271 45148155     Primagra, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000272_CR_FIRB 549300KL08IFWLTWLQ52 691287 26271303     Skanska a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000273_CR_FIRB 529900I8XOZDM4ZQSQ21       1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000274_CR_FIRB 31570010000000031135 923751 62623753     ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000275_CR_FIRB 213800Z39ZW4XHAAUA27 725860 27195147     SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000276_CR_FIRB 3157004ICDH3MRKW7534 889798 60193336     Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000277_CR_FIRB 31570010000000055191 617997 18050646     TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000278_CR_FIRB 3157007C98ILJK5ST356 609769 15886492     UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000279_CR_FIRB 315700EFFOU65ETZ0V16 886003 531766     UNISTAV a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000280_CR_FIRB 31570010000000001356 672337 25877950     VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000281_CR_FIRB 31570010000000003490 710607 26823357     VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000282_CR_FIRB 31570010000000015033 697350 26415623     W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000283_CR_FIRB 5493005KH7FO1T5TMX47 1236614-2     ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000284_CR_FIRB 549300JSX0Z4CW0V5023 1319784-3       ADIDAS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000285_CR_FIRB 549300X1WWPGMS47QQ72 1215807-7     ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000286_CR_FIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B     ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000287_CR_FIRB 529900K9B0N5BT694847 1100627-7     ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000288_CR_FIRB 529900C058B9OTVFTU36 2033673-1 HRB98981     ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000289_CR_FIRB 549300FJWANEIJ25D318 1545974-6       Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000290_CR_FIRB 529900YNBT62HCUPRG10 1106210-6       AUGUST STORCK KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000291_CR_FIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000292_CR_FIRB 529900PXZU3YHO6HMD80 1130123-1       Axel Springer SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000293_CR_FIRB 529900AJX4TCFW0QT666 1104883-2       B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000294_CR_FIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000295_CR_FIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000296_CR_FIRB 549300J4U55H3WP1XT59 1109561-9     BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000297_CR_FIRB YEH5ZCD6E441RHVHD759 1103190-3     BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000298_CR_FIRB 529900SM0FDLLYATXU36 1103233-1       BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000299_CR_FIRB 5299001BUUGXAREGE533 1103821-3     BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000300_CR_FIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296   GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000301_CR_FIRB 529900XBEZ2EYI9ZOV89 3010079-6       BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000302_CR_FIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534   2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000303_CR_FIRB NNROIXVWJ7CPSR27SV97 2926464-5     BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000304_CR_FIRB 529900OQDCYXCLQOAY53 1105482-2       Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000305_CR_FIRB 5299000XH7YX33EJZP65 2730972-3       CARL ZEISS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000306_CR_FIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000307_CR_FIRB 529900O4ND7T8ABIXF67 1235957-6       Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000308_CR_FIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000310_CR_FIRB 5299007VZZKH65OCN774 2781995-2       Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000311_CR_FIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957   7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000312_CR_FIRB 5299005LEM60UYKU5235 1106512-5       DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000313_CR_FIRB 529900R27DL06UVNT076 2344103-3 HRB19360   DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000314_CR_FIRB 5299006S0UKN6D9ZP412 2451917-5       DB NETZ AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000315_CR_FIRB 529900I2DLZPTFPENJ05 1106744-4       DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000316_CR_FIRB 5299005A2ZEP6AP7KM81 2537834-0     ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000317_CR_FIRB 52990063S23N13HU4E98 1818189-1 HRB50000B   DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000318_CR_FIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168   LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000319_CR_FIRB 52990063W8KQHQMF4M43 2623414-6     DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000320_CR_FIRB 529900ITHU5Y51F1S257 1107106-5       DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000321_CR_FIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794   DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000322_CR_FIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977     DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000323_CR_FIRB 529900QTO8D2QK2TJG32 1107340-0       Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000324_CR_FIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044     DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000325_CR_FIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242     Douglas Holding AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000326_CR_FIRB 5299004W7VTLPROHR533 1125242-6 HRA8242     DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000327_CR_FIRB 529900EWEX125AULXI58 3008027-9     PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000328_CR_FIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000329_CR_FIRB 52990076FKBR9THZ8C62 2779318-1       DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000330_CR_FIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905     E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000331_CR_FIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315   EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000332_CR_FIRB 5299000MT7P9STUCL908 1137158-0       Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000333_CR_FIRB 529900JSFZ4TS59HKD79 2331844-7     EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000334_CR_FIRB 549300OQ94C7KRGGC351 2177540-8     ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000336_CR_FIRB 41GUOJQTALQHLF39XJ34 1518676-0     154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000337_CR_FIRB 529900L64X6KZZW19R71 1108854-9     4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000338_CR_FIRB 529900D7N2PTTZWFWN57 2579145-0       F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000339_CR_FIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005     FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000340_CR_FIRB 529900WBP9HFX10RKB30 1110203-5       FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000341_CR_FIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25   1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000342_CR_FIRB 5299001ERX0K10IZUL40 1110198-7       FRAPORT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000343_CR_FIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000344_CR_FIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579     Freudenberg SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000345_CR_FIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B   7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000346_CR_FIRB 549300PHUU0ZZWO8EO07 1122951-5     GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000347_CR_FIRB 529900JGEOQMCDYOK785 1135188-9       Gelsenwasser AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000348_CR_FIRB 529900F916IVP0TJZK88 1051383-6 HRA11722     GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000349_CR_FIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040   GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000350_CR_FIRB 529900OJM5EX75OD8032 1113335-2       Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000351_CR_FIRB 529900K6BWO03KP4GU58 1113443-4       Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000352_CR_FIRB 529900J0V7C8Z8MLN980 2943243-2       Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000353_CR_FIRB 529900LPAX2H9S4NKU05 1215951-3       Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000354_CR_FIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527     GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000355_CR_FIRB HD52L5PJVBXJUUX8I539 2294348-4     HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000356_CR_FIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI   4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000357_CR_FIRB 529900MKHOFQI4A0XC48 2873755-9       HAWE Hydraulik SE DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000358_CR_FIRB 52990022107L9199GO56 2588017-0       HDI Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000359_CR_FIRB 529900755OZXM37H4975 1115355-8       Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000360_CR_FIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000361_CR_FIRB 529900ZM98OISTG16932 1115394-7     HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000362_CR_FIRB 529900PLX4ADJFWIY024 1135805-8     2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000363_CR_FIRB 52990027B9ARY5AC8476 1115622-1       HELM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000364_CR_FIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000365_CR_FIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364     Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000366_CR_FIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485   3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000367_CR_FIRB 529900O7US4NP0J6XD12 1179777-6       HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000368_CR_FIRB 529900Y25S8NZIYTT924 1116241-9     HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000369_CR_FIRB 5299008WW53GLXRORN29 1350826-2 HRB2311   HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000370_CR_FIRB 529900LFVU534EBRXD13 1104693-5       HUGO BOSS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000371_CR_FIRB TSI2PJM6EPETEQ4X1U25 2443536-4     IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000372_CR_FIRB 529900FFRTWZQXTTUB07 1193155-7     7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000373_CR_FIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163     JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000374_CR_FIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669   SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000376_CR_FIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851   509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000377_CR_FIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486   KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000378_CR_FIRB 5299001GRRO0Z25YZT52 1130169-4       Knorr-Bremse AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000379_CR_FIRB 529900IQ90WSXBWSTD78 1131272-5       KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000380_CR_FIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415   3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000381_CR_FIRB 529900MAU9591GT2S236 2849255-1       KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000382_CR_FIRB 529900NY2GSZWWUBW049 1120219-9       KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000383_CR_FIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000384_CR_FIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709   IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000385_CR_FIRB 529900FR2K4P9L9XLV21 1119187-1       KWS SAAT SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000386_CR_FIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652   LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000387_CR_FIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000388_CR_FIRB 529900EW0ZH7KAZ11H71 1797294-4       Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000389_CR_FIRB WTV8QGD5UD7MMD4HS345 1121375-8     LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000390_CR_FIRB 529900SL1W4KHVE18T81 1121582-9       LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000391_CR_FIRB 52990098TR1QJBWIYG58 1147145-5       MAHLE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000392_CR_FIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000393_CR_FIRB 5299009Z8B0YE4ECMJ92 1044964-3       Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000394_CR_FIRB 5299009WLGROB3HKM878 1522457-9       MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000395_CR_FIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164   MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000396_CR_FIRB 5299001X9L42HXEBCZ51 1188960-7       Ceconomy AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000397_CR_FIRB 529900ZYVEIYJRO6TG34 3328361-5       Meyer Werft GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000398_CR_FIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959   MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000399_CR_FIRB 529900807L67JY81RD65 2755947-5     MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000400_CR_FIRB 529900ISR2VNZV1C0T93 1182822-5       MVV Energie AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000401_CR_FIRB 529900UXIUW801PQDI37 2597701-8       N-ERGIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000402_CR_FIRB 529900HVDYCUWVD0OE76 2551585-9       NORDEX SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000403_CR_FIRB 549300UH52ZS8O00MO03 1125476-0       Osram GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000404_CR_FIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024   OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000405_CR_FIRB 529900ELIX8Z8PQ6CU28 2593300-3       PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000406_CR_FIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100   259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000407_CR_FIRB 52990037VWJGYKGP9877 1131747-6 HRA3551   2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000408_CR_FIRB 5299008XQJHPTOF8R354 2696731-5 241336g   661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000409_CR_FIRB 529900NY0WWQUKOMWQ37 2399699-4     PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000410_CR_FIRB 529900Z5KBA9KJP6EK09 1196360-0       R+V Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000411_CR_FIRB 5299001OU9CSE29O6S05 1127893-4     RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000412_CR_FIRB 529900F0LT5OP4SV6122 1104684-4       Robert Bosch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000413_CR_FIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056     ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000414_CR_FIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000415_CR_FIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372   7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000416_CR_FIRB 529900D6BF99LW9R2E68 1308819-0     SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000417_CR_FIRB 529900JL0HDVGZMUJF32 3043578-8       IHO Verwaltungs GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000418_CR_FIRB 529900D8QMD1LL0E2393 2800313-5       Schletter GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000419_CR_FIRB 529900DG0F6AGQAP6N55 1131407-7 55234831     SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000420_CR_FIRB 5299009QTM3SJL9BNR19 2209676-2       Schott AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000421_CR_FIRB 529900ZCRUJ3J5PYWX81 2577577-6     RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000422_CR_FIRB 52990038IB31TYK07X63 1129569-8     SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000423_CR_FIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B   SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000424_CR_FIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000425_CR_FIRB 549300WM0X4AUT710770 3278292-2       Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000426_CR_FIRB 529900FMTTLMH0P0DL10 1473528-6       STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000427_CR_FIRB 549300YTRYZPM57T3319 1132051-2       STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000428_CR_FIRB 529900QOJGJ2975GD560 2971375-7       Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000429_CR_FIRB 5299003M4PGUGL48LS74 3094881-4       Styrolution Group GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000430_CR_FIRB 529900Y2V1QWBDCBT818 2653119-4       Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000431_CR_FIRB 529900S8QNB101D40S72 1130211-4     SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000432_CR_FIRB 529900D82I6R9601CF26 2819960-2 HRB200436     SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000433_CR_FIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143     Techem GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000434_CR_FIRB 529900COI81IT9N2Y682 3009289-4 HRB180660     THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000435_CR_FIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000436_CR_FIRB 529900JBK6KNC4HSW032 1672825-5       Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000437_CR_FIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654   7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000438_CR_FIRB 529900SL2WSPV293B552 1126744-0     TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000439_CR_FIRB 3VEKWPJHTD4NKMBVG947 2353095-9       United Internet AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000440_CR_FIRB XQMNIROSQAS7Y9TT7I97 2515082-2 NRWKOHRA24116   LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000441_CR_FIRB 529900I1IDJLEXFUYN67 3340688-5       WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000442_CR_FIRB 529900AGED6PJE9AVL37 3185940-8       Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000443_CR_FIRB 52990023338VFV5AIN59 1134669-9 HRA3389     VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000444_CR_FIRB W24EDTPHEV8NJOD4FA29 1627667-7       VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000445_CR_FIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621     Voith GmbH & Co. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000446_CR_FIRB 529900NNUPAGGOMPXZ31 1134796-0     VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000447_CR_FIRB 0NURKC5Q3CJYZPPK5046 1134904-0       WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000448_CR_FIRB 529900KKY5IMBX35M241 2679160-8 HRB7736     Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000449_CR_FIRB 529900KQ44OJDIDU6J81 1135571-6       WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000450_CR_FIRB 5299006E92R0717GXP27 3189637-6 HRA16706   0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000451_CR_FIRB 529900A8LX4KL0YUTH71 2543621-3     WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000452_CR_FIRB 529900CAYOWB8YIG7X25 1136858-6       ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000453_CR_FIRB 549300D2K6PKKKXVNN73   22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000454_CR_FIRB     63965812     A/S SCHOUW & CO DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000455_CR_FIRB 549300ADWYS7RRJ8BG19   14244441     Aalborg Portland A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000456_CR_FIRB 549300Y047DQV30CKT47   49723911     ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000457_CR_FIRB 549300PLP6WVTICKLD32   10526949     ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000458_CR_FIRB 529900IJ6T4P1O10R377   25313763     ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000459_CR_FIRB     25511484     Atea A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000460_CR_FIRB 213800KB128IK92MCD10   44782510     AVK Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000461_CR_FIRB 2138009LJ6FGTV868W59   22069519     BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000462_CR_FIRB 5493008YL42784DMWN61   25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000463_CR_FIRB     27626904     Catering Engros A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000464_CR_FIRB 213800JF2XSR5NXGL660   12760043     Cheminova A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000465_CR_FIRB 549300MKPW8ZF3E8MW37   28318677     Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000466_CR_FIRB 213800AWZ8U3FVALIO26   26259495     Coop Danmark A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000467_CR_FIRB 213800UW822WLK2HZF47         Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000468_CR_FIRB 529900BWY373HVUNIC90   28527411     Dagrofa ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000469_CR_FIRB     13878595     Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000470_CR_FIRB 213800FJJH5XFNFIAK90   23256118     Damstahl A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000471_CR_FIRB 5493007I2KABJNYPD639   20165715     DANFOSS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000472_CR_FIRB     59789317     Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000473_CR_FIRB 21380063C9WS18D6WJ21   26121264     Danish Crown A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000474_CR_FIRB 2138007QUZXQLFGCSV45   24246930     DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000475_CR_FIRB 549300FQY6MX8USM0112   35954716   4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000476_CR_FIRB 549300JUFTJMOTC28B39   28113951     Danske Commodities A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000477_CR_FIRB 213800ZCQ8X5QYJWVQ60   42344613     Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000478_CR_FIRB 549300JZVW1Y1UZ5UK38   14194711     DFDS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000479_CR_FIRB W9NG6WMZIYEU8VEDOG48   36213728     DONG Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000480_CR_FIRB 529900X41C0BSLK67H70   58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000481_CR_FIRB 213800K83X1E9HF1MD69   55828415     DT Group A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000482_CR_FIRB 529900C0U279ORGJC950   45349918     Ecco Sko A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000483_CR_FIRB 213800Z47P2HZJKJSK23   75272014     EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000484_CR_FIRB 549300JN1F17UXJMM315   17225898     ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000485_CR_FIRB 5299003X050CWGDW1Z87         Energinet.dk SOV DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000486_CR_FIRB 213800MXXDGQ3ITPXI41   58180912 DK0010234467   FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000487_CR_FIRB 549300036WZGCBDPDZ92         GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000488_CR_FIRB 5493006R4KC2OI5D3470   56759913     H. Lundbeck A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000489_CR_FIRB 213800HTGI1CTA7CKP20   34728712     Hedegaard A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000490_CR_FIRB 213800NLXK98F6PC2R37         ISS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000491_CR_FIRB 549300RIPHN847476O42         J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000492_CR_FIRB 54930032G32N1F8JBV10         KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000493_CR_FIRB UGKYQUOFW6QSIS3P4P93   47458714   LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000494_CR_FIRB 52990077KVK7QCK2NG31   56759514     LEO PHARMA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000495_CR_FIRB 529900B5B2U7TIJN7757         MONJASA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000496_CR_FIRB 213800WNLA5AH3U4WI67   12562233     MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000497_CR_FIRB 549300UQ0QRC1KXGRE08   20293195     NEAS Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000498_CR_FIRB     10845858     Nellemann Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000499_CR_FIRB 529900197LKWCEQ0NL18   62725214     NKT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000500_CR_FIRB 2138007XB7AUOGS4N159   11142141     NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000501_CR_FIRB 2138005ON7KF6M74P542   81203113     Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000502_CR_FIRB 549300DAQ1CVT6CXN342       NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000503_CR_FIRB 529900T6WNZXD2R3JW38   10007127     NOVOZYMES A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000504_CR_FIRB 213800LALFCP5FJXW153   62497718     Nowaco A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000505_CR_FIRB 213800PRY3GUP6B5GG04   39170418     OK A.m.b.A. DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000506_CR_FIRB 213800RE7TE67AUCJS21   11369677     Polar Seafood Denmark DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000507_CR_FIRB 213800QRC7LNX935OZ09   54879415     Rockwool International A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000508_CR_FIRB     42997811     SANISTÅL A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000509_CR_FIRB 549300M5XVDYG4I7CC28   14049673     Scan Global Logistics DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000510_CR_FIRB 5299003KG4JS99TRML67   31080185     SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000511_CR_FIRB 529900N96EOVRB114D28   14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000512_CR_FIRB 549300ZSIJREG4GDWJ45         Topdanmark A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000513_CR_FIRB 213800A5UXABGUQ3PX11   22460218     TORM A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000514_CR_FIRB 213800BIA5L8OPBER229         Tryg Forsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000515_CR_FIRB 213800O8J7U9F8Q8VQ80         Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000516_CR_FIRB     14003606     Tulip Food Company A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000517_CR_FIRB 54930026SJ2OBLO6M470   25481968     Verdo A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000518_CR_FIRB 549300DYMC8BGZZC8844   00311171460005     VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000519_CR_FIRB 213800RM6L9LN78BVA56   71186911     WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000520_CR_FIRB 5493005044RTLQ5RZU70         Eesti Energia AS EE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000521_CR_FIRB 549300YENFNR57ZJ3X76         ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000522_CR_FIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288   ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000523_CR_FIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769   ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000524_CR_FIRB 95980020140005800000       ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000525_CR_FIRB 95980020140005558665 ESA28004885 A28004885   ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000526_CR_FIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408   AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000527_CR_FIRB   ESA26019992 A26019992   0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000528_CR_FIRB 95980020140005491929   A78839271   A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000529_CR_FIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556   ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000530_CR_FIRB 549300CGERG48M7P5E96         CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000531_CR_FIRB   ESA46146387 A46146387   0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000532_CR_FIRB   ESA20001020 A20001020   CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000533_CR_FIRB 95980020140005319366 ESA48012009 A48012009   OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000534_CR_FIRB 54930063C6K2TNFL6H10         DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000535_CR_FIRB   ESA15139314 A15139314   DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000536_CR_FIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104   4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000537_CR_FIRB 95980020140005374753 ESA28017895 A28017895   1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000538_CR_FIRB 95980020140005491250   A48027056   ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000539_CR_FIRB 213800VIN4XHLVFIOE10   A86484334   ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000540_CR_FIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430   ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000541_CR_FIRB 95980020140005732198         ESCAL UGS S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000542_CR_FIRB 95980020140005757903 ESA81939209 A81939209   FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000543_CR_FIRB 95980020140005178328 ESA28037224 A28037224   FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000544_CR_FIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144   GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000545_CR_FIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497   GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000546_CR_FIRB 95980020140005484363 ESB48943864 B48943864   495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000547_CR_FIRB   ESA58389123 A58389123   GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000548_CR_FIRB 213800OILC5Q9AR63B63   A09092305     Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000549_CR_FIRB   ESA84173947 A84173947   1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000550_CR_FIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615   IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000551_CR_FIRB 549300GEL7LRGKK0DG70         Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000552_CR_FIRB GGYEFW27TI7Q3C3XB343         INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000553_CR_FIRB 95980020140005007414         INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000554_CR_FIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266   4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000555_CR_FIRB 95980020140005317620         ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000556_CR_FIRB 95980020140005606874         IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000557_CR_FIRB 529900S4UWJNVO9LEH81   A60195278   4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000558_CR_FIRB UIUPNLHSQI58ZL7O2J82   A78346558   MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000559_CR_FIRB 95980020140005021479 ESA79075438 A79075438     MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000560_CR_FIRB   ESA78304516 A78304516   MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000561_CR_FIRB 95980020140005311703         NAVANTIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000562_CR_FIRB 95980020140005395317 ESA48010573 A48010573   OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000563_CR_FIRB   ESA36603587 A36603587   PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000564_CR_FIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882     PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000565_CR_FIRB 54930070W8XSY31XK130 ESA78003662 A78003662   REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000566_CR_FIRB BSYCX13Y0NOTV14V9N85   A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000567_CR_FIRB   ESA08000820 A08000820   DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000568_CR_FIRB 549300QHD5DP0GOPGX63         SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000569_CR_FIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583   TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000570_CR_FIRB 549300EEJH4FEPDBBR25   KvK 24269798 0000   TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000571_CR_FIRB   ESA08356727 A08356727   TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000572_CR_FIRB 549300FM9ZIJB5FCS825         TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000573_CR_FIRB 95980020140005462150 ESA79524054 A79524054   571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000574_CR_FIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348     WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000575_CR_FIRB 743700FHGZEV5UGCB005     FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000576_CR_FIRB 529900Q14KI1SCMIMO82         Bayer Nordic SE FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000577_CR_FIRB 5493002B0GOVF42KWX33         Cargotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000578_CR_FIRB 549300P8N0P6KDGTJ206     XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000579_CR_FIRB 743700TU2S3DXWGU7H32   0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000580_CR_FIRB 7437006ZZI1F7CUA5518         Fingrid Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000581_CR_FIRB 213800SB6EOB8SSK9W63     FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000582_CR_FIRB 743700BKTW4EQIVKYY42     FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000583_CR_FIRB 635400IUIZZIUJSAMF76     FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000584_CR_FIRB 74370031Y7RK5H88CQ48     FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000585_CR_FIRB 743700OX6HSVMCAHPB95         KESKO OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000586_CR_FIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225   KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000587_CR_FIRB 2138007FRMWVPUDCMA45     FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000588_CR_FIRB 5493009GY1X8GQ66AM14     FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000589_CR_FIRB 549300A0JPRWG1KI7U06     FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000590_CR_FIRB 743700YQIO8Y4L4WKR40         Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000591_CR_FIRB 74370061PO7C10E3PA54         Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000592_CR_FIRB 5493009YRUJJDCFF0R80     FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000593_CR_FIRB 549300R0VN9C371W0E07     FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000594_CR_FIRB 743700X6KUJ0Z8GJIF03         POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000595_CR_FIRB 743700CIR72J2LJZO637         Ramirent Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000596_CR_FIRB 743700XJC24THUPK0S03     FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000597_CR_FIRB 743700IFQI6W89M1IY95         STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000598_CR_FIRB 7437000ZP669LKUTZ738       STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000599_CR_FIRB 743700LQ48IZBTZN4S52   0196656-0 XS1043513529   Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000600_CR_FIRB 743700PKLY067IZIF588         Tikkurila Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000601_CR_FIRB 213800EC6PW5VU4J9U64     FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000602_CR_FIRB 743700G7A9J1PHM3X223     FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000603_CR_FIRB 549300TLDC3IQX97WU26         Wihuri Packaging Oy FI Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000604_CR_FIRB 529900M13GM4VSTE6W80         YIT Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000605_CR_FIRB 969500QZC2Q0TK11NV07       AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000606_CR_FIRB 969500PJMBSFHYC37989       ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000607_CR_FIRB 969500AQW31GYO8JZD66     FR0000031122   AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000608_CR_FIRB 969500MMPQVHK671GT54       AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000609_CR_FIRB 969500RAZNDFVFATTJ14         ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000610_CR_FIRB 969500CCRD8GYWLG6R54   542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000611_CR_FIRB 969500TZFFAS8XMVPQ44       ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000612_CR_FIRB 549300W64S5Q0I46LK20         ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000613_CR_FIRB 96950032TUYMW11FB530       ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000614_CR_FIRB 9695007B0RXQCHHTGR34   305207169   AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000615_CR_FIRB 96950026BLIV09FMSM49       AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000616_CR_FIRB         ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000617_CR_FIRB 213800U12KWYZEECZ934   572139996   ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000618_CR_FIRB 9695002SV2VP9CU42826       ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000619_CR_FIRB F5WCUMTUM4RKZ1MAIE39         AXA SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000620_CR_FIRB 969500MOCLNQFNZN0D63   572015246   EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000621_CR_FIRB 96950077L0TN7BAROX36       CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000622_CR_FIRB 549300B8P6MUJ1YWTS08       CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000623_CR_FIRB 969500VHL8F83GBL6L29   554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD - PERRACHON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000624_CR_FIRB 9695001K81BDUET02H66       CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000625_CR_FIRB 969500FCVQ5SLAAUJV59       GA S1 Equity CGG FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000626_CR_FIRB 969500WESYQMQ1F2C272         CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000627_CR_FIRB 969500BZJ49IICIBZZ08         CMA CGM S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000628_CR_FIRB 969500QKVPV2H8UXM738       CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000629_CR_FIRB 213800CP8292W9E8LJ69   552115891   DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000630_CR_FIRB 969500DZBBMYHB8NAM93   552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000631_CR_FIRB NFONVGN05Z0FMN5PEC35       SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000632_CR_FIRB 549300SOSI58J6VIW052       ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000633_CR_FIRB 969500D8BWYH453FLN28         CRISTAL UNION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000634_CR_FIRB 85OKW2SW05RZFQS1W718       JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000635_CR_FIRB 969500H6VMRN7AY1ZU14   441133808   85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000636_CR_FIRB 9695006LOD5B2D7Y0N70       EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000637_CR_FIRB       FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000638_CR_FIRB 549300X3UK4GG3FNMO06     FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000639_CR_FIRB 9695001HM585I0NEI780   380543678     Elior FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000640_CR_FIRB 549300LUH78PG2MP6N64         Eramet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000641_CR_FIRB 549300M3VH1A3ER1TB49   712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000642_CR_FIRB 529900HC20ELW4B6XI30         Euler Hermes France FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000643_CR_FIRB 52990087UKA0U2TO8412         AIRBUS HELICOPTERS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000645_CR_FIRB 549300MCOOY1V7P2PG30       ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000646_CR_FIRB 969500WASBF8AZP8TC02   323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000647_CR_FIRB 969500F0VMZLK2IULV85     FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000648_CR_FIRB 969500UPKU9VF8XAEU18   775625767   1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000649_CR_FIRB 969500P8M3W2XX376054         Fonciere des Regions FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000650_CR_FIRB 969500MCOONR8990S771       FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000651_CR_FIRB 5493005GNGE7UFJCIL03       FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000652_CR_FIRB 969500YWO65OHPVAHN71         GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000653_CR_FIRB LAXUQCHT4FH58LRZDY46     FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000654_CR_FIRB 5299007I0OJCYZX6IL07         GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000655_CR_FIRB 9695003E4MMA10IBTR26   592014476     Gecina FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000656_CR_FIRB 9695004TMMZ3JBKJO332   377791967   UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000657_CR_FIRB 969500ASEC557H5A4F22   476180625     Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000658_CR_FIRB 969500KMUQ2B6CBAF162       BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000659_CR_FIRB 969500O3KMCBQT8KGK58         Groupe Soufflet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000660_CR_FIRB 969500FY5T5MLH4G9A95       RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000661_CR_FIRB 969500LYSYS0E800SQ95   408168003     Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000662_CR_FIRB 969500I3QVK40XEORU25   495137077     HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000663_CR_FIRB 969500UDH342QLTE1M42   582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000664_CR_FIRB 969500FZ9BTRZS3JNB97   342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000665_CR_FIRB 54930075MZSSIB2TGC64   449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000666_CR_FIRB 9695002OY2X35E9X8W87         Ipsos SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000667_CR_FIRB 549300ORN5E1P46ATH26   440413730   IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000668_CR_FIRB 9695009KV7AFPDEI5S30       DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000669_CR_FIRB 549300VGEJKB7SVUZR78   552075020   PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000670_CR_FIRB 969500PB4U31KEFHZ621   780152914     Klepierre S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000671_CR_FIRB 969500L0T16HX3R78P61         La Mondiale FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000672_CR_FIRB 9695000YG7TR7PAP0L59       222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000673_CR_FIRB 969500O558W10MK2JF76         Labco SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000674_CR_FIRB 549300DNNL29KCEPRZ85     FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000675_CR_FIRB 969500VX2NV2AQQ65G45       MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000676_CR_FIRB 969500TJLHIZLFRWEQ48     FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000677_CR_FIRB 969500C0B8YR7HT3OM14       221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000678_CR_FIRB 529900JI1GG6F7RKVI53     FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000679_CR_FIRB IOG4E947OATN0KJYSD45       MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000680_CR_FIRB         MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000681_CR_FIRB 969500081CGAXB7YS433   424064707     Mercialys FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000682_CR_FIRB 969500DZ56QVIKRIU954         Monoprix SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000683_CR_FIRB 96950015FU78G84UIV14       NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000684_CR_FIRB 549300DMQNOND6LEVJ13         Novacap SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000685_CR_FIRB 969500CDLQKYAR1PT761         NutriXo SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000686_CR_FIRB 969500SHDTSMKBXKKO85         Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000687_CR_FIRB 52990097YFPX9J0H5D87     FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000688_CR_FIRB 969500TZ5950IT5FPQ42       UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000689_CR_FIRB 969500C0PA29TV19CT55       221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000690_CR_FIRB         PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000691_CR_FIRB 2138004KW8BV57III342     FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000692_CR_FIRB 969500AI7V5V0J9TOU58       RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000693_CR_FIRB 5493004V6A3Z027YT216       RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000694_CR_FIRB 969500F7JLTX36OUI695     FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000695_CR_FIRB 969500VZN4KDEZ14C105   412280737   224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000696_CR_FIRB 969500N6AVPA51648T62       RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000697_CR_FIRB 969500FO141C5967KC72         Roquette Freres FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000698_CR_FIRB 969500JRJW0K2ET1UP76   444619258   226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000699_CR_FIRB 969500UIC89GT3UL7L24       SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000700_CR_FIRB 549300E9PC51EN656011   395030844   SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000701_CR_FIRB 969500A1YF1XUYYXS284       SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000702_CR_FIRB 96950056ULJ4JI7V3752       SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000703_CR_FIRB 969500WP61NBK098AC47       SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000704_CR_FIRB 969500KDAUM9TYWQTR36   470801168   286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000705_CR_FIRB 969500LCBOG12HXPYM84       SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000706_CR_FIRB 9695005U38X1SF184325   552028425   QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000707_CR_FIRB 969500VEVOWR22R2YR86       9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000708_CR_FIRB 969500A4MXJ3ESPHK698         SNCF MOBILITES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000709_CR_FIRB 9695001UJ7FMZ37G6N39   572119550   593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000710_CR_FIRB 9695002EVBYM5B2OIP31       4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000711_CR_FIRB 969500NQMNC0PVUY8V74       TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000712_CR_FIRB 529900FNDVTQJOVVPZ19       HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000713_CR_FIRB     542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000714_CR_FIRB 969500BWNQ1B0PI06I59   492520333     Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000715_CR_FIRB 969500SHQITWXSIS7N89   682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000716_CR_FIRB 5493006IH2N2WMIBB742       FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000717_CR_FIRB 969500P2Q1B47H4MCJ34       VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000718_CR_FIRB 969500LENY69X51OOT31       VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000719_CR_FIRB 9695009YI1863TOVDP79         Vicat SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000720_CR_FIRB 213800WFQ334R8UXUG83       DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000721_CR_FIRB 969500FU4DRAEVJW7U54       VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000722_CR_FIRB 969500M98ZMIZYJD5O34   572174035   MF FP Equity Wendel FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000723_CR_FIRB 969500SFFMSIHH11UO32       ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000724_CR_FIRB 549300MJIRPTCHAYW359   7847174     ABP Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000725_CR_FIRB 213800B4XZJ3ZDM7CL47       AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000726_CR_FIRB 2138003R7TGCSVF27H47   SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000727_CR_FIRB 213800HPMHRN3PT62M97   06279732   0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000728_CR_FIRB DTA07N5U5HK2KC1SCM04   01675285 GB0000282623   AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000729_CR_FIRB 2Y33NQ5FPI8PR8L9QX13   2854310   AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000730_CR_FIRB 213800DL377MH46PDY63   4330322     Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000731_CR_FIRB 549300S9XF92D1X8ME43   3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000732_CR_FIRB VVT2B79I2Z4U3R6BY589   7876075   AON UN Equity Aon plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000733_CR_FIRB       GB00B15Y0C52   AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000734_CR_FIRB 549300F4RYR1DNTO2O39   6137924     Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000735_CR_FIRB GBQKSY6W7G0OHCQ8OQ72   293262   ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000736_CR_FIRB PY6ZZQWO2IZFZC3IOL08   2723534   ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000737_CR_FIRB YF0Y5B0IB8SM0ZFG9G81   2468686   AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000738_CR_FIRB 213800TSKOLX4EU6L377   02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000739_CR_FIRB 8SVCSVKSGDWMW2QHOH83   1470151   BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000740_CR_FIRB CT4UIJ3TUKGYYHMENQ17   395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000741_CR_FIRB 2138006R85VEOF5YNK29   604574   BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000742_CR_FIRB 2138001T2QEV5RXMFI32   00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000743_CR_FIRB     1480047   BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000744_CR_FIRB         0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000745_CR_FIRB V1LV067AJN766PCJIG11   3763515   BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000746_CR_FIRB 549300C116EOWV835768   3196209   BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000747_CR_FIRB VK07P8T49UYFO085O712   3114356   BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000748_CR_FIRB 213800V93QFW53NB7Y29   1036959     Bodycote International Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000749_CR_FIRB 213800TGK6XXFA2TBO31   3558065     Boparan Holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000750_CR_FIRB 213800M11ELCLQ8VF938   4011660     Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000751_CR_FIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611   BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000752_CR_FIRB G1KG0OQD10NOMCMLDZ35   00542515   BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000753_CR_FIRB 213800MBRRUVQIONAN53   4578621   BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000754_CR_FIRB 549300136VSBKI0Q8750   5262170     Brenntag UK Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000755_CR_FIRB 375X9PSJLLOV7F21O626   01777777   IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000756_CR_FIRB 2138001S874P3WKNCV04   3407696   BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000757_CR_FIRB 5493000IBP32UQZ0KL24   RC000057     British Broadcasting Corporation GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000758_CR_FIRB RV5B68J2GV3QGMRPW209   621920     British Land Company PLC (The) GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000759_CR_FIRB 2138003TS48MQKF4BZ29   9256967   BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000760_CR_FIRB 549300OWFMSO9NYV4H90   01800000   BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000761_CR_FIRB 635400L3NVMYD4BVCI53   5604923   BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000762_CR_FIRB     358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000763_CR_FIRB ZIMCVQHUFZ8GVHENP290   2779134     Bupa Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000764_CR_FIRB 213800J3MPR8KO94D535   3458224   BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000765_CR_FIRB 213800UL7Z7B6GLBZ213   3314066     C&J Clark Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000766_CR_FIRB CMIGEWPLHL4M7ZV0IZ88   2081330   CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000767_CR_FIRB 6SNZTEXLR1M5211YYB89       CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000768_CR_FIRB 4DR1VPDQMHD3N3QW8W95   4039524   CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000769_CR_FIRB 2138001E12GWLLDQQF16   7105905   CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000770_CR_FIRB E26EDV109X6EEPBKVH76   3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000771_CR_FIRB 549300IF6EUDVXYQI061   5900853     CEVA Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000772_CR_FIRB 213800U9A54VQJ5P2J41   86662   CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000773_CR_FIRB 213800J2J3TOOI176M73   5212407   CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000774_CR_FIRB 213800A41R9NL49E5632   00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000775_CR_FIRB 2138008M6MH9OZ6U2T68   4083914   CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000776_CR_FIRB 6354003CVDDPNXREIR29   FC031117     CPUK Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000777_CR_FIRB 4OFD47D73QFJ1T1MOF29   184594   DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000778_CR_FIRB 213800NPR9YDSBO86U08   03162897 GB0002502812   DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000779_CR_FIRB 5493007MMUEIF4NJG110   5448421   DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000780_CR_FIRB 213800J4UVB5OWG8VX82   3369634   DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000781_CR_FIRB 213800BXKQ9KZNUR1M61   1819699     Derwent London PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000782_CR_FIRB 213800ZVIELEA55JMJ32   23307   DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000783_CR_FIRB 2138005HMFMTYXNEEX13   SC000750     DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000784_CR_FIRB 5299004HGJWHJ71M5T77   5671205     DNL UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000785_CR_FIRB 2138001GRMZ39JRSE316   01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000786_CR_FIRB 39RSBE4RCI4M15BLWH36   1377658   SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000787_CR_FIRB 2138001LSWETH5TDQG53   2366777     DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000788_CR_FIRB 213800U5R8Q5KGM2KU56   2366906     Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000789_CR_FIRB 549300XUUK1H52EDCK10         EDC Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000790_CR_FIRB 549300ZM2QCFG22BOJ03   2366949     Electricity North West Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000791_CR_FIRB 549300KVXDURRKVW7R37   647788   ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000792_CR_FIRB 2138008LJU6WFQWOXJ73   7140891   ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000793_CR_FIRB 7N0UJMJLXD0MDT5D5086   7023598     Ensco plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000794_CR_FIRB 549300V1O67HJV48FS61   6845434     ENW Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000795_CR_FIRB 5493007MOZNA03BVNE96   5444653   ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000796_CR_FIRB 21380023G8LF55V46281   02954623     EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000797_CR_FIRB 213800SVCZ6YZ8YJI569   2462001   4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000798_CR_FIRB 5493002X7O83FCJVYO69   7329930     Eversholt Funding Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000799_CR_FIRB JPO68XMABX4DR21BNE65   8263590   0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000800_CR_FIRB 54930080DFVZ551GGT17       EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000801_CR_FIRB 635400RXXHHYT1JTSZ26   653331     EXPERIAN PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000802_CR_FIRB 213800JLG5TPE3RBYG56   4094619     FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000803_CR_FIRB 549300DEJZCPWA4HKM93   SC157176   FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000804_CR_FIRB 549300JXWH1UV5J0XV81   6344120   FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000805_CR_FIRB 213800WTATMITUGXJQ69   FC031364     Friends Life Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000806_CR_FIRB 549300L3KWKK8X35QR12   4992207   GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000807_CR_FIRB 213800OOHUV3HHP46A02   00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000808_CR_FIRB 213800E8KX2VV9YDY362   1991018     Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000809_CR_FIRB 549300IK25CZHKVLAL89   03768267   1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000810_CR_FIRB 5493007Q8VD7Q3ZYZS59   2258699   GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000811_CR_FIRB     3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000812_CR_FIRB 213800N9W2D8A4GJGR36   04542769   2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000813_CR_FIRB 213800QIJMYMW6TSBG41   5333192   GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000814_CR_FIRB 213800R9N5F2WRMGTR50   24511   GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000815_CR_FIRB 213800U8JEPF65PSKU22   6143540     GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000816_CR_FIRB 2138007FRGLUR9KGBT40   00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000817_CR_FIRB 213800G1C9KKVVDN1A60   360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000818_CR_FIRB 529900N6RQR0PX7ZTR62   4626078   HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000819_CR_FIRB 213800QC8AWD4BO8TH08   2150950   HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000820_CR_FIRB 549300J5R8AWMHPE7O05   1991017     Heathrow Airport Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000821_CR_FIRB 7TI96JO3DYEIQWZ7Z726   99529     Heathrow Funding Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000822_CR_FIRB 213800YRHAPNN54BKN78   5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000823_CR_FIRB 213800UTXVFRH9XBL453   7939278     Iceland Acquico Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000824_CR_FIRB 213800FGWQXPVI86SE26   5879252     Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000825_CR_FIRB     3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000826_CR_FIRB 2138002D68XDR4LZCG32   7084307     Ineos Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000827_CR_FIRB     5134420   IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000828_CR_FIRB 549300OGASR5WRKJ8R68   2234775     INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000829_CR_FIRB       GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000830_CR_FIRB ZLECI7ED2QMWFGYCXZ59   4967001   ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000831_CR_FIRB 213800VGZAAJIKJ9Y484   185647   SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000832_CR_FIRB 529900RRNKUM3INJGF98   KvK 34233247 0000   JBH LN EQUITY JAB Holdings B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000833_CR_FIRB 213800CHWARFAAN7UB85   1709784   JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000834_CR_FIRB 5493008LNN1X4R79PJ89   SC034970 GB0005790059   JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000835_CR_FIRB 549300PLYY6I10B6S323   SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000836_CR_FIRB 2138001AVBSD1HSC6Z10   33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000837_CR_FIRB 213800JFIBCR4LGUA242   SC015382 GB0004769682   JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000838_CR_FIRB     06467400   KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000839_CR_FIRB 2138002RKCU2OM4Y7O48   02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000840_CR_FIRB 213800KBMEV7I92FY281   1664812   KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000841_CR_FIRB 213800QOWHF5R9VLL274   1429533   LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000842_CR_FIRB 213800JH9QQWHLO99821   1417162   LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000843_CR_FIRB 549300BSGXG3QLIQYT84   8379990     Liberty Global plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000844_CR_FIRB 213800JDI3GTKPG4XI38   3929195     London Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000845_CR_FIRB 213800QAUUUP6I445N30   05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000846_CR_FIRB 213800JP7STUK5WKRE92   1000608   MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000847_CR_FIRB 213800IU37OVVT5ZXP41   8338561     Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000848_CR_FIRB 213800CN1RI3UCIZWB95   214436   MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000849_CR_FIRB 213800HQB746UJ9UWM15   5135049   MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000850_CR_FIRB 213800Q6RP3ZJ2CZR962   31461     Marston's PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000851_CR_FIRB 213800HX7FMPA2CIEF02   2798634     McBride plc GB Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000852_CR_FIRB YMFO3TKB4UAWQTDZJJ31   432989   MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000853_CR_FIRB 213800E7QA1U8BF34219   4778667   MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000854_CR_FIRB 213800LOZA69QFDC9N34   6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0000855_CR_FIRB 4PQUHN3JPFGFNF3BB653   2068222     Morgan Stanley & Co. International plc GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000856_CR_FIRB 213800A8IQEMY8PA5X34   2590560   NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000857_CR_FIRB 8R95QZMKZLJX5Q2XR704   4031152   NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000858_CR_FIRB 213800H88F5EE4B1D697   5090412     Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000859_CR_FIRB 213800UGAULQ1FVD4B35   1618428     NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000860_CR_FIRB 213800WQD8ECPZP9PH98   4412362   NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000861_CR_FIRB 549300JIM3ERGZFGGL27   6428375     North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000862_CR_FIRB 635400GPHRFKZQIBUK45   NI026892     Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000863_CR_FIRB 213800B3ZUTDOZYVJB41   53171   NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000864_CR_FIRB 213800PWPM9HZIEEO670   2366703     Northumbrian Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000865_CR_FIRB 213800WWVCAPAMOZ1M98   5584873     NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000866_CR_FIRB         2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000867_CR_FIRB 213800G8P2ULTOP62Q95   5915896     Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000868_CR_FIRB 213800J364EZD6UCE231   00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000869_CR_FIRB 213800NL5NLBY6YIBI88   2019023   6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000870_CR_FIRB 2138004JBXWWJKIURC57   53723   PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000871_CR_FIRB     2304195   PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000872_CR_FIRB 213800V1CCTS41GWH423   02366640 GB00B18V8630   PENNON GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000873_CR_FIRB     1818486   PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000874_CR_FIRB 549300OPFWKTD6BUFP71   4267536   PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000875_CR_FIRB 213800U93SZC44VXN635   00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000876_CR_FIRB XB3CXKKKED7OMV80FY35   00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000877_CR_FIRB 213800791EF5XP7WW494   2641728   QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000878_CR_FIRB 213800NRSZ1N2Y6LEX44   5777981     R&R Ice Cream plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000879_CR_FIRB 5493003JFSMOJG48V108   6270876   RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000880_CR_FIRB 549300WSX3VBUFFJOO66   2746616     Relx Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000881_CR_FIRB 549300VN4WV7Z6T14K68   5393279   RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000882_CR_FIRB 549300JJKH86IWQ78005   191285   REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000883_CR_FIRB 2138009113L7IDGEM175   358901   RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000884_CR_FIRB X57JK1U580XATGR67572   1003142   RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000885_CR_FIRB 213800ANK59AYB612F23   93792   RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000886_CR_FIRB 213800JQB9FWF5SD6F42   4138203     ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000887_CR_FIRB     2578443   RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000888_CR_FIRB 549300HOGQ7E0TY86138   2339826   RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000889_CR_FIRB Y4DQT2X5DDRE70QFR206   3528416   SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000890_CR_FIRB 549300Y7M5CC1U5DBX07   SC264065     Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000891_CR_FIRB 549300KI75VYLLMSK856   SC117119   SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000892_CR_FIRB 213800X1T29YFAYMPC26   SC144517   AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000893_CR_FIRB 21380085VKJ5NICZBA52   SC193794   IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000894_CR_FIRB 549300WPVG0TZSPBYR76   SC199549   LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000895_CR_FIRB 213800XC35KGM9NFC641   167591     SEGRO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000896_CR_FIRB 549300PT2CIHYN5GWJ21   02048608 GB0007973794   SERCO GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000897_CR_FIRB 213800RPBXRETY4A4C59   2366619   SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000898_CR_FIRB 213800CNEIDZBL17KU22   SC077438   SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000899_CR_FIRB 213800VDC1BKJEZ8PV53   00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000900_CR_FIRB 213800ZTMDN8S67S1H61   00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000901_CR_FIRB 213800MJL6IPZS3ASA11   137013   SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000902_CR_FIRB AJOW550HA7E8YNKF5D89   4120046   6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000903_CR_FIRB 213800H7NWVLCWAVKA15   3043097     South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000904_CR_FIRB 213800YQRUOQE9HPX193   4295398     South Staffordshire PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000905_CR_FIRB 213800FR2VAOKRYRHX45   2366665     South West Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000906_CR_FIRB 549300SR1GYYNBZQGX56   4094290   SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000907_CR_FIRB 549300SPX8573VZ2SK79   5167021     Southern Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000908_CR_FIRB 213800NCZLJFDE8Y8D88   7581353     Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000909_CR_FIRB 213800Z4CO2CZO3M3T10   02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000910_CR_FIRB 4L663LRNTBQ008OK2N07   SC100764   SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000911_CR_FIRB 0TMBS544NMO7GLCE7H90   SC286832   SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000912_CR_FIRB 549300GUNF6FFGH4LN53   9743802   532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000913_CR_FIRB 213800QHYTM5QRFSEM66   3355631   SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000914_CR_FIRB 213800WF53FVDRRHRF44   7105891   TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000915_CR_FIRB 213800TR86P337IE8605   2280000   0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000916_CR_FIRB 2138008K14474WPKZ244   76535   TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000917_CR_FIRB 21380089BTRXTD8S3R66   296805   TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000918_CR_FIRB 2138002P5RNKC5W2JZ46   445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000919_CR_FIRB 213800JKM5UQHFJOTZ25   2366661     Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000920_CR_FIRB 2138009TF1SYOMQLBJ60   02100855 GB0003753778   THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000921_CR_FIRB 213800VZ4671W3DVB860   6575598   TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000922_CR_FIRB 2138003BOFNAAO14YV58   2553288   8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000923_CR_FIRB 2138001I27OUBAF22K83   824821   TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000924_CR_FIRB 213800B6YQZAE8LHAW84   6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000925_CR_FIRB 2138003EYHWO75RKS857   3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000926_CR_FIRB 549300MKFYEKVRWML317   41424   ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000927_CR_FIRB 213800Y1TEVS8REY1M35   5957557     United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000928_CR_FIRB 2138008EZCXK4ANQHF89   3207231     United Business Media holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000929_CR_FIRB 213800KYT12UFB2VE455   2366616   UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000930_CR_FIRB XCJQ23OWIJNLHN7RQC93   1022786   271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000931_CR_FIRB 213800F3BD6N3G6XHU16   251977   CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000932_CR_FIRB 213800TB53ELEUKM7Q61   1833679   VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000933_CR_FIRB 549300UPYDURLSSFVL38   9223384     Western Power Distribution Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000934_CR_FIRB 2138006LIAYQKUCYBB20   29423   WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000935_CR_FIRB     4212563   WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000936_CR_FIRB 213800Z5WTW8QKOHWQ82   04178808 GB0030329360   WINCANTON PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000937_CR_FIRB 213800IN6LSRGTZSOS29   358949   MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000938_CR_FIRB 549300HTNGX0DU8W1F65   5537577   WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000939_CR_FIRB 635400LNUHA2LDXXV850       GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000940_CR_FIRB 8NUHUXWN9LG4XBGJ7O17   241565   CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000941_CR_FIRB 635400CHHI1XZLVQH675         Coillte Teoranta IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000942_CR_FIRB 549300MIDJNNTH068E74     IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000943_CR_FIRB 213800UPS1QEE4TD3T45       DCC LN Equity DCC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000944_CR_FIRB 635400HRFGVKXFHZ8O77   9401     Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000945_CR_FIRB 635400UFHDIQCDZ6JK11     IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000946_CR_FIRB 635400VCPRSU89DLMZ57   480184 XS0856023493   ESB Finance Limited IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000947_CR_FIRB 635400RKRK5EGXSPC782       EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000948_CR_FIRB 635400YN51CDCGBYFZ31         Fyffes plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000949_CR_FIRB 5493008VFFOIPWCZJK45     IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000950_CR_FIRB 635400BE9SBAG61DJ963       GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000951_CR_FIRB 6354007LIXWZ5WPPT308   519799   GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000952_CR_FIRB 9XTI53MZJ013RO12SX05   2936 IE00B59HWB19   INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000953_CR_FIRB       IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000954_CR_FIRB 635400HM7V74SUB9OG75         Kingspan Group plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000955_CR_FIRB 635400JJOWHIYAJER733         MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000956_CR_FIRB 635400EG4YIJLJMZJ782     IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000957_CR_FIRB 635400WKFIPCHCKVW376   104547   RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000958_CR_FIRB 396PBGKP6TE3O062MS44       STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000959_CR_FIRB 635400CPLP8H5ITDVT56     IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000960_CR_FIRB 549300INUT2G0ST5K268   327184   TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000961_CR_FIRB 635400K7UEIKHMNKLJ02         Total Produce plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000962_CR_FIRB     482042     XL Group PLC IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000963_CR_FIRB VZVOSGGS8JITR4J7J704         Amtek Auto Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000964_CR_FIRB 8GRDBX1TJ0PU5NCSHT72   MH008931   BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000965_CR_FIRB         BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000966_CR_FIRB         IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000967_CR_FIRB FMVY1IZCSYXSAFRDIT05       LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000968_CR_FIRB         RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000969_CR_FIRB 5493003UOETFYRONLG31       RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000970_CR_FIRB 1GZWF073IJTD6XPRUU65         Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000971_CR_FIRB 213800Z3CFZOLXPJWN61         Landsvirkjun IS Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000972_CR_FIRB 81560076E3944316DB24 3812211 493995   A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000973_CR_FIRB 8156000962B2EB41FE28 5988397 1497770   4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000974_CR_FIRB 8156004FCECE0879E118 15161747 191346   7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000975_CR_FIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000976_CR_FIRB 8156008183686996C911 25090618 3567090232     ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000977_CR_FIRB 8156007259ABDEA3F444 15214381 971268     Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000978_CR_FIRB 549300H2RFDYI3YP5R63 13960200 263011   337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000979_CR_FIRB 529900EKXEGSRCGAAC89 14856155 2791070044   4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000980_CR_FIRB ZYXJDNVM2JI3VBM8G556       AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000981_CR_FIRB 815600B611746717CC98       50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000982_CR_FIRB 549300FZRH46R7DWAX12 1248024 557390   4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000983_CR_FIRB 815600049A1F9AFE6666 4140157 1192794   MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000984_CR_FIRB 8156000BEB8FC062F442 1020333 120591   2168Z IM EQUITY ARTSANA - SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000985_CR_FIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000986_CR_FIRB 81560001F41A81948348       AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000987_CR_FIRB 8156008DEC771409C487 18631331 1023691   AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000988_CR_FIRB 5299003D9N2698I3C257 1367700 188902   AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000989_CR_FIRB 815600149448CEB9B230 19402720 1037417   3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000990_CR_FIRB   26926563 1057205   3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000991_CR_FIRB 529900RRESEDV68K0S54 28770346 235460   BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000993_CR_FIRB 8156004C04255952AB77 1076562 821225   BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000994_CR_FIRB 5299003DX5YLKSVJ6K59 2930031 134288   BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000995_CR_FIRB 8156006BEAA911EC0A47 1019726 587878     CANDY SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000996_CR_FIRB 8156008B101B97A43B02 1053555 160498   CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000997_CR_FIRB 815600F3213951394367 40014779 2001719     Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000998_CR_FIRB   4544552 8114020152     CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000999_CR_FIRB 8156009034C1A5108284 15716081 61357     Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001000_CR_FIRB 815600DBF6DC4BC94832 1061039 260769   0310548D IM EQUITY CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001001_CR_FIRB   8327877 819280157     COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001002_CR_FIRB 815600A5C1DD6C3A8455 1093853 154950364     CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001003_CR_FIRB 81560039BF5C1D8E5A15 2836130 60793   3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001004_CR_FIRB 5493005TWX96RDJ9I655         De Agostini Invest SA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001005_CR_FIRB 529900WS2E20BA5J4L49 16183303 1698754   EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001006_CR_FIRB WOCMU6HCI0OJWNPRZS33       ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001007_CR_FIRB BUCRF72VH5RBN7X3VL35     IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001008_CR_FIRB 81560081EE079FBED395 19377159 3544950961     ENOVA S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001009_CR_FIRB 8156004604684CA44A90         ERG S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001011_CR_FIRB 8156004CE82074779D19 13870596 1664630223     FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001012_CR_FIRB 549300J4SXC5ALCJM731       1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001013_CR_FIRB 5493004C1SL445NFDR90       F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001014_CR_FIRB 8156001B8AD051794959         FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001015_CR_FIRB 529900X4EEX1U9LN3U39 1053767 7031   FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001016_CR_FIRB 815600C3CCA800EF5D96 1134215       FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001017_CR_FIRB 815600E12249DD563C29 26650695 1143814     Gamenet S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001018_CR_FIRB 81560098DBDD66154985         GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001019_CR_FIRB 8156001250E819E30127       GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001020_CR_FIRB 8156001294017C870346 11027526 10022100159     GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001021_CR_FIRB 8156005113BD16699393 24907200 RM1117269   LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001022_CR_FIRB   15541251 1638878   4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001023_CR_FIRB 8156009414FD99443B48 3201267 363550   HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001024_CR_FIRB 815600D86992FDA7B908 1035363 149288   IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001025_CR_FIRB 815600A7D7C7A85F8B51 2733792 1168660262     I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001026_CR_FIRB 81560033824BE53C7D28 3585262 1303501215     IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001027_CR_FIRB 549300KTGKED5E25JR59       IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001028_CR_FIRB 213800M4YYCP6E8YUX94 2714789 2589327     IPLOM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001029_CR_FIRB 8156001EBD33FD474E60 10431674 281364   IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001030_CR_FIRB 8156009D23D0FDC70C93 1007005 50   ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001031_CR_FIRB 815600236A6B5AE5B406 26754254 167186     Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001032_CR_FIRB 549300I1NMOBS4B1LT88     IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001033_CR_FIRB   7003703 481230266     MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001034_CR_FIRB 815600292DA01BE68971 3755075 152396   3184788Z IM EQUITY MARCEGAGLIA - S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001035_CR_FIRB 815600C8D55034EB5379 3779273 64334     Marcolin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001036_CR_FIRB 213800DIFN7NR7B97A50 552637 1264109   MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001038_CR_FIRB 815600325D15DD92A023 4376875 4846130633     MOBY S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001039_CR_FIRB   1653085 110858   3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001040_CR_FIRB 8156003A100E8AB89697 6794759 1865640369     PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001041_CR_FIRB 8156001B96890989C002 23641842 5411110827     PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001042_CR_FIRB 5493006293RJBDQWJL92 5944540 169833   PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001043_CR_FIRB 8156000256C2431C2E92 4495509 134077   PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001044_CR_FIRB 815600A0C9AFC1F2A709       PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001045_CR_FIRB 815600EDDBB07C9BDB90 15591777 2246400218     PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001046_CR_FIRB 815600354DEDBD0BA991 3465665 842633   POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001047_CR_FIRB 8156000FE0A2DC5B7852 16232311 1343952   PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001048_CR_FIRB 213800VHJ22UE2BRRZ48 3830970 706270410     PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001049_CR_FIRB   23687310 1777895   PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001050_CR_FIRB 815600B9FC8D18A5D034 1058024 291350635     RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001051_CR_FIRB 81560086FA79BEDD6B94 13270817       RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001052_CR_FIRB   5012487 8850400154     SACAL - SOCIETA' ALLUMINIO CARISIO - S.P IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001053_CR_FIRB 815600AF08EE2EC2DE92 1035262 8924   226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001054_CR_FIRB 815600FC906D230A1420 16077541 86111   SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001055_CR_FIRB 549300PHV8MBDHWB8X12 1086637 788744   SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001056_CR_FIRB 549300UKR289DF4UXQ47 1013056 525502   SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001057_CR_FIRB   6524595 3957900487     SAMMONTANA - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001058_CR_FIRB 8156006755200B82EB33 1246827 836320150     SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001059_CR_FIRB 5299005KJSU2AQUJUH84 1066932 49540   SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001060_CR_FIRB 815600D2FC31AF713B07 1012950 166476     SNAI SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001061_CR_FIRB 8156002278562044AF79 16067629 1633443   SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001062_CR_FIRB EOJCGSUI4NX234BL7V57 14234253 1594238   2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001063_CR_FIRB 815600141CFE5F4C4325 19113128 1016401   4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001064_CR_FIRB 815600C3438977CBBE37 1038951 68670397     TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001065_CR_FIRB 81560029415DF1381583 1030384 195810262     TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001066_CR_FIRB 815600AC5599D16D9A40 3335773 574643   MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001067_CR_FIRB 549300W384M3RI3VXU42     IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001068_CR_FIRB 815600CD7323A82E5092 28935694 1763778   2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001069_CR_FIRB   1037712 182850362     TERMOSANITARI CORRADINI - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001070_CR_FIRB 8156009E94ED54DE7C31       TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001071_CR_FIRB 549300IN56S27SDGEI85 18659000 1019536   80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001072_CR_FIRB 8156003E86EBA167A868       0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001073_CR_FIRB 815600FE9E92D9D6C309 3554534 201271   TFI IM EQUITY TREVI - FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001074_CR_FIRB         4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001075_CR_FIRB 815600B8027C92F0DA07 4257672 1189360066     VIBAC S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001076_CR_FIRB 549300YSFQKM1C0X4E45 11321265 884361   WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001077_CR_FIRB 549300DHPOF90OYYD780       5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001078_CR_FIRB 549300IZYK3206QECG76       CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001079_CR_FIRB 549300MIFE1VEW02GY83     JP3298600002   COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001080_CR_FIRB 549300T6IPOCDWLKC615       6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001081_CR_FIRB J48DJYXDTLHM30UMYI18       8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001082_CR_FIRB 5493004LQ0B4T7QPQV17       6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001083_CR_FIRB 4P4N3ORD02UGQT1T1W12   0100-01-008776   8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001084_CR_FIRB KVIPTY4PULAPGC1VVD26       8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001085_CR_FIRB 5493008VBQD43X8QCS14         Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001086_CR_FIRB 5493000QYMPFRTEY4K28       6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001087_CR_FIRB         7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001088_CR_FIRB 5493003BZYYYCDIO0R13       9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001089_CR_FIRB 5493004SE33MRLPB1W98       2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001090_CR_FIRB         6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001091_CR_FIRB V82KK8NH1P0JS71FJC05       8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001092_CR_FIRB 54930074QUY8RD0UZM08         Suntory Holdings Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001093_CR_FIRB 549300ZLMVP4X0OGR454       4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001094_CR_FIRB 549300LBHTST91VKHO68       6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001095_CR_FIRB 5493006W3QUS5LMH6R84       TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001096_CR_FIRB         004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001097_CR_FIRB         000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001098_CR_FIRB 549300MGHLPT1EFHGF84       2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001099_CR_FIRB 549300IHVJRWVT07S523       3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001100_CR_FIRB 5493003DTPH8AMMK4P51       NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001101_CR_FIRB 549300FNENFFSMO3GT38     XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001102_CR_FIRB 213800S7DNJQX6LHTQ21   133818917     AB "Kauno grūdai" LT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001103_CR_FIRB       LU1014539529   ALTICE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001104_CR_FIRB 5493003BU7PAH5RRM092       APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001105_CR_FIRB 2EULGUTUI56JI9SAL165       MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001106_CR_FIRB 549300GJ79DYFBBF5T83       0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001107_CR_FIRB 5493007GVB1I2FDSS786   B0155849   CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001108_CR_FIRB 549300938QUWMPITJ642       COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001109_CR_FIRB 529900W1S8TJDDH8YB29         Encevo S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001110_CR_FIRB     350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001111_CR_FIRB 213800568PRHV2JR9650     XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001112_CR_FIRB 213800WHKNIC1JQQG433       8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001113_CR_FIRB 8XJ8KF85PBKK1TLMFN29         Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001114_CR_FIRB 549300MBM5B61VCW5A23         International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001115_CR_FIRB RUOKPID0PZ0UWJYU9J61       DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001116_CR_FIRB 529900XUC6PXMN6ABU42       TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001117_CR_FIRB 549300CTHC1CP86P2G96       MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001118_CR_FIRB         0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001119_CR_FIRB 213800IUIRBFRNCYVR24       3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001120_CR_FIRB 549300VEJMMZCY6OBU06       PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001121_CR_FIRB 529900UUYBCBB7HMVI56         Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001122_CR_FIRB 549300OZSHE4H5BFQA66         QUILVEST SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001123_CR_FIRB 5493000C8J3C3SZYS040       RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001124_CR_FIRB 5493008JPA4HYMH1HX51       SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001125_CR_FIRB 549300CJ7LW6QSGIL444         Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001126_CR_FIRB 529900BSBZ853DKUP675         TRAXYS SARL LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001127_CR_FIRB 549300RIG2CXWN6IV731         CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001128_CR_FIRB 5493008KEVFYPMGTXO33       KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001129_CR_FIRB 5493000XJLJ6C4T0PG82       GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001130_CR_FIRB 5493000RIXURZEBFEV60       BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001131_CR_FIRB 549300QOAB2GJSFM0381       1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001132_CR_FIRB 549300CAZKPF4HKMPX17         PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001133_CR_FIRB 549300FW3RGHPHT21D10       ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001134_CR_FIRB 5493000MY3DAIB0BP706   TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001135_CR_FIRB 549300EMP9DT6Q35HZ31     NL0000852564   AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001136_CR_FIRB 549300J93WR5DPG0P466   KVK 33232124   ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001137_CR_FIRB 5493007WHKI5H75YJ358   KVK 34215458   ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001138_CR_FIRB 7245007QUMI1FHIQV531   KVK 33235189     Achmea B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001139_CR_FIRB 724500HIKX3QVUQF9G08   KVK 28080300     Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001140_CR_FIRB O4QK7KMMK83ITNTHUG69   KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001142_CR_FIRB 724500XYIJUGXAA5QD70   KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001143_CR_FIRB 724500XBZ9QOPTI11U82   KVK 34108286     Alliander N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001144_CR_FIRB 549300KYQ7B0H0K66406   KVK 33055009   AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001145_CR_FIRB 724500MCUU6QOFRFEA53   KVK 33256360 0000   792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001146_CR_FIRB 7245000UZH70GO047N03     NL0006237562   ARCADIS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001147_CR_FIRB 7245001I22ND6ZFHX623   KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001148_CR_FIRB 724500Y6DUVHQD6OXN27   KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001149_CR_FIRB 7245004JOPUJ0OOWTU73   KVK 30031823     ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001150_CR_FIRB 724500XFMNHF1GFPYJ05   KVK 08125298   3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001151_CR_FIRB 5299006ZHG3IXU0PNJ56   KvK 27106340 0000   1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001152_CR_FIRB       NL0000852580   BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001153_CR_FIRB       NL0010776944   BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001154_CR_FIRB 529900AOH3NBA8PZFG65   KvK 32097651 0000   0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001155_CR_FIRB 549300WGC2HZ5J67V817       CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001156_CR_FIRB 549300BXVNOCYQ83FU09   KVK 34154633   KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001157_CR_FIRB       NL0000200384   CORE LABORATORIES NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001158_CR_FIRB 549300UNTCLR21YKLL62   KVK 30073501 NL0000288967   Corio N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001159_CR_FIRB       NL0009294552   DELTA LLOYD NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001160_CR_FIRB 724500S75737K2SFDA03   KVK 22031457     Delta N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001161_CR_FIRB 213800N8X49KJRTNDM49   KVK 3419663   DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001162_CR_FIRB 529900M7QSB704RUUT95   KVK 34182495   AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001163_CR_FIRB 724500KRQECMCRGM1971   KVK 14026250     EBN B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001164_CR_FIRB 5299007L43AQDFOW5739   KvK 34121496 0000   1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001165_CR_FIRB 724500R5IP6TFKTNRU48   KvK 24306393   2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001166_CR_FIRB 549300XW2F91G4T4WC42   KVK 34149162   ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001167_CR_FIRB 529900011V8VJ3BUKR64   KVK 17115973   RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001168_CR_FIRB       NL0000288876   EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001169_CR_FIRB       NL0000352565   FUGRO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001170_CR_FIRB 2138005FTXOJUBQ5J563   KVK 24243533   GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001171_CR_FIRB 724500EJ2TDPAITRSJ55   KVK 02089290     GasTerra B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001172_CR_FIRB       NL0000400653   GEMALTO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001173_CR_FIRB 549300L10EVYURBFIH66   KVK 55293980     Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001174_CR_FIRB 529900SNLFF5M6HJ1T36   KvK 33286563 0000   1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001175_CR_FIRB 724500K5PTPSST86UQ23   KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001176_CR_FIRB 7245008C9KMJL9P2UI77   KVK 34323653     Hyva Global B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001177_CR_FIRB 724500CR19MQGFWFBZ64   KvK 34217578 0000   0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001178_CR_FIRB TLLG0UTU6ZHOG003X735         Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001179_CR_FIRB 54930050LBZUR4138I72   KVK 27120438     ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001180_CR_FIRB     KVK 24311905   2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001181_CR_FIRB 724500C9GNBV20UYRX36   KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001182_CR_FIRB 724500V38C5KTDY5BS93   KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001183_CR_FIRB 724500SNT1MK246AHP04   KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001184_CR_FIRB 549300YO0JZHAL7FVP81   KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001185_CR_FIRB H1FJE8H61JGM1JSGM897   KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001186_CR_FIRB 724500HZ4BN317I12G68   KVK 06016321   KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001187_CR_FIRB 724500UL634GFV1KYF10   KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001188_CR_FIRB 529900WQGOTJDYG9NP76   KVK 09151956   LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001189_CR_FIRB 5H8RMHHYTWIP1RKLCE38   KvK 34115238 0000   2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001190_CR_FIRB 549300J6QSW38QNOJK61   KVK 57924562     LYB International Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001191_CR_FIRB BN6WCCZ8OVP3ITUUVN49   KVK 24473890   DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001192_CR_FIRB 635400TMCKVEU87EJ582   KVK 24321697     METINVEST B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001193_CR_FIRB 529900PF6F1OHRZVU341   KvK 33178683 0000   1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001194_CR_FIRB 6354007MKEEGGVUMXO83   KVK 34239108     New World Resources N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001195_CR_FIRB 724500RKMOD48AIWKD94   KvK 24307569 0000   3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001196_CR_FIRB 54930062JS29A5N4GO82   KVK 34248449     Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001197_CR_FIRB 724500GQV9YLNSWECU41   KVK 17179668     Nord Gold N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001198_CR_FIRB 724500TXS5HH3GY4UW42   KVK 30124358     NS Groep N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001199_CR_FIRB 5299000CMF80GY2U0U47   KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001200_CR_FIRB 724500HT4YW45B1Y7859   KVK 57585083     OAK Leaf B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001201_CR_FIRB 549300NCMRGIBJYUOE57     NL0010558797   OCI NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001202_CR_FIRB 724500IM9A059TQLBX63         OCI Nitrogen BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001203_CR_FIRB 72450053F5WRDY8CDZ66   KVK 24291478   OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001204_CR_FIRB Q47A62EK6GMSID3Y8C39   KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001205_CR_FIRB 549300N522D3SS8MKV65   KvK 24320769 0000   3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001206_CR_FIRB 549300VGHFJJ58HE2B54   KVK 17008551   PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001207_CR_FIRB 529900N9UJEHN9UPXN50         PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001208_CR_FIRB 724500Q41FHN0P1GPC53   KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001209_CR_FIRB 54930036WK3GMCN17Z57       QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001210_CR_FIRB 7245009EAAUUQJ0U4T57   KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001211_CR_FIRB 549300XO8R7MPISUO753   KVK 33155037 NL0006144495   Reed Elsevier NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001212_CR_FIRB 5493002YCY6HTK0OUR29   KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001213_CR_FIRB     KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001214_CR_FIRB 5493002N51KZCVBDMS27   24114856 NL0006055329   ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001215_CR_FIRB 213800LBMMAIG1FQP389   KVK 14105351   SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001216_CR_FIRB       NL0000360618   SBM OFFSHORE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001217_CR_FIRB 529900KEH8410ESH1483   KVK 53761790     Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001218_CR_FIRB 724500DX7Q1A19SPY530   KVK 34166584     Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001219_CR_FIRB 7245001TBT3NI9SPNJ75         SHV Netherlands NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001220_CR_FIRB TAFO772JB70PDRN5VS48   KvK 27092998 0000   1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001221_CR_FIRB 724500E9ZG6JMH6E2I14     NL0000817179   SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001222_CR_FIRB 724500ZTKJYJMWVLWJ82   KVK 34297413     SRLEV N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001223_CR_FIRB 5493002SSXOL85X3XC87   KVK 58623701     Syncreon Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001224_CR_FIRB 724500LTUWK3JQG63903   KVK 09083317     TenneT Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001225_CR_FIRB 7245008G22FOV7TYYJ34   KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001226_CR_FIRB 724500978QL7NKMLTQ37   KVK 34210949     TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001227_CR_FIRB       NL0009739424   TNT EXPRESS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001228_CR_FIRB 724500L44K67W7UW1C59         TomTom International B.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001229_CR_FIRB 724500OPA8GZSQUNSR96   KVK 33194984   TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001230_CR_FIRB PX7SUPU7HUNJBQ8BPI65   KVK 33236939   585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001231_CR_FIRB 549300TK7G7NZTVM1Z30   KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001232_CR_FIRB 549300IW6C3SRHUUK147         Vitol Holding BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001234_CR_FIRB 549300FRXSUUW3M2Q281         WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001235_CR_FIRB 724500522D3ORUTUGW47   KVK 05078970   WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001236_CR_FIRB 724500YRQCY3BD9RJZ92     NL0000289213   WERELDHAVE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001237_CR_FIRB 724500TEM53I0U077B74   KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001238_CR_FIRB 5JB3IE65ZU13TA0DGN10         Würth Finance International B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001239_CR_FIRB       NL0006294290   ZIGGO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001240_CR_FIRB         BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001241_CR_FIRB 5493004ZHCILEMZLBS85   00304772770005     FERD AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001242_CR_FIRB 5493009F6KP3UMLPOY27   931186744     ICA Norge AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001243_CR_FIRB 549300ZLJDXBXUNCY824   936738540     National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001244_CR_FIRB 549300N1SDN71ZZ8BO45       NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001245_CR_FIRB 529900J8VSH14TP5VD23         ODFJELL SE NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001246_CR_FIRB 213800T66DRTE6O6BV87   916235291   PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001247_CR_FIRB 529900TH4OAW7WYG1777   987059699     Statkraft AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001248_CR_FIRB OW6OFBNCKXC4US5C7523   923609016   STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001249_CR_FIRB R7NJHU48LTCIOB9BVU57       CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001250_CR_FIRB 259400GYHYZPQ0HTMT82       CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001251_CR_FIRB 259400A9BI23M3K1NK82       LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001252_CR_FIRB 259400WT6MCX3V59XI09         Netia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001253_CR_FIRB 259400TOMPUOLS65II22   10681   TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001254_CR_FIRB 259400TGY6IYEP2EFW87   467426     POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001255_CR_FIRB 259400VVMM70CQREJT74   28860   PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001256_CR_FIRB 259400NAPDFBOTNCRL54       TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001257_CR_FIRB Q1ECZWEVT6ZTFERCPG94     PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001258_CR_FIRB 213800RQXBBZ6KSP1I72   500311390     AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001259_CR_FIRB 2138002PLGLYW8EP7248         AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001260_CR_FIRB 213800V5Z38TLIRQW516   500700834     ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001261_CR_FIRB     502607920     AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001262_CR_FIRB 54930011KNBNPPKW7528   500038015     AUTO SUECO LDA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001263_CR_FIRB 549300RU6UYW1UMYOP92   500194670     BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001264_CR_FIRB       PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001265_CR_FIRB 549300FREK460JU7RG08   500060266     CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001266_CR_FIRB 549300TF1SUYCFUO3840   503309362     COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001267_CR_FIRB     507195515     CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001268_CR_FIRB 213800X28CMB8LAIT849   502557400     CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001269_CR_FIRB 549300RGQV4M16FESU23   500832234     CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001270_CR_FIRB 529900CLC3WDMGI9VH80     PTEDP0AM0009 EDP PL EQUITY EDP - Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001271_CR_FIRB 529900LOXJVWGOH84656   503293695     EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001272_CR_FIRB     504885367     ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001273_CR_FIRB 2138003319Y7NM75FG53   504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001274_CR_FIRB 213800Y3V72PI6W8KG10   511220448     GRUPO PESTANA - SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001275_CR_FIRB 259400A8SZP10GB5IB19     PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001276_CR_FIRB     500073880     LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001277_CR_FIRB 549300SNYKYW15R3UE62   502011475     MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001278_CR_FIRB 549300TLPT6W9R3CLQ86   500197814     MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001279_CR_FIRB 5493003NN4LXUF8JA244         Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001280_CR_FIRB 54930071D35BVUPC5942   502604751     OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001281_CR_FIRB     507979265     OPWAY - SGPS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001282_CR_FIRB 213800ZWKG61JG7ZCF61   500697370     PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001283_CR_FIRB 259400DRC6WOXNVW8B57 500829993 500829993   90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001284_CR_FIRB 549300UNIB7M2AXUXS35     PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001285_CR_FIRB 549300FR1FN48IGHR915     PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001286_CR_FIRB     500246963     REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001287_CR_FIRB 5493002X2CCY60HWCU94   500243590     SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001288_CR_FIRB 549300PXZF74GVQM6867   500058580     SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001289_CR_FIRB 549300EZYIURQ5RGSE56   500278571     SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001290_CR_FIRB 549300KFJPELBPMQH079   500833532     SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001291_CR_FIRB 95980020140005813290   505042037     SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001292_CR_FIRB     500097488     TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001293_CR_FIRB 549300CNE5R74B3XKF57   505266202     UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001294_CR_FIRB   503933139 503933139   3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001295_CR_FIRB 213800IDK8UTYDSFOG74   502544180     VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001296_CR_FIRB   500302200 500302200   0265472D PL EQUITY ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001297_CR_FIRB 549300VOFQC1SPGTZM19   503039063     ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001298_CR_FIRB 549300D3EIDZJB62TR20   21183   ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001299_CR_FIRB 549300UKYDM6L8HEPU79       SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001300_CR_FIRB 549300F8ZIGJVUPIU797   24297754     Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001301_CR_FIRB         GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001302_CR_FIRB         ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001303_CR_FIRB         TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001304_CR_FIRB 5493007RN7O98MYBX124         AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001305_CR_FIRB 549300UCKT2UK88AG251     SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001306_CR_FIRB 549300YECS8HKCIMMB67     SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001307_CR_FIRB 213800T8PC8Q4FYJZR07   5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001308_CR_FIRB 2138002GW5WN1UYZAO32   55611256900004     BILIA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001309_CR_FIRB 549300YJUYJ9A24RXL71     SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001310_CR_FIRB 549300ZACGIQHBBMOD20   5560269549   BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001311_CR_FIRB 213800SE6FV3UDEIEY92   72317831     CAPIO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001312_CR_FIRB 549300GU5OHTR1T5IY68     SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001313_CR_FIRB 549300HCT1WLHEXNLZ18         Dometic Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001314_CR_FIRB 549300Y3HHZB1ZGFPJ93       ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001315_CR_FIRB 549300JNPI46XNH0PM97         Fabege AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001316_CR_FIRB 5493003PZ4F570G3W735         GETINGE AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001317_CR_FIRB 529900XKWB408ZZYBF68         GREEN CARGO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001318_CR_FIRB 213800YUV362W4E1LP46         H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001319_CR_FIRB 54930033BTSY61VHUR49   55601011550004     HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001320_CR_FIRB 549300VOTS5OZ82UTG69     SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001321_CR_FIRB 549300WJFW6ILNI4TA80   5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001322_CR_FIRB 52990080SH3454F0QE68   5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001323_CR_FIRB 549300GYQIIJ3UXB7655     SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001324_CR_FIRB 549300VEBQPHRZBKUX38   556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001325_CR_FIRB 529900X0UEM9DOM6FK12   5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001326_CR_FIRB 549300VD6SNNS5N5V183         KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001327_CR_FIRB 5493005OXRTBK0WSJN46   5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001328_CR_FIRB 529900AB08F05L4HWU11         LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001329_CR_FIRB 213800NS2XXVRYS7WP40     SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001330_CR_FIRB 549300SNQNTHQLZQON04   5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001331_CR_FIRB 549300E8NDODRSX29339   5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001332_CR_FIRB 213800WRGLW3CY4MHW53   55603451740004     NCC SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001333_CR_FIRB 549300KUJMRC9NW93S96         Nobina sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001334_CR_FIRB 5493007VGEKBZGZ6PC69         NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001335_CR_FIRB 549300ES84TRW7EWGU35         Perstorp Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001336_CR_FIRB 549300S2D8BDH1CKLI47         PostNord AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001337_CR_FIRB 549300MIHCMD8DCSBY41   55607269770034     Preem SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001338_CR_FIRB 549300ZHO4JCQQI13M69   556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001339_CR_FIRB 5299008ZUAXN43LVZF54       SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001340_CR_FIRB 5299001G94UPTI8C7N54   5566577416   0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001341_CR_FIRB 529900AE1FZNUH6EVS39     SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001342_CR_FIRB 529900BZYSUQLQSPNR07   5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001343_CR_FIRB 635400TTYKE8EIWDS617       SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001344_CR_FIRB 5493004WOSC31U83UG49   5561063834   SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001345_CR_FIRB 549300MA1BZYJU87BW55   5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001346_CR_FIRB 549300X6MQ0GG8BRY481         SKF sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001347_CR_FIRB 5493002FIVSWBLEV7P15         SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001348_CR_FIRB 529900329VS14ZIML164   5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001349_CR_FIRB 529900J0C48FH28HNQ19   5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001350_CR_FIRB 213800CWLTI7WZCC2R35   5560010802   1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001351_CR_FIRB 5299005HSK597UX55629         SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001352_CR_FIRB 549300FW5JDRV1IJ0M67       SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001353_CR_FIRB 529900ZERGNJBEQEX179   55679708180004     SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001354_CR_FIRB 5493005DU3003SGUC166         SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001355_CR_FIRB 529900YVXCGNWAUYZG78     SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001356_CR_FIRB 213800EKD193RVI9HL76   5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001357_CR_FIRB 549300W9JLPW15XIFM52   556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001358_CR_FIRB 213800FSR9RNDUOTXO25       TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001359_CR_FIRB 5493006LU5JO4P7HQ305         THULE HOLDING AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001360_CR_FIRB 213800XY16PAWG2PAD14       TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001361_CR_FIRB 5493007LNZSEWN5KTV42     SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001362_CR_FIRB 549300T5RZ1HA5HZ3109       VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001363_CR_FIRB 549300HGV012CNC8JD22     SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001364_CR_FIRB 54930083GODGBHODQ153   189744     Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001365_CR_FIRB 33D7DTWH8BNIUWE0IF81       OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001366_CR_FIRB         7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001367_CR_FIRB 549300QOGMPTKB6W7G56   1.07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001368_CR_FIRB 8RS0AKOLN987042F2V04       NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001369_CR_FIRB LUZQVYP4VS22CLWDAR65     US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001370_CR_FIRB HQD377W2YR662HK5JX27   IL08142220   ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001371_CR_FIRB FR5LCKFTG8054YNNRU85   DE5126809   4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001372_CR_FIRB 549300T0GJTEK811VI53       WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001373_CR_FIRB 549300QKBENKLBXQ8968   PA724325   AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001374_CR_FIRB LYOM0B2GCF1JWXK5ZG04       AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001375_CR_FIRB QUIX8Y7A2WP0XRMW7G29       A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001376_CR_FIRB 9PO87UV78U1JHLR68X04       8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001377_CR_FIRB 7QEON6Y1RL5XR3R1W237       APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001378_CR_FIRB ABPN11VOHLHX6QR7XQ48       AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001379_CR_FIRB XSGZFLO9YTNO9VCQV219       MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001380_CR_FIRB ZXTILKJKG63JELOEG630   DE2620453   AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001381_CR_FIRB IWUQB36BXD6OWD6X4T14   DE0332421   AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001382_CR_FIRB B6Q2VFHD1797Q7NZ3E43   CAC0951492   7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001383_CR_FIRB 5493006ORUSIL88JOE18       AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001384_CR_FIRB 549300D3L3G0R4U4VT04       APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001385_CR_FIRB B78FQ7XBQFLP4AYJ6F79       APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001386_CR_FIRB 72ZZ1XRHOOU9P9X16K08       APA US Equity Apache Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001387_CR_FIRB HWUPKR0MPOU8FGXBT394   CAC0806592   AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001388_CR_FIRB 42YMHYH0XMHJEXDUB065         ARAMARK Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001389_CR_FIRB W47HVZ7Q6FXL86RELH91   DE0717711   ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001390_CR_FIRB 549300LO13MQ9HYSTR83   DE0152524   ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001391_CR_FIRB 0C0SZC7H22UWI2NA3R46       ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001392_CR_FIRB 549300YNNLBXT8N8R512   NYCARREUS   ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001393_CR_FIRB 6O4MRU8C1MS0K34UQF79   KY0580261   ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001394_CR_FIRB 549300Z40J86GGSTL398   DE2018584   T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001395_CR_FIRB QVLWEGTD2S8GJMO8D383       ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001396_CR_FIRB HGBOLILQXWER4SAL2I23       ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001397_CR_FIRB GA3JGKJ41LJKXDN23E90         Autozone Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001398_CR_FIRB XN8R4HH1TVC1XOCL5P21       CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001399_CR_FIRB XJI53DCPL7QABOWK4Z75   NYCAVNTUS   AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001400_CR_FIRB 5493007RY69UEB1F1B45       AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001401_CR_FIRB MF62XBVMNYTYMC18DL76   DE2416636   BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001402_CR_FIRB         BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001403_CR_FIRB EWRDABCN7XBHM37LIA98   DE2072335     Beam Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001404_CR_FIRB HL5XPTVRV0O8TUN5LL90   MN1K-1056   BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001405_CR_FIRB KK5MZM9DIXLXZL9DZL15   DE2322568   BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001406_CR_FIRB 549300DSFX2IE88NSX47       BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001407_CR_FIRB Y6ZDD9FP4P8JSSJMW954   DE0874815   BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001408_CR_FIRB 549300GMUCJ08527GQ81   IN182869-107   BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001409_CR_FIRB 549300YYMNSW7KWZH127       BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001410_CR_FIRB HLYYNH7UQUORYSJQCN42       BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001411_CR_FIRB 5493007M0RIN8HY3MM77       BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001412_CR_FIRB Y7ET3D9SDOFUZ515FE28   DE0799956   CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001413_CR_FIRB 43R4VPJBXTU2O15HEF41         Calpine Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001414_CR_FIRB 5493007JDSMX8Z5Z1902       CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001415_CR_FIRB CCU46N3GJMF4OK4N7U60   OH535613   CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001416_CR_FIRB QXZYQNMR4JZ5RIRN4T31       3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001417_CR_FIRB EDBQKYOPJUCJKLOJDE72   DE0921323   CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001418_CR_FIRB WRJR7GS4GTRECRRTVX92       CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001419_CR_FIRB 5KYC8KF17ROCY24M3H09   DE2106821   C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001420_CR_FIRB CD30XVRLT4QO00B1C706   DE3780476   CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001421_CR_FIRB 4SIHMF0MOSTTL8CD0X64       CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001422_CR_FIRB 21TPXMRRHFKOBHDC8J74         CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001423_CR_FIRB 8E6NF1YAL0WT6CWXXV93       CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001424_CR_FIRB 549300IA9XFBAGNIBW29         CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001425_CR_FIRB B0QU0GIVGFFMCOP5RJ72   DE4789658   CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001426_CR_FIRB 2V9V7M0RUQG9M2J4IC47         Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001427_CR_FIRB YMEGZFW4SBUSS5BQXF88   DE0156313   CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001428_CR_FIRB 51M0QTTNCGUN7KFCFZ59   PA3039985   CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001429_CR_FIRB 549300OQS2LO07ZJ7N73   DE0406521   CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001430_CR_FIRB 6113F6JQLWIUGTBN1L36       CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001431_CR_FIRB 54930035UDEIH090K650   DE0818944   CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001432_CR_FIRB SYHS7HRDXLL4I0IQ8776       CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001433_CR_FIRB 6VJJ5GQWIRDQ06DUXG89   DE0064324   COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001434_CR_FIRB 549300JK3KH8PWM3B226   DE2277631   CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001435_CR_FIRB 29DX7H14B9S6O3FD6V18       CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001436_CR_FIRB 549300BO9IWPF3S48F93       COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001437_CR_FIRB TVRMNZKRGA8LPW6XPG60         Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001438_CR_FIRB RPPGGRL1J75WGF2DFO04   PA3337938   CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001439_CR_FIRB ZUNI8PYC725B6H8JU438   IN194062-043   CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001440_CR_FIRB S4BKK9OTCEWQ3YHPFM11       DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001441_CR_FIRB PWFTNG3EI0Y73OXWDH08       DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001442_CR_FIRB 3E70L4WYANTIWWIPHC81       DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001443_CR_FIRB Q2CCMS6R0AS67HJMBN42       DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001444_CR_FIRB 54930042348RKR3ZPN35   DE2155705   DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001445_CR_FIRB F14FQJ2EEHW5VPYUHL14       DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001446_CR_FIRB 549300Z1UGYT5725XB67   DE3535468   DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001447_CR_FIRB ILUL7B6Z54MRYCF6H308       D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001448_CR_FIRB 549300FMC2ALGA7N9E80   DE0412823   DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001449_CR_FIRB ZQUIP1CSZO8LXRBSOU78       DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001450_CR_FIRB 549300IX8SD6XXD71I78       DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001451_CR_FIRB FDPVHDGJ1IQZFK9KH630   DE2345566   EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001452_CR_FIRB 0NZWDMRCE180888QQE14       ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001453_CR_FIRB OML71K8X303XQONU6T67   DE2871352   EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001454_CR_FIRB FRDRIPF3EKNDJ2CQJL29       LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001455_CR_FIRB FGLT0EWZSUIRRITFOA30       EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001456_CR_FIRB GHFPUH0OZ5JLGJXWCO16       ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001457_CR_FIRB 4XM3TW50JULSLG8BNC79       ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001458_CR_FIRB 549300EVUN2BTLJ3GT74   DE2911438   EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001459_CR_FIRB 549300RO2XES74KQGG63       XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001460_CR_FIRB 3SOUA6IRML7435B56G12       EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001461_CR_FIRB CI7MUJI4USF3V0NJ1H64   WA601975803   EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001462_CR_FIRB J3WHBG0MTS7O8ZVMDC91   NJ3793794100   XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001463_CR_FIRB 549300E707U7WNPZN687       FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001464_CR_FIRB 6WQI0GK1PRFVBA061U48   GA0110597   FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001465_CR_FIRB 549300NPYMLM4NHTOF27         First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001466_CR_FIRB 549300SVYJS666PQJH88   OH953140   FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001467_CR_FIRB 6Y0GK87T6V7NJKZJVM41   NYCDRRCUS   FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001468_CR_FIRB CQ7WZ4NOFWT7FAE6Q943       FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001469_CR_FIRB CKDHZ2X64EEBQCSP7013       FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001470_CR_FIRB EMQFUEY7DV1MVNKAUT87   DE3315658   FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001471_CR_FIRB 20S05OYHG0MQM4VUIC57       F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001472_CR_FIRB 2MNR4Q42DBL85U7RD221         Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001473_CR_FIRB A0WMBJD47C49E2JJOM88   DE4594648   FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001474_CR_FIRB 549300FNRIXILI56M704       0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001475_CR_FIRB 9C1X8XOOTYY2FNYTVH06       GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001476_CR_FIRB 3C7474T6CDKPR9K6YT90   NYCGECYUS   GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001477_CR_FIRB 2TGYMUGI08PO8X8L6150       GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001478_CR_FIRB 549300PDWRZX0BR28B12   DE4717789   GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001479_CR_FIRB L2EVHWFHVAQK72TMH265   DE4275413     Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001480_CR_FIRB 5493002BI0S2ZQUY3437       GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001481_CR_FIRB 7ZW8QJWVPR4P1J1KQY45       GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001482_CR_FIRB ENYF8GB5SMQZ25S06U51   DE2681775   HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001483_CR_FIRB KAO98FK89NPNNPQGUZ43   DE0497602   HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001484_CR_FIRB 549300NUB6D2R1ITYR45       HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001485_CR_FIRB 549300PD0C69OJ0NLB27       766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001486_CR_FIRB UASVRYNXNK17ULIGK870   DE0097017   AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001487_CR_FIRB WHKXQACZ14C5XRO8LW03       HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001488_CR_FIRB 5493003STKEZ2S0RNU91       HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001489_CR_FIRB ISRPG12PN4EIEOEMW547   DE2061772   HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001490_CR_FIRB KNX4USFCNGPY45LOCE31       4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001491_CR_FIRB VGRQXHF3J8VDLUA7XE92       IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001492_CR_FIRB F9HV8ZL85LRIQ6D60098   NVC7491-1980   IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001493_CR_FIRB 824LMFJDH41EY779Q875       IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001494_CR_FIRB 5493008IUOJ5VWTRC333         Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001495_CR_FIRB 24F6LSZD18II6ICG6S41         Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001496_CR_FIRB YB2O5TUONPB3W1X7WJ88       ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001497_CR_FIRB KD833U13JEIGETBW2749       JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001498_CR_FIRB 549300XR6O4ACB0KLV08         JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001499_CR_FIRB E0KSF7PFQ210NWI8Z391       DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001500_CR_FIRB 549300G0CFPGEF6X2043   NJ5106301000   JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001501_CR_FIRB 3LB2NG8VUULSCV2NO430       JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001502_CR_FIRB LONOZNOJYIBXOHXWDB86       K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001503_CR_FIRB AGX0G2MXE54NFNNICD28       KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001504_CR_FIRB MP3J6QPYPGN75NVW2S34       KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001505_CR_FIRB 549300PDHUGWPWGOT525   DE2301470     Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001506_CR_FIRB 5493005158BXZWGOX572       3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001507_CR_FIRB 549300JF6LPRTRJ0FH50       KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001508_CR_FIRB V1BYR0MM295ZFWYYS367       KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001509_CR_FIRB GR3KVMWVCR54YWQNXU90   DE0933796   LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001510_CR_FIRB         LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001511_CR_FIRB 5493007B9BM9ZXJINO78   DE4009151   LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001512_CR_FIRB DPRBOZP0K5RM2YE8UU08       LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001513_CR_FIRB WAFCR4OKGSC504WU3E95   NC0087443   LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001514_CR_FIRB 2RTSLGQ89VMY18RHX631         Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001515_CR_FIRB 1FRVQX2CRLGC1XLP5727   DE3395371   MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001516_CR_FIRB 3BNYRYQHD39K4LCKQF12   DE4750998   MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001517_CR_FIRB 225YDZ14ZO8E1TXUSU86   DE2798413   MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001518_CR_FIRB 54930073HKEO6GZBSS03       4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001519_CR_FIRB 549300XMP3KDCKJXIU47   DE0706226   MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001520_CR_FIRB 5GCSNMQXHEYA1JO8QN11   DE0585027   MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001521_CR_FIRB AR5L2ODV9HN37376R084   DE3390142   MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001522_CR_FIRB 549300VELLG24KHTJ564   DE0673809   MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001523_CR_FIRB UE2136O97NLB5BYP9H04       MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001524_CR_FIRB 549300WZWOM80UCFSF54   DE2417015   MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001525_CR_FIRB 4DL8C98Z5G5IXZLH3578       MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001526_CR_FIRB D56MRZY2INAN94ZONZ37       MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001527_CR_FIRB 4YV9Y5M8S0BRK1RP0397       MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001528_CR_FIRB INR2EJN1ERAN0W5ZP974   WA600413485   MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001529_CR_FIRB 54930073LBBH6ZCBE225       TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001530_CR_FIRB 549300DV9GIB88LZ5P30   VA05501796   KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001531_CR_FIRB NONUZEX43GHIPSVDD938   DE3174788   MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001532_CR_FIRB 6S552MUG6KGJVEBSEC55   DE0789650   MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001533_CR_FIRB MOM4570XTJ5YYX7JKH83   DE2977161   NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001534_CR_FIRB 549300VSP3RIX7FGDZ51       NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001535_CR_FIRB UMI46YPGBLUE4VGNNT48       NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001536_CR_FIRB 549300Z2ZSKKGUE3J147       NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001537_CR_FIRB ZHUWIE4VK4MIYES0UG62   IN2000033100151   NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001538_CR_FIRB 7D6DIU2QXTUJRFNNJA49   CAC1059173   7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001539_CR_FIRB 02VFQXG2D1LR5ZH3K186       NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001540_CR_FIRB 549300S3IZB5P35KNV16   WA178071138   JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001541_CR_FIRB RIMU48P07456QXSO0R61       NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001542_CR_FIRB 6B6FQLPMMKB14LX6NY57         Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001543_CR_FIRB 549300GGJCRSI2TIEJ46       NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001544_CR_FIRB IM7X0T3ECJW4C1T7ON55       OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001545_CR_FIRB 52990006VBKYFQMQJX90   KvK 34311273 0000   OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001546_CR_FIRB HKUPACFHSSASQK8HLS17       OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001547_CR_FIRB 1Z4GXXU7ZHVWFCD8TV52   DE2457805   ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001548_CR_FIRB 549300TOPQ8NG4HGVK16         Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001549_CR_FIRB PH3S12DWZBHHQKVYZ297   WA177005077   PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001550_CR_FIRB KDTEY8BWE486IKZ3CC07       PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001551_CR_FIRB SGY07Y7FNYBNLM6Z1M11   OR085297-86   BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001552_CR_FIRB 5493002CONDB4N2HKI23       PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001553_CR_FIRB EJCO258LNNVSKAR2JX59   DE2864939   BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001554_CR_FIRB FJSUNZKFNQ5YPJ5OT455   NC0198463   PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001555_CR_FIRB 765LHXWGK1KXCLTFYQ30       PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001556_CR_FIRB 8YQ2GSDWYZXO2EDN3511         PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001557_CR_FIRB HL3H1H2BGXWVG3BSWR90   VA0670281-5   PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001558_CR_FIRB TWSEY0NEDUDCKS27AH81         Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001559_CR_FIRB 549300N2O26NW4ST6W55   DE0101728   PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001560_CR_FIRB 5MRSWZYSSE4064ED3F25         Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001561_CR_FIRB 549300BKPEP01R3V6C59   PA284424   PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001562_CR_FIRB ZU69GUVJQGZ6Z1UOOO79       PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001563_CR_FIRB 6S3X7J22E861RNTJSA74       3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001564_CR_FIRB 2572IBTT8CCZW6AU4141       PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001565_CR_FIRB 5PRBRS5FEH7NREC8OR45   NJ0100802453   PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001566_CR_FIRB PUSS41EMO3E6XXNV3U28       PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001567_CR_FIRB 123WALMHY1GZXG2YDL90       PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001568_CR_FIRB 8MCWUBXQ0WE04KMXBX50   DE2249088   DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001569_CR_FIRB HO1QNWM0IXBZ0QSMMO20       RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001570_CR_FIRB YR6K3WJN0KKLUPZSNL57   DE0472015   RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001571_CR_FIRB NKNQHM6BLECKVOQP7O46       RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001572_CR_FIRB PQQ60KVT5SJX0ETQT497       RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001573_CR_FIRB VH3R4HHBHH12O0EXZJ88       ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001574_CR_FIRB 549300LJXD867XMVE759       ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001575_CR_FIRB K2NEH8QNVW44JIWK7Z55   C-38863   RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001576_CR_FIRB 549300TJCKW4BRXPJ474       RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001577_CR_FIRB 549300VXRTBPBK07QT94       0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001578_CR_FIRB ZXJ6Y2OSPZXIVGRILD15   FL590739250   R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001579_CR_FIRB 549300NKZ6VCN5P3K723   DE2096948   SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001580_CR_FIRB RLTHESQ0RNFQJWPBJN60   DE2258732   SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001581_CR_FIRB Q0M0CZB4YN6JZ65WXI09       SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001582_CR_FIRB PBBKGKLRK5S5C0Y4T545   CAC1991515   SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001583_CR_FIRB KAF673KJXD92C8KSLU49       SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001584_CR_FIRB MR92GTD0MJTTTTQDVG45   DE2360269     Simon Property Group, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001585_CR_FIRB HHWAT5TDOYZMM26KKQ73       SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001586_CR_FIRB 549300FC3G3YU2FBZD92         Southern Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001587_CR_FIRB EFWMP121W54QV9MGOP87   DE4116263   SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001588_CR_FIRB P761FCI0CPOG24I8JE10       SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001589_CR_FIRB 549300DJ09SMTO561131       SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001590_CR_FIRB XQM2JINI1UL7642TU573       SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001591_CR_FIRB 5493002F0SC4JTBU5137   MI148492   SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001592_CR_FIRB 549300TXO070764WUH65       SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001593_CR_FIRB YF6ZV0M6AU4FY94MK914       SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001594_CR_FIRB 5RGWIFLMGH3YS7KWI652       SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001595_CR_FIRB 8WDDFXB5T1Z6J0XC1L66       TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001596_CR_FIRB 6HL0C5LCIE4TN8UZHL06   DE2980513   TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001597_CR_FIRB UUL85LWXB4NGSWWXIQ25       TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001598_CR_FIRB YAWJZJYEQ7M1SYMOS462   DE2106001   TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001599_CR_FIRB CMTK1YBYNLPLIS3QLI53       TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001600_CR_FIRB 549300VFZ8XJ9NUPU221         The Estee Lauder Companies US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001601_CR_FIRB HCHV7422L5HDJZCRFL38   DE0558016   TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001602_CR_FIRB KNG3XRAA0RHN9H62OK76       TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001603_CR_FIRB B0I35MLPFXZSE70ASS73       TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001604_CR_FIRB 549300V2JRLO5DIFGE82   DE3058821   DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001605_CR_FIRB R1JB4KXN77XFCXOQKV49   DE7324254   TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001606_CR_FIRB 3NWOXIHJSQCX0SM5Z749   DE3589359   TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001607_CR_FIRB G8NWFN4YP7CR6FOP4886         Tupperware Brands Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001608_CR_FIRB WD6L6041MNRW1JE49D58       TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001609_CR_FIRB MYF1DAS6G5WY7PRWCU78   DE0945814   ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001610_CR_FIRB K1OQBWM7XEOO08LDNP29   DE0890080   UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001611_CR_FIRB D01LMJZU09ULLNCY6Z23       UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001612_CR_FIRB JNLUVFYJT1OZSIQ24U47       X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001613_CR_FIRB I07WOS4YJ0N7YRFE7309       UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001614_CR_FIRB 549300VSXHFQVR770L55   DE4426189     Univar Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001615_CR_FIRB 549300BZXZ66F6DTIF20   VA0016487-1   UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001617_CR_FIRB KOO0397YRO83WY5MGD97       VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001618_CR_FIRB 549300XTO5VR8SKV1V74       VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001619_CR_FIRB 2S72QS2UO2OESLG6Y829       VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001620_CR_FIRB CWAJJ9DJ5Z7P057HV541       VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001621_CR_FIRB X0ST5BPF0CZG9FE5OV61       VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001623_CR_FIRB CQKUMNNZVDJLRYV2PT43         Virginia Electric & Power Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001624_CR_FIRB 549300JZ4OKEHW3DPJ59       V US Equity Visa Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001625_CR_FIRB 549300BMOJ05INE4YK86   DE2669712     Vornado Realty L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001626_CR_FIRB 549300UUPJ2NXDB68M19   DE0911551     VW Credit, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001627_CR_FIRB Y87794H0US1R65VBXU25       WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001628_CR_FIRB 7260JQNI6SCF9FIV2392       DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001629_CR_FIRB IQN3XTJNANI73KWRED03         Walter Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001630_CR_FIRB 549300YX8JIID70NFS41       WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001631_CR_FIRB 3CYEJKBUJZO3UW777J80   DE3797582     WEA Finance LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001632_CR_FIRB WHENKOULSSK7WUM60H03       WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001633_CR_FIRB D3W7PCXCBRQLL17DZ313         World Fuel Services Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001634_CR_FIRB T4VNTWMFQ7JQB65L7T35   DE3664441   WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001635_CR_FIRB LGJNMI9GH8XIDG5RCM61   MN37-AA   XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001636_CR_FIRB 4KF48RN45X1OO8UBLY20       XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001637_CR_FIRB 6EY4K7ZMF9UX1CU6KC79       XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001638_CR_FIRB 549300DF5MV96DRYLQ48       XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001639_CR_FIRB 2P2YLDVPES3BXQ1FRB91   DE3343799   ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001640_CR_FIRB 549300HD9Q1LOC9KLJ48       ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001641_CR_FIRB 5493007CO5W5OBFG7L21         RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001642_CR_FIRB 549300QSUNKAEBMYIR16         RAVAGO S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001643_CR_FIRB 549300O3SGMD4K45DN61     BE 0404621642   ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001644_CR_FIRB 54930031IF9XW7PCY637     BE 0403992231   Atlas Copco Airpower BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001645_CR_FIRB 549300PR82EONF1NKE18     BE 0473566965   BELFIMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001646_CR_FIRB 549300UOBXCS79E82606     BE 0404535431   Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001647_CR_FIRB 549300VSM2RG55U2QU15     BE 0400853488   BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001648_CR_FIRB 5493007ZLRNTTT9B6384         Carrefour Finance SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001649_CR_FIRB 529900P0HVIO92I8AU52     BE 0422362447   COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001650_CR_FIRB 549300VWVXR1GOHG0E16     BE 0425702910   COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001651_CR_FIRB 5493003N7PPOYDZI1G90     BE 0400464795   COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001652_CR_FIRB 5299009GDDJ20VCTA286     BE 0404411707   CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001653_CR_FIRB 549300NF0J86QSGBSV95     BE 0413572663   DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001654_CR_FIRB 549300KT827RUL680A73     BE0428741087   D'IETEREN Treasury BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001655_CR_FIRB 5493000G720YN71E2S86     BE 0435305514   DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001656_CR_FIRB 529900YOYR5FW12UBJ80     BE 0471811661   EDF Luminus BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001657_CR_FIRB 549300F203XBWYK45D98     BE 0411515075   Emmaüs vzw BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001658_CR_FIRB 529900T3V512W5JEJF78     BE 0406183144   Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001659_CR_FIRB 5493006GOR72R0ZYBN98     BE 0860409202   EXMAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001660_CR_FIRB 52990071WX2UW1WNHC16     BE 0402954628   FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001661_CR_FIRB 529900RL1B6NSLKU7P45     BE 0821382439   FLUXYS FINANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001662_CR_FIRB 549300EL1OTYCHBFUV17     BE 0442100363   GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001663_CR_FIRB 549300AS6JDY8GAUB274     BE 0831958211   GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001664_CR_FIRB 6IM6CQKADLNCQGUEU352     BE0439255986   GEMS Services SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001665_CR_FIRB 549300UFHGFY5IOON989     BE 0220324117   Gimv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001666_CR_FIRB 5493004EAZQ20FYJKT70     BE 0438202052   greif services belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001667_CR_FIRB 5299004FBX5DGG463D98     BE 0430060188   HERAEUS ELECTRO - NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001668_CR_FIRB 5493002TTO3072KC6L60     BE 0402220594   Hewlett - Packard Belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001669_CR_FIRB 549300VI27GGJFIOCP26     BE 0440113348   INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001670_CR_FIRB 5493002RVRZ1S3CPUI26     BE 0428750985   ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001671_CR_FIRB 54930073JZQL85NE3817     BE 0222343301   IVERLEK BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001672_CR_FIRB 549300YEC7519H8CBF72     BE 0473587751   J.C. General Services CVBA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001673_CR_FIRB 549300U0BLKP6Y8LPX16     BE 0404778426   Katoen Natie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001674_CR_FIRB 529900X1VAF3IXDZJ071         LE PEIGNE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001675_CR_FIRB 549300ROPVHSEKEMW107     BE 0807049797   LOCORAIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001676_CR_FIRB 549300L6DOLPEQSOI005     BE 0405580655   MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001677_CR_FIRB 5493007JS0ZHJVBUWP18     BE 0456810810   MOBISTAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001678_CR_FIRB 549300V3ES7BVGYNRZ58     BE 0413630071   N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001679_CR_FIRB 529900P78BT1RIIYWY69     BE 0458885719   NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001680_CR_FIRB 549300XHGK09MEWMOL68     BE 0419457296   Ontex bvba BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001681_CR_FIRB 5299009CBE6VJXABZS81     BE 0436410522   RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001682_CR_FIRB 529900P4SONA6KVTRT86     BE 0428343981   RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001683_CR_FIRB 529900LK4T42CNH2U882     BE 0434475767   S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001684_CR_FIRB 529900FTYUE9QOXMU884     BE 0434284638   SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001685_CR_FIRB 549300CCKFF44A550J72     BE 0400747580   SARENS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001686_CR_FIRB 549300JTFH1WHCEMIN40     BE 0407139583   SD WORX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001687_CR_FIRB HB7FFAZI0OMZ8PP8OE26     BE 0413330856   Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001688_CR_FIRB 213800IS5GA1OZ8RBM85     BE 0473416418   TELENET nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001689_CR_FIRB 529900R7MYQQO8CHR962     BE 0403063902   TOTAL BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001690_CR_FIRB 5299003N2SCVNU16O909     BE 0403079441   Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001691_CR_FIRB 549300ZSTW3D1UXOXY91     BE 0412639681   TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001693_CR_FIRB 549300J5X4E65PJHE355     BE 0464538245   VPK SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001694_CR_FIRB 5493002MUOV04NSPT571 2796756-1       RBC INVESTOR SERVICES TRUST CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001695_CR_FIRB 549300G6ZUFBJVLAJQ46         MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001696_CR_FIRB 5299009K1FINARYDEC72         RENAULT FINANCE SA CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001697_CR_FIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685     Schweizerische Rückversicherungs-Gesellschaft AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001698_CR_FIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498     LBBW Dublin Management GmbH DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001699_CR_FIRB 529900GHE5268QPEOH13 2537992-6 HRB106727     LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001700_CR_FIRB 529900USFSZYPS075O24 1144838-8 HRB3790     VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001701_CR_FIRB 549300Y5BJOTCMUYT658         ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001702_CR_FIRB 969500KY4MRVCLM9HE48         EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001703_CR_FIRB 529900QI55ZLJVCMPA71         TOTAL CAPITAL FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001704_CR_FIRB 2138006E2VG89XLORJ06   02366682     YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001705_CR_FIRB 549300BPQYQ838KE1X51         UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001706_CR_FIRB 213800SKZTSE2L1BII69         THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001707_CR_FIRB 0YQH6LCEF474UTUV4B96   KvK 34313428 0000     ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001708_CR_FIRB 4ME66GO1Q4T87C52WS37   KvK 33134831 0000     GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001709_CR_FIRB         1310Z AR Equity Argentina AR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001710_CR_FIRB         1525Z AU Equity Australia AU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001711_CR_FIRB         1480Z AV Equity Austria AT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001712_CR_FIRB         43886Z BD Equity Bangladesh BD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001713_CR_FIRB         111136Z BB Equity Belgium BE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001714_CR_FIRB         1323Z BZ Equity Brazil BR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001715_CR_FIRB         129225Z BU Equity Bulgaria BG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001716_CR_FIRB         80710Z CN Equity Canada CA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001717_CR_FIRB         45793Z CI Equity Chile CL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001718_CR_FIRB         PRCH CH Equity China CN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001719_CR_FIRB         1153Z CB Equity Colombia CO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001720_CR_FIRB         1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001721_CR_FIRB         1271Z DC Equity Denmark DK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001722_CR_FIRB         1083Z EY Equity Egypt EG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001723_CR_FIRB         1000Z ET Equity Estonia EE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001724_CR_FIRB         1306Z FH Equity Finland FI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001725_CR_FIRB         223727Z FP Equity France FR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001726_CR_FIRB         3413Z GR Equity Germany DE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001727_CR_FIRB         1004Z GA Equity Greece GR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001728_CR_FIRB         1182Z HB Equity Hungary HU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001729_CR_FIRB         1504Z IN Equity India IN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001730_CR_FIRB         1133Z IJ Equity Indonesia ID Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001731_CR_FIRB         1266Z ID Equity Ireland IE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001732_CR_FIRB         3343943Z IT Equity Israel IL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001733_CR_FIRB         2103Z IM Equity Italy IT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001734_CR_FIRB         JAPZ JP Equity Japan JP Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001735_CR_FIRB         1001Z KN Equity Kenya KE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001736_CR_FIRB         3344606Z LR Equity Latvia LV Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001737_CR_FIRB         1092Z LH Equity Lithuania LT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001738_CR_FIRB         1110Z LX Equity Luxembourg LU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001739_CR_FIRB         1124Z MK Equity Malaysia MY Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001740_CR_FIRB         5753Z US Equity Malta MT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001741_CR_FIRB         1426Z MM Equity Mexico MX Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001742_CR_FIRB         1096Z MC Equity Morocco MA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001743_CR_FIRB         1533Z NA Equity Netherlands NL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001744_CR_FIRB         46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001745_CR_FIRB         1233Z NO Equity Norway NO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001746_CR_FIRB         279379Z PM Equity Philippines PH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001747_CR_FIRB         1084Z PW Equity Poland PL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001748_CR_FIRB         1174Z PL Equity Portugal PT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001749_CR_FIRB         1089Z RO Equity Romania RO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001750_CR_FIRB         4458Z RU Equity Russia RU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001751_CR_FIRB         3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001752_CR_FIRB         1545Z SP Equity Singapore SG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001753_CR_FIRB         1023Z SK Equity Slovakia SK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001754_CR_FIRB         1091Z SV Equity Slovenia SI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001755_CR_FIRB         50184Z SJ Equity South Africa ZA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001756_CR_FIRB         ROKZ KS Equity South Korea KR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001757_CR_FIRB         1841Z SM Equity Spain ES Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001758_CR_FIRB         204283Z EK Equity Sudan SD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001759_CR_FIRB         1179Z SS Equity Sweden SE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001760_CR_FIRB         344758Z SW Equity Switzerland CH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001761_CR_FIRB         116657Z TT Equity Taiwan TW Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001762_CR_FIRB         1179Z TB Equity Thailand TH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001763_CR_FIRB         114144Z TI Equity Turkey TR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001764_CR_FIRB         1089Z UZ Equity Ukraine UA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001765_CR_FIRB         3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001766_CR_FIRB         6152Z LN Equity United Kingdom GB Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001768_CR_FIRB         3352Z US Equity United States US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001769_CR_FIRB         1069Z VC Equity Venezuela VE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001770_CR_FIRB         231715Z VN Equity Vietnam VN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001771_CR_FIRB ZTMSNXROF84AHWJNKQ93         INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach GG_0001772_CR_FIRB QKL54NQY28TCDAI75F60         INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001773_CR_FIRB BFXS5XCH7N0Y05NIXW11       3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001774_CR_FIRB       CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001775_CR_FIRB 3U8WV1YX2VMUHH7Z1Q21     IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001776_CR_FIRB 5299009N55YRQC69CN08     GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001777_CR_FIRB JHE42UYNWWTJB8YTTU19     AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001778_CR_FIRB 549300CTUU1RFXHQJE44     US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001779_CR_FIRB JU1U6S0DG9YLT7N8ZV32     PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001780_CR_FIRB QE0Q0253K88YAGNPE356     BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001781_CR_FIRB 5493006P8PDBI8LC0O96     IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001782_CR_FIRB 9DJT3UXIJIZJI4WXO774     US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001783_CR_FIRB 54930053HGCFWVHYZX42     CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001784_CR_FIRB       CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001785_CR_FIRB CO6GC26LCGGRTUESIP55     HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001786_CR_FIRB Q2GQA2KF6XJ24W42G291     IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001787_CR_FIRB NQQ6HPCNCCU6TUTQYE16     CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001788_CR_FIRB WFLLPEPC7FZXENRZV188     US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001789_CR_FIRB L3I9ZG2KFGXZ61BMYR72     CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001790_CR_FIRB 549300685QG7DJS55M76     ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001791_CR_FIRB VWMYAEQSTOPNV0SUGU82     ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001792_CR_FIRB G5GSEF7VJP5I7OUK5573     GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001794_CR_FIRB VDYMYTQGZZ6DU0912C88 1103165-5     BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001795_CR_FIRB K8MS7FD7N5Z2WQ51AZ71     ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001796_CR_FIRB A5GWLFH3KM7YV2SFQL84       CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001797_CR_FIRB R0MUWSFPU8MPRO8K5P83     FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001798_CR_FIRB 9695005MSX1OYEMGDF46       3692594z fp equity BPCE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001799_CR_FIRB 7CUNS533WID6K7DGFI87     ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001800_CR_FIRB 2IGI19DL77OX0HC3ZE78     CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001801_CR_FIRB       CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001802_CR_FIRB 5493001KQW6DM7KEDR62     CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001803_CR_FIRB       CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001804_CR_FIRB 549300MKO5B60FFIHF58     CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001805_CR_FIRB 549300HBUGSQD1VCXG94     CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001806_CR_FIRB 6SHGI4ZSSLCXXQSBB395     US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001807_CR_FIRB 851WYGNLUQLFZBSYGB56 1106139-7   DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001808_CR_FIRB MSFSBD3QN1GSN7Q6C537     AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001809_CR_FIRB 969500TJ5KRTCJQWXH05     FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001810_CR_FIRB 9695000CG7B84NLR5984       CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001811_CR_FIRB ANGGYXNX0JLX3X63JN86     CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001812_CR_FIRB MAES062Z21O4RZ2U7M96     DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001813_CR_FIRB 7LTWFZYICNSX8D621K86 1106989-5   DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001814_CR_FIRB 549300GKFG0RYRRQ1414     NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001815_CR_FIRB 529900HNOAA1KXQJUQ27 1107041-4   DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001816_CR_FIRB JEUVK5RWVJEN8W0C9M24     GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001817_CR_FIRB PQOH26KWDF7CG10L6792     AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001818_CR_FIRB 549300GGF3CSCFS5UT61     PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001819_CR_FIRB THRNG6BD57P9QWTQLG42     US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001820_CR_FIRB 784F5XWPLTWKTBV3E584     US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001821_CR_FIRB MLU0ZO3ML4LN2LL2TL39     GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001823_CR_FIRB       CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001824_CR_FIRB 5493002ERZU2K9PZDL40     CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001825_CR_FIRB 3TK20IVIUJ8J3ZU0QE75     NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001826_CR_FIRB 2W8N8UU78PMDQKZENC08     IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001827_CR_FIRB 635400DTNHVYGZODKQ93       ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001828_CR_FIRB BZO2P8KHO2O10H5QQ663     BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001829_CR_FIRB 8I5DZWZKVSZI1NUHU748     US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001830_CR_FIRB 3M5E1GQGKL17HI6CPN30     DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001831_CR_FIRB 213800X3Q9LSAKRUWY91     BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001832_CR_FIRB 549300XXMOJSIW8P4769     KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001833_CR_FIRB B81CK4ESI35472RHJ606 1001144-3     2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001834_CR_FIRB 549300PPXHEU2JF0AM85     GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001836_CR_FIRB 4ZHCHI4KYZG2WVRT8631     AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001837_CR_FIRB PSNL19R2RXX5U3QWHI44 1012492 343508 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001838_CR_FIRB       JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001839_CR_FIRB RB0PEZSDGCO3JS6CEU02     JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001840_CR_FIRB J4CP7MHCXR8DAQMKIL78     IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001841_CR_FIRB IGJSJL3JD5P30I6NJZ34     US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001842_CR_FIRB F8SB4JFBSYQFRQEH3Z21     AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001843_CR_FIRB 549300XFX12G42QIKN82       0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001845_CR_FIRB 549300B3CEAHYG7K8164     JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001846_CR_FIRB DSNHHQ2B9X5N6OUJ1236 1124864-8     2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001847_CR_FIRB 6SCPQ280AIY8EP3XFW53     SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001848_CR_FIRB 549300GLF98S992BC502     US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001849_CR_FIRB 7437003B5WFBOIEFY714         OP Osuuskunta FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001850_CR_FIRB CFGNEKW0P8842LEUIA51     US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001851_CR_FIRB DG3RU1DBUFHT4ZF9WN62       682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001852_CR_FIRB EVOYOND2GGP3UHGGE885     AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001853_CR_FIRB ES7IP3U3RHIGC71XBU11     CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001854_CR_FIRB 2138005O9XJIJN4JPN90     GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001856_CR_FIRB 5493006QMFDDMYWIAM13     ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001857_CR_FIRB 549300WE6TAF5EEWQS81     RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001858_CR_FIRB F3JS33DEI6XQ4ZBPTN86     SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001859_CR_FIRB       CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001860_CR_FIRB O2RNE8IBXP4R0TD8PU41     FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001861_CR_FIRB U4LOSYZ7YG4W3S5F2G91     GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001863_CR_FIRB 5493001JZ37UBBZF6L49     INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001864_CR_FIRB 549300ZFEEJ2IP5VME73     US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001865_CR_FIRB       JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001866_CR_FIRB 7E1PDLW1JL6TS0BS1G03     US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001867_CR_FIRB NHBDILHZTYCNBV5UYZ31     SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001868_CR_FIRB M312WZV08Y7LYUC71685     SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001869_CR_FIRB GP5DT10VX1QRQUKVBK64     DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001870_CR_FIRB         NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001871_CR_FIRB PT3QB789TSUIDF371261     CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001872_CR_FIRB N1GZ7BBF3NP8GI976H15     US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001873_CR_FIRB 81560097964CBDAED282       UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001874_CR_FIRB BFM8T61CT2L1QCEMIK50       UBSN VX EQUITY UBS CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001875_CR_FIRB 549300TRUWO2CD2G5692     IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001876_CR_FIRB IO66REGK3RCBAMA8HR66     SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001877_CR_FIRB       RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001878_CR_FIRB PBLD0EJDB5FWOLXP3B76     US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001879_CR_FIRB EN5TNI6CI43VEPAMHL14     AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001880_CR_FIRB       KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001881_CR_FIRB 2138002Y3WMK6RZS8H90         NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001882_CR_FIRB A6NZLYKYN1UV7VVGFX65     BE 0404453574   Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001883_CR_FIRB 529900WPR59SSV2AOJ29     BE 0414392710   BNP Paribas Fortis Factor BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001884_CR_FIRB KGCEPHLVVKVRZYO1T647     BE 0403199702   BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001885_CR_FIRB 549300OZ46BRLZ8Y6F65     BE 0429875591   Euroclear Bank SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001886_CR_FIRB JLS56RAMYQZECFUF2G44     BE 0403200393   ING BELGIUM SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001887_CR_FIRB 5493008QOCP58OLEN998     BE 0404453475   Investar BE Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001888_CR_FIRB 6B2PBRV1FCJDMR45RZ53     BE 0462920226   KBC BANK NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001889_CR_FIRB Q5BP2UEQ48R75BOTCB92         Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001890_CR_FIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242     UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001891_CR_FIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148     Unicredit Bank AG DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001892_CR_FIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819     VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001893_CR_FIRB CXW2O4H2U3MBVXMY1773         NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001894_CR_FIRB 969500VHCVGOH0RM3X42         AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001895_CR_FIRB 549300WCGB70D06XZS54         BNP Paribas Securities Services FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001896_CR_FIRB 1VUV7VQFKUOQSJ21A208         CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001897_CR_FIRB F4G136OIPBYND1F41110         DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001898_CR_FIRB KX1WK48MPD4Y2NCUIZ63         NATIXIS SA FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001899_CR_FIRB QP3XKRKS0CX2T3O07L95   02857033     CARGILL GLOBAL FUNDING PLC GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001900_CR_FIRB 549300ZT0RVWCG8T4L55   03196171     CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001901_CR_FIRB TXDSU46SXBWIGJ8G8E98   00995939     RBC EUROPE GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001902_CR_FIRB 0LC1OXN013FUKQASJB58 1466050-0       ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001903_CR_FIRB 2HI3YI5320L3RW6NJ957 1116658-4       THE HONGKONG AND SHA HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001904_CR_FIRB N1FBEDJ5J41VKZLO2475       3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001905_CR_FIRB HRRVUBV0XN84YQZT6245     XS0227637500   DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001906_CR_FIRB EQYXK86SF381Q21S3020       3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001907_CR_FIRB 549300F99IL9YJDWH369 1105105-9       HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001908_CR_FIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846     THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001909_CR_FIRB 549300OL514RA0SXJJ44   B9248     CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001910_CR_FIRB 5493006YXS1U5GIHE750         European Investment Bank LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001911_CR_FIRB 549300X34UUBDEUL1Z91       XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001912_CR_FIRB G8ZTNESVNKW4NN761W05   KvK 33170459 0000     ABN AMRO CLEARING BANK NV NL Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001913_CR_FIRB X3CZP3CK64YBHON1LE12   KvK 33002587 1594     THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001914_CR_FIRB HZSN7FQBPO5IEWYIGC72         ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001915_CR_FIRB 54930044PULMORCKB765         SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001916_CR_FIRB CWZ8NZDH5SKY12Q4US31         Citibank AS TR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001917_CR_FIRB B4TYDEB6GKMZO031MB27         Bank of America NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001918_CR_FIRB HPFHU0OQ28E4N0NFVK49         BANK OF NEW YORK MELLON US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001919_CR_FIRB E57ODZWZ7FF32TWEFA76         Citibank NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001920_CR_FIRB 7H6GLXDRUGQFU57RNE97   KvK 33278302 0000     JPMorgan Chase Bank N US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001921_CR_FIRB 571474TGEMMWANRLN572 1203023-5       STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000001_CR_AIRB   1040 58237v   0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000002_CR_AIRB 5299005VO3GJ18GL5F14 8670870 310593f     AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000003_CR_AIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000004_CR_AIRB 529900LMTI8YSE62EI88       LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000005_CR_AIRB 5299004QD601B8U1HD44 131830 109445z     Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000006_CR_AIRB 529900J7EWWGQ375DL84 2410 53507m     AVL List GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000007_CR_AIRB   226424 58036y     Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000008_CR_AIRB   160431 89102h     BENE AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000009_CR_AIRB 529900ZAFSOBVFCKF263   319670d   0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000010_CR_AIRB 5299000SY4448XU04857 847216 86959g     CAG Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000011_CR_AIRB 5299003V84MVB5A3C324 5762600 231192p     CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000012_CR_AIRB 529900G8XM6H1XVZBJ73 67504 99639d     Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000013_CR_AIRB 529900VN62L73X2OJX85 5200326 212163f     conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000014_CR_AIRB   7161956 270027z     DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000015_CR_AIRB   76350 67493f     dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000016_CR_AIRB 5299002NFQKOBT1E8569 3570614 156765m     DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000017_CR_AIRB 5299004ARAOQMGTWCI13 125709 70342w     Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000018_CR_AIRB 54930060U4XOVED1T359         OMV Gas Marketing & Trading GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000019_CR_AIRB 529900WJZJAEI0VBLP60         Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000020_CR_AIRB 52990048A4N0S24VG982 159026 42973x     Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000021_CR_AIRB 529900N8OA1GVSR5R946 30988 76532y     Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000022_CR_AIRB 529900BMPGUGAFYYAV45 6106 126805d     Energie Burgenland AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000023_CR_AIRB 529900WID59A60HHYX13 2795493 145825z     Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000024_CR_AIRB 529900P4JZBFEVNEAE60       EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000025_CR_AIRB   9907106 347483f     Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000026_CR_AIRB 549300FQ2ILBH7DJ6I45 1754530 42984m     Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000027_CR_AIRB 529900RJAN0LNMW7Q775 1312138 89381v     HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000028_CR_AIRB 5299000X53SAWQMDFF06 58114 26451z     Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000029_CR_AIRB   1640348 47654f     Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000030_CR_AIRB 529900RQJADHH91ABP14 2777363 144991y     Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000031_CR_AIRB 529900DSSMPIR6R3GO43 130311 64543t     J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000032_CR_AIRB 5299008ARRNJFPBNTM78 4155033 178368g     Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000033_CR_AIRB 529900A9NX1TM65N4176 21369 99133i     KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000034_CR_AIRB   1376136 94579m     Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000035_CR_AIRB   25798 32725a     Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000036_CR_AIRB   1216520 106825x     Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000037_CR_AIRB 529900JYVV57QBKV9G11 1991078 35673k     MFC Commodities GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000038_CR_AIRB 529900WFARKZGRCQ8652         MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000039_CR_AIRB 213800CUWJ54846X6779 1760513 40450k     Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000040_CR_AIRB 529900UUANUJ60MNMX97   71396w   7716424Z AV EQUITY ÖBB - Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000041_CR_AIRB 529900UOHXZ1BIORCV04 6467385 248742y     ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000042_CR_AIRB 529900B76VL5KG71J029 6515541 250198p     ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000043_CR_AIRB 529900UZY47TEIFNF978 6496644 249666g     ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000044_CR_AIRB 549300V62YJ9HTLRI486   93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000045_CR_AIRB   3512231 154148p     Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000046_CR_AIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000047_CR_AIRB   957313 115289v     QuadraCir AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000048_CR_AIRB 5299000HTNHA5ACH9N32 1074393 56247t   495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000049_CR_AIRB 529900ENFTO28GS3KF76 1813722 78563i     Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000050_CR_AIRB 5299005U4ZMMSYUJ5G02 7113951 267218v     ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000051_CR_AIRB 5493000C4S664YT7T556 38229 51350s     Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000052_CR_AIRB 549300XBCUMUR5CI0181         Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000053_CR_AIRB 5299002XAOMQWAIZMA51 271020 128056v     Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000054_CR_AIRB 52990021T5LVTQOGSU18 39594 60562m     Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000055_CR_AIRB 52990020WIPPT0HC0V31         Steinhoff Europe AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000056_CR_AIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000057_CR_AIRB 529900BTWJ6SISLJ5854 5880980 235264b     SWARCO AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000058_CR_AIRB 529900SCL1LJL8PZNI48 501247 83175t     Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000059_CR_AIRB 529900V54UV5XQUK5S85   FN155563W   TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000060_CR_AIRB 529900OOW8ELHOXWZP82       UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000061_CR_AIRB 549300IFXHQIB5POT565 3734340 162844b     VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000062_CR_AIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000063_CR_AIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000064_CR_AIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038   6830553Z AV EQUITY Voith Turbo GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000065_CR_AIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000066_CR_AIRB 529900OS67T49AW45S74 194255 121150m   665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000067_CR_AIRB 529900OJFTLS1RYWIF55 9565779 336561v     XXXLutz KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000068_CR_AIRB 529900IIODYNYAZ2ID26         ZUMTOBEL AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000069_CR_AIRB 54930002QM8QVWM56E14         Amcor Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000070_CR_AIRB WZE1WSENV6JSZFK0JC28       BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000071_CR_AIRB         6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000072_CR_AIRB JOR7RJTXUXBRJ4UA5G70       CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000073_CR_AIRB 549300HPMK7UWN02N804   PA3337938   CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000074_CR_AIRB         LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000075_CR_AIRB ACMHD8HWFMFUIQQ8Y590       MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000076_CR_AIRB ZSN2LWNPYW6ISMRUC664       ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000077_CR_AIRB 5493008XVFHYYV0YHN70       HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000078_CR_AIRB YLXNW6TI6QSK1H8H0N82       QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000079_CR_AIRB     520433129   SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000080_CR_AIRB PCTXNQGRJVR3OG33JG65       TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000081_CR_AIRB 5493003L32ZX9557ST85       WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000082_CR_AIRB QNWEWQBS7HP85QHXQL92         Woolworths Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000083_CR_AIRB G05OZ4J4E05KDATL0J93         AG Insurance BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000084_CR_AIRB 549300IHBDUTUNQJJB79 16342     AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000085_CR_AIRB 549300N22C0GCT5BUD97 26198       AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000086_CR_AIRB   116163       ALBELEC BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000087_CR_AIRB   225626       ALCATAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000088_CR_AIRB 5493008H3828EMEXB082       ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000089_CR_AIRB 549300BKDDQ56JWCBT72 1098030       AQUAFIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000090_CR_AIRB 549300B4HNIJSAWU1C95 1138391       ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000091_CR_AIRB 213800R1F1EJYM4ICO85   444734706 BE 0444734706   Barry Callebaut Services BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000092_CR_AIRB 549300CWRXC5EP004533       BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000093_CR_AIRB 549300R9I8GUZLNIV408   890082292     Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000094_CR_AIRB   433287       CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000095_CR_AIRB   81095       CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000096_CR_AIRB 549300IP2F5TKUC0GF38 82988       CHEMITEX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000097_CR_AIRB 549300TM914CSF6KI389 149177     COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000098_CR_AIRB   184723       COLLIGNON ENG. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000099_CR_AIRB   201775       COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000100_CR_AIRB 213800DMG7PUQHINO388     BE 0401641663   Louis Delhaize - Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000101_CR_AIRB   255648       DOD BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000102_CR_AIRB   1145532       EDIFICIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000103_CR_AIRB T0YOOBZO4L6YAD6SAV65 14206 403170701   ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000104_CR_AIRB 549300JC3HI3K7ZSYU66 1329681       ELEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000105_CR_AIRB 549300S1MP1NFDIKT460     BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000106_CR_AIRB 5493001XW6MSHRMFLU28       ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000107_CR_AIRB 549300VO7PUETX031S03 10309   BE 0860004176   ETEXCO SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000108_CR_AIRB   13771       ETS DE SIMONE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000109_CR_AIRB 52990053AH5LF0YZWD07         Euler Hermes Europe BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000110_CR_AIRB 549300D80RYON74MEJ03 18181     EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000111_CR_AIRB 8RDWFWPP4PLMZ5PPQH32         Fluxys G SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000112_CR_AIRB   25281       G EN J VASTGOED BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000113_CR_AIRB   65807       HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000114_CR_AIRB 549300M48VNC2Z0MDG47 71844       HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000115_CR_AIRB 549300GR6U0KHJD7DG07         IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000116_CR_AIRB   84089       INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000117_CR_AIRB   85640       JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000118_CR_AIRB   111717       M.G.S. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000119_CR_AIRB 5493004FKZI586397240         Magotteaux International SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000120_CR_AIRB 549300Q80KFPKZC6BQ79 144096       MENOUQUIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000121_CR_AIRB   166601       N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000122_CR_AIRB 5493002HHHFTG6G3BG36     BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000123_CR_AIRB   168945       OPIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000124_CR_AIRB   192350       PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000125_CR_AIRB 54930064JCEXFA8M0W31 202291   BE 0405747040   PRAYON BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000126_CR_AIRB   204834       PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000127_CR_AIRB 549300NMIBTX17HWF142 233001       RARE GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000128_CR_AIRB 549300X72GEQB1X8K911 247664       ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000129_CR_AIRB 529900PY79CWSUGVK810 249233       S.A. CORMAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000130_CR_AIRB 549300O3VKWJUM16UI64 257312       SAMIR GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000131_CR_AIRB 213800WWE8U6DC99NP03         SCR Sibelco NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000132_CR_AIRB   257564       SEADCO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000133_CR_AIRB 213800WDGKCVWZAN1N02 1051701 465409265   0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000134_CR_AIRB   294964       SOBEMO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000135_CR_AIRB   302642       SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000136_CR_AIRB 549300BB5CXGL9YV0D53 303429       SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000137_CR_AIRB   303783       SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000138_CR_AIRB 549300MMVL80RTBP3O28 556814     SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000139_CR_AIRB   923107       TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000140_CR_AIRB 549300ZKLIF7RP6EH823     BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000141_CR_AIRB   953398       TEX ALLIANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000142_CR_AIRB   1044409       TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000143_CR_AIRB 2138008J191VLSGY5A09       UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000144_CR_AIRB 529900F3AIQECS8ZSV61       UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000145_CR_AIRB 5493008MCDJ4Y6D5SI04 1113512       UNISTEEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000146_CR_AIRB   1140588       UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000147_CR_AIRB 549300TRHV6F6IE14H93 1159858   BE 0404060032   Van Hool nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000148_CR_AIRB   1231271       VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000149_CR_AIRB 529900RAZGQHX0VFTK05         Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000150_CR_AIRB 549300NWW2UDYHH65J03 1911623       WILDO PROPERTIES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000151_CR_AIRB 5299007TSQVOLXOABA65 1364744       ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000152_CR_AIRB 4P8GJCF52NVFW7UL4C95   18630   ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000153_CR_AIRB 549300J3KKX1PEJGDW36       ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000154_CR_AIRB UNZWILHE4KMRP9K2L524   34678   NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000155_CR_AIRB V5EGRCZCH7FN6WX41891       OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000156_CR_AIRB 549300F7ZDOIMR4PZW67       IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000157_CR_AIRB V7TL7UQFHNWUEMDZ3X02       RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000158_CR_AIRB 5493008CA3NMHYEVT131         VimpelCom Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000159_CR_AIRB       BMG455841020   HAL TRUST BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000160_CR_AIRB 5493001QYTIDILBVYO18         Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000161_CR_AIRB 549300TH5Q6VRP8OT012       ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000162_CR_AIRB 549300EM51WYXFHUY333         Embraer S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000163_CR_AIRB         FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000164_CR_AIRB 5493000J801JZRCMFE49       XPBR SQ Equity Petroleo Brasileiro S.A. - PETROBRAS BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000165_CR_AIRB         VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000166_CR_AIRB LXVM6T3LO7QIZ8LUZ688         Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000167_CR_AIRB 55S3547PRDP469JRO238   2880814   AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000168_CR_AIRB 4B4HI3CGXMBDC0G6BM51       AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000169_CR_AIRB 549300OSW32RVX8CCZ87       ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000170_CR_AIRB DR5LKEURSR8SXLM64266   7501889   ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000171_CR_AIRB 0O4KBQCJZX82UKGCBV73       ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000172_CR_AIRB 5493001I9203PRB5KR45       BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000173_CR_AIRB 549300VPM8ERH1Q42198         Bell Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000174_CR_AIRB W7L3VLU8EHQY34Z36697       BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000175_CR_AIRB 36ZUFRRMJERSM4Q0S289   746053   BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000176_CR_AIRB 3SU7BEP7TH9YEQOZCS77       CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000177_CR_AIRB 5493008IGIA1HJMDJS40   1722453   CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000178_CR_AIRB NXIVWPYOIVYXFF6WCZ47       CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000179_CR_AIRB 549300WSRCZY73ZG3090   00326711660005     CGI GROUP INC. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000180_CR_AIRB XYSIJOU3HNVROZWNA008       UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000181_CR_AIRB 98TPTUM4IVMFCZBCUR27       ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000182_CR_AIRB CZ72ZHBVKZXQRV3XFE26       ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000183_CR_AIRB 549300679TRDUXPT7415   206654303     EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000184_CR_AIRB I2YOHH65IBBT53JFYQ52       G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000185_CR_AIRB B1EEF6ML54YDWRC6ZK53   2015335496     Harvest Operations Corp. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000186_CR_AIRB 549300UEBMAQDN0K0R06       K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000187_CR_AIRB 95RWVLFZX6VGDZNNTN43       MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000188_CR_AIRB 6Q7WW7FQZR6X22IL2I79         Nexen Energy ULC CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000189_CR_AIRB 549300O4ZJZZOHH4H804   3572862   NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000190_CR_AIRB 5493007M1XGU5E55ZJ25         NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000191_CR_AIRB 549300HDLRTPBQU69P29       BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000192_CR_AIRB 549300A0QNNPY14D9106       SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000193_CR_AIRB 3XCBVWUPHGBZ5GF7TY15       SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000194_CR_AIRB NQWTWUIL1PK7V7N5Y468       TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000195_CR_AIRB T8KI5SQ2JRWHL7XY0E11       TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000196_CR_AIRB YHKQM2RIPKZYOZ6RVZ46       TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000197_CR_AIRB L2TEUTQ8OSHMJWVLCE40       T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000198_CR_AIRB 549300561UZND4C7B569   884903   TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000199_CR_AIRB HJZQGXYTVV2NWJZLPW74       TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000200_CR_AIRB 5BV01I6231JPDAPMGH09       TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000201_CR_AIRB PRAQ4VOSFIK7OQ8Z2512   4406354   VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000202_CR_AIRB WT03B8BB1IX8WI9ZGV02         Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000203_CR_AIRB 549300WHE4O6UJ2KU013         Yamana Gold Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000204_CR_AIRB 5493003DNMEAO1DT3F51       ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000205_CR_AIRB NI14Y5UMU60O7JE9P611       ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000206_CR_AIRB 549300Q3WREIMQYFBC20       0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000207_CR_AIRB 5493007KVRV2OKRXFA55   CH-020.3.035.716-8   AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000208_CR_AIRB 529900H7ZPIGI2U3CJ14         AXPO TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000209_CR_AIRB 213800Y5RWKLDPUTT265       BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000210_CR_AIRB 529900UPDCU6WEL7W167       BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000211_CR_AIRB   2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000212_CR_AIRB 5493002MXX2JLKWLE880       567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000213_CR_AIRB 549300I08UA8SMJON743   CH-270.3.002.354-9/   DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000214_CR_AIRB 549300ADLU67CYBFIW70   CH-645.1.008.684-9     Elsevier Finance SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000215_CR_AIRB 529900Y8BGAFVVVYVN24       GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000216_CR_AIRB 213800SVRMQA1TD91D41       GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000217_CR_AIRB 213800PSSU2QXF1WLR89       GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000218_CR_AIRB 549300DHSS9U1QKJZG57   KvK 34275373 0000   1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000219_CR_AIRB 529900EHPFPYHV6IQO98       HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000220_CR_AIRB 529900Q0YED3805QXQ66         KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000221_CR_AIRB 52990074N8ID7UPV7A95         LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000222_CR_AIRB 549300EFW4H2TCZ71055         Lonza Group AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000223_CR_AIRB KY37LUS27QQX7BB93L28   CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000224_CR_AIRB 529900I2PEF1FN6N6723       2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000225_CR_AIRB         NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000226_CR_AIRB 549300HUJ5CJUX02RS52         OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000227_CR_AIRB 5299002JRTT699WFOV74         OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000228_CR_AIRB 549300HMJAFUW4NSKI73         Paul Reinhart AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000229_CR_AIRB         ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000230_CR_AIRB 529900PTQ0Z1J44SHZ08   CH-100.3.010.656-7   STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000231_CR_AIRB 549300R3N69ECGYPU434       SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000232_CR_AIRB 213800Z8NOHIKRI42W10     NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000233_CR_AIRB 5493000KUC3Z24U77V93       SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000234_CR_AIRB 5493005SL9HHOXS3B739   CHE-102.753.938   SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000235_CR_AIRB 549300HTOMQG20JYV568       SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000236_CR_AIRB KSVC38RP5WL6C6LJGG03       TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000237_CR_AIRB 549300VBJS7MG74G2H60         Weatherford International Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000238_CR_AIRB         WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000239_CR_AIRB         XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000240_CR_AIRB 50ZCTKCMUDIABGHX3R52         Zurich Insurance Company CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000241_CR_AIRB 549300IF4IFG0FS0RM26       AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000242_CR_AIRB 549300NLTGCFV7482429       CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000243_CR_AIRB 549300YP3P0JZBLIV197         EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000244_CR_AIRB 549300G475ACIABB4385     USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000245_CR_AIRB 549300HX3UUDPEFTG707       LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000246_CR_AIRB 549300RUPF4SKMJPUR70       BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000247_CR_AIRB         600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000248_CR_AIRB A25574TZFLBNK7NWQT47       PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000249_CR_AIRB 724500JV0VHPRVANL538   5778 ANN4327C1220   HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000250_CR_AIRB 213800MRTA64ULUE9919         CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000251_CR_AIRB 549300OEZB4GETCGFX34         GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000252_CR_AIRB 549300IVA1PZNX2MN285       0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000253_CR_AIRB 2138001LK2Z2HSER4U15       PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000254_CR_AIRB 31570010000000137835 1131604 29287391     ALTA, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000255_CR_AIRB 31570010000000116592 657856 25572881     ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000256_CR_AIRB 31570010000000075367 765380 28402758     BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000257_CR_AIRB 31570010000000115525 834699 46504940     Cerea, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000258_CR_AIRB 31570010000000034336 1023328 70994226     České dráhy, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000259_CR_AIRB 315700CTFRL3U2DNMO58 633919 25085689     CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000260_CR_AIRB 529900S5R9YHJHYKKG94     CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000261_CR_AIRB 315700XJHXU2PD40RU82 865668 48589837     DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000262_CR_AIRB 529900C5PL4JGDILRZ94 837043 46678468     HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000263_CR_AIRB 31570010000000099520 644725 25322257     IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000264_CR_AIRB 31570010000000032687 1086806 931     METALIMEX a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000265_CR_AIRB 315700JDC49X4VSP6Z49 601013 14915     Metrostav a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000266_CR_AIRB 31570066GBSS7JYFEL35 817880 45193592     MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000267_CR_AIRB 31570010000000120084 832322 46342796     OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000268_CR_AIRB 31570010000000009116 699640 26463318     OTE, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000269_CR_AIRB 31570010000000026285 671247 25860038     Pars nova a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000270_CR_AIRB 315700LTSCT2O45NWM28 805950 43873189     PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000271_CR_AIRB 31570010000000115622 817271 45148155     Primagra, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000272_CR_AIRB 549300KL08IFWLTWLQ52 691287 26271303     Skanska a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000273_CR_AIRB 529900I8XOZDM4ZQSQ21       1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000274_CR_AIRB 31570010000000031135 923751 62623753     ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000275_CR_AIRB 213800Z39ZW4XHAAUA27 725860 27195147     SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000276_CR_AIRB 3157004ICDH3MRKW7534 889798 60193336     Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000277_CR_AIRB 31570010000000055191 617997 18050646     TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000278_CR_AIRB 3157007C98ILJK5ST356 609769 15886492     UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000279_CR_AIRB 315700EFFOU65ETZ0V16 886003 531766     UNISTAV a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000280_CR_AIRB 31570010000000001356 672337 25877950     VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000281_CR_AIRB 31570010000000003490 710607 26823357     VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000282_CR_AIRB 31570010000000015033 697350 26415623     W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000283_CR_AIRB 5493005KH7FO1T5TMX47 1236614-2     ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000284_CR_AIRB 549300JSX0Z4CW0V5023 1319784-3       ADIDAS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000285_CR_AIRB 549300X1WWPGMS47QQ72 1215807-7     ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000286_CR_AIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B     ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000287_CR_AIRB 529900K9B0N5BT694847 1100627-7     ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000288_CR_AIRB 529900C058B9OTVFTU36 2033673-1 HRB98981     ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000289_CR_AIRB 549300FJWANEIJ25D318 1545974-6       Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000290_CR_AIRB 529900YNBT62HCUPRG10 1106210-6       AUGUST STORCK KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000291_CR_AIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000292_CR_AIRB 529900PXZU3YHO6HMD80 1130123-1       Axel Springer SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000293_CR_AIRB 529900AJX4TCFW0QT666 1104883-2       B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000294_CR_AIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000295_CR_AIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000296_CR_AIRB 549300J4U55H3WP1XT59 1109561-9     BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000297_CR_AIRB YEH5ZCD6E441RHVHD759 1103190-3     BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000298_CR_AIRB 529900SM0FDLLYATXU36 1103233-1       BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000299_CR_AIRB 5299001BUUGXAREGE533 1103821-3     BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000300_CR_AIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296   GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000301_CR_AIRB 529900XBEZ2EYI9ZOV89 3010079-6       BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000302_CR_AIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534   2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000303_CR_AIRB NNROIXVWJ7CPSR27SV97 2926464-5     BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000304_CR_AIRB 529900OQDCYXCLQOAY53 1105482-2       Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000305_CR_AIRB 5299000XH7YX33EJZP65 2730972-3       CARL ZEISS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000306_CR_AIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000307_CR_AIRB 529900O4ND7T8ABIXF67 1235957-6       Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000308_CR_AIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000310_CR_AIRB 5299007VZZKH65OCN774 2781995-2       Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000311_CR_AIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957   7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000312_CR_AIRB 5299005LEM60UYKU5235 1106512-5       DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000313_CR_AIRB 529900R27DL06UVNT076 2344103-3 HRB19360   DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000314_CR_AIRB 5299006S0UKN6D9ZP412 2451917-5       DB NETZ AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000315_CR_AIRB 529900I2DLZPTFPENJ05 1106744-4       DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000316_CR_AIRB 5299005A2ZEP6AP7KM81 2537834-0     ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000317_CR_AIRB 52990063S23N13HU4E98 1818189-1 HRB50000B   DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000318_CR_AIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168   LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000319_CR_AIRB 52990063W8KQHQMF4M43 2623414-6     DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000320_CR_AIRB 529900ITHU5Y51F1S257 1107106-5       DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000321_CR_AIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794   DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000322_CR_AIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977     DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000323_CR_AIRB 529900QTO8D2QK2TJG32 1107340-0       Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000324_CR_AIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044     DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000325_CR_AIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242     Douglas Holding AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000326_CR_AIRB 5299004W7VTLPROHR533 1125242-6 HRA8242     DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000327_CR_AIRB 529900EWEX125AULXI58 3008027-9     PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000328_CR_AIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000329_CR_AIRB 52990076FKBR9THZ8C62 2779318-1       DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000330_CR_AIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905     E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000331_CR_AIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315   EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000332_CR_AIRB 5299000MT7P9STUCL908 1137158-0       Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000333_CR_AIRB 529900JSFZ4TS59HKD79 2331844-7     EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000334_CR_AIRB 549300OQ94C7KRGGC351 2177540-8     ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000336_CR_AIRB 41GUOJQTALQHLF39XJ34 1518676-0     154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000337_CR_AIRB 529900L64X6KZZW19R71 1108854-9     4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000338_CR_AIRB 529900D7N2PTTZWFWN57 2579145-0       F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000339_CR_AIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005     FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000340_CR_AIRB 529900WBP9HFX10RKB30 1110203-5       FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000341_CR_AIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25   1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000342_CR_AIRB 5299001ERX0K10IZUL40 1110198-7       FRAPORT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000343_CR_AIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000344_CR_AIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579     Freudenberg SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000345_CR_AIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B   7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000346_CR_AIRB 549300PHUU0ZZWO8EO07 1122951-5     GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000347_CR_AIRB 529900JGEOQMCDYOK785 1135188-9       Gelsenwasser AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000348_CR_AIRB 529900F916IVP0TJZK88 1051383-6 HRA11722     GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000349_CR_AIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040   GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000350_CR_AIRB 529900OJM5EX75OD8032 1113335-2       Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000351_CR_AIRB 529900K6BWO03KP4GU58 1113443-4       Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000352_CR_AIRB 529900J0V7C8Z8MLN980 2943243-2       Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000353_CR_AIRB 529900LPAX2H9S4NKU05 1215951-3       Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000354_CR_AIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527     GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000355_CR_AIRB HD52L5PJVBXJUUX8I539 2294348-4     HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000356_CR_AIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI   4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000357_CR_AIRB 529900MKHOFQI4A0XC48 2873755-9       HAWE Hydraulik SE DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000358_CR_AIRB 52990022107L9199GO56 2588017-0       HDI Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000359_CR_AIRB 529900755OZXM37H4975 1115355-8       Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000360_CR_AIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000361_CR_AIRB 529900ZM98OISTG16932 1115394-7     HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000362_CR_AIRB 529900PLX4ADJFWIY024 1135805-8     2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000363_CR_AIRB 52990027B9ARY5AC8476 1115622-1       HELM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000364_CR_AIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000365_CR_AIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364     Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000366_CR_AIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485   3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000367_CR_AIRB 529900O7US4NP0J6XD12 1179777-6       HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000368_CR_AIRB 529900Y25S8NZIYTT924 1116241-9     HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000369_CR_AIRB 5299008WW53GLXRORN29 1350826-2 HRB2311   HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000370_CR_AIRB 529900LFVU534EBRXD13 1104693-5       HUGO BOSS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000371_CR_AIRB TSI2PJM6EPETEQ4X1U25 2443536-4     IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000372_CR_AIRB 529900FFRTWZQXTTUB07 1193155-7     7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000373_CR_AIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163     JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000374_CR_AIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669   SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000376_CR_AIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851   509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000377_CR_AIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486   KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000378_CR_AIRB 5299001GRRO0Z25YZT52 1130169-4       Knorr-Bremse AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000379_CR_AIRB 529900IQ90WSXBWSTD78 1131272-5       KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000380_CR_AIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415   3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000381_CR_AIRB 529900MAU9591GT2S236 2849255-1       KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000382_CR_AIRB 529900NY2GSZWWUBW049 1120219-9       KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000383_CR_AIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000384_CR_AIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709   IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000385_CR_AIRB 529900FR2K4P9L9XLV21 1119187-1       KWS SAAT SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000386_CR_AIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652   LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000387_CR_AIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000388_CR_AIRB 529900EW0ZH7KAZ11H71 1797294-4       Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000389_CR_AIRB WTV8QGD5UD7MMD4HS345 1121375-8     LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000390_CR_AIRB 529900SL1W4KHVE18T81 1121582-9       LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000391_CR_AIRB 52990098TR1QJBWIYG58 1147145-5       MAHLE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000392_CR_AIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000393_CR_AIRB 5299009Z8B0YE4ECMJ92 1044964-3       Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000394_CR_AIRB 5299009WLGROB3HKM878 1522457-9       MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000395_CR_AIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164   MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000396_CR_AIRB 5299001X9L42HXEBCZ51 1188960-7       Ceconomy AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000397_CR_AIRB 529900ZYVEIYJRO6TG34 3328361-5       Meyer Werft GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000398_CR_AIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959   MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000399_CR_AIRB 529900807L67JY81RD65 2755947-5     MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000400_CR_AIRB 529900ISR2VNZV1C0T93 1182822-5       MVV Energie AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000401_CR_AIRB 529900UXIUW801PQDI37 2597701-8       N-ERGIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000402_CR_AIRB 529900HVDYCUWVD0OE76 2551585-9       NORDEX SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000403_CR_AIRB 549300UH52ZS8O00MO03 1125476-0       Osram GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000404_CR_AIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024   OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000405_CR_AIRB 529900ELIX8Z8PQ6CU28 2593300-3       PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000406_CR_AIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100   259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000407_CR_AIRB 52990037VWJGYKGP9877 1131747-6 HRA3551   2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000408_CR_AIRB 5299008XQJHPTOF8R354 2696731-5 241336g   661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000409_CR_AIRB 529900NY0WWQUKOMWQ37 2399699-4     PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000410_CR_AIRB 529900Z5KBA9KJP6EK09 1196360-0       R+V Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000411_CR_AIRB 5299001OU9CSE29O6S05 1127893-4     RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000412_CR_AIRB 529900F0LT5OP4SV6122 1104684-4       Robert Bosch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000413_CR_AIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056     ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000414_CR_AIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000415_CR_AIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372   7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000416_CR_AIRB 529900D6BF99LW9R2E68 1308819-0     SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000417_CR_AIRB 529900JL0HDVGZMUJF32 3043578-8       IHO Verwaltungs GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000418_CR_AIRB 529900D8QMD1LL0E2393 2800313-5       Schletter GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000419_CR_AIRB 529900DG0F6AGQAP6N55 1131407-7 55234831     SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000420_CR_AIRB 5299009QTM3SJL9BNR19 2209676-2       Schott AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000421_CR_AIRB 529900ZCRUJ3J5PYWX81 2577577-6     RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000422_CR_AIRB 52990038IB31TYK07X63 1129569-8     SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000423_CR_AIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B   SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000424_CR_AIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000425_CR_AIRB 549300WM0X4AUT710770 3278292-2       Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000426_CR_AIRB 529900FMTTLMH0P0DL10 1473528-6       STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000427_CR_AIRB 549300YTRYZPM57T3319 1132051-2       STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000428_CR_AIRB 529900QOJGJ2975GD560 2971375-7       Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000429_CR_AIRB 5299003M4PGUGL48LS74 3094881-4       Styrolution Group GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000430_CR_AIRB 529900Y2V1QWBDCBT818 2653119-4       Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000431_CR_AIRB 529900S8QNB101D40S72 1130211-4     SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000432_CR_AIRB 529900D82I6R9601CF26 2819960-2 HRB200436     SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000433_CR_AIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143     Techem GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000434_CR_AIRB 529900COI81IT9N2Y682 3009289-4 HRB180660     THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000435_CR_AIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000436_CR_AIRB 529900JBK6KNC4HSW032 1672825-5       Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000437_CR_AIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654   7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000438_CR_AIRB 529900SL2WSPV293B552 1126744-0     TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000439_CR_AIRB 3VEKWPJHTD4NKMBVG947 2353095-9       United Internet AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000440_CR_AIRB XQMNIROSQAS7Y9TT7I97 2515082-2 NRWKOHRA24116   LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000441_CR_AIRB 529900I1IDJLEXFUYN67 3340688-5       WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000442_CR_AIRB 529900AGED6PJE9AVL37 3185940-8       Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000443_CR_AIRB 52990023338VFV5AIN59 1134669-9 HRA3389     VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000444_CR_AIRB W24EDTPHEV8NJOD4FA29 1627667-7       VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000445_CR_AIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621     Voith GmbH & Co. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000446_CR_AIRB 529900NNUPAGGOMPXZ31 1134796-0     VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000447_CR_AIRB 0NURKC5Q3CJYZPPK5046 1134904-0       WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000448_CR_AIRB 529900KKY5IMBX35M241 2679160-8 HRB7736     Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000449_CR_AIRB 529900KQ44OJDIDU6J81 1135571-6       WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000450_CR_AIRB 5299006E92R0717GXP27 3189637-6 HRA16706   0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000451_CR_AIRB 529900A8LX4KL0YUTH71 2543621-3     WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000452_CR_AIRB 529900CAYOWB8YIG7X25 1136858-6       ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000453_CR_AIRB 549300D2K6PKKKXVNN73   22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000454_CR_AIRB     63965812     A/S SCHOUW & CO DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000455_CR_AIRB 549300ADWYS7RRJ8BG19   14244441     Aalborg Portland A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000456_CR_AIRB 549300Y047DQV30CKT47   49723911     ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000457_CR_AIRB 549300PLP6WVTICKLD32   10526949     ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000458_CR_AIRB 529900IJ6T4P1O10R377   25313763     ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000459_CR_AIRB     25511484     Atea A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000460_CR_AIRB 213800KB128IK92MCD10   44782510     AVK Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000461_CR_AIRB 2138009LJ6FGTV868W59   22069519     BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000462_CR_AIRB 5493008YL42784DMWN61   25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000463_CR_AIRB     27626904     Catering Engros A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000464_CR_AIRB 213800JF2XSR5NXGL660   12760043     Cheminova A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000465_CR_AIRB 549300MKPW8ZF3E8MW37   28318677     Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000466_CR_AIRB 213800AWZ8U3FVALIO26   26259495     Coop Danmark A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000467_CR_AIRB 213800UW822WLK2HZF47         Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000468_CR_AIRB 529900BWY373HVUNIC90   28527411     Dagrofa ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000469_CR_AIRB     13878595     Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000470_CR_AIRB 213800FJJH5XFNFIAK90   23256118     Damstahl A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000471_CR_AIRB 5493007I2KABJNYPD639   20165715     DANFOSS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000472_CR_AIRB     59789317     Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000473_CR_AIRB 21380063C9WS18D6WJ21   26121264     Danish Crown A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000474_CR_AIRB 2138007QUZXQLFGCSV45   24246930     DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000475_CR_AIRB 549300FQY6MX8USM0112   35954716   4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000476_CR_AIRB 549300JUFTJMOTC28B39   28113951     Danske Commodities A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000477_CR_AIRB 213800ZCQ8X5QYJWVQ60   42344613     Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000478_CR_AIRB 549300JZVW1Y1UZ5UK38   14194711     DFDS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000479_CR_AIRB W9NG6WMZIYEU8VEDOG48   36213728     DONG Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000480_CR_AIRB 529900X41C0BSLK67H70   58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000481_CR_AIRB 213800K83X1E9HF1MD69   55828415     DT Group A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000482_CR_AIRB 529900C0U279ORGJC950   45349918     Ecco Sko A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000483_CR_AIRB 213800Z47P2HZJKJSK23   75272014     EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000484_CR_AIRB 549300JN1F17UXJMM315   17225898     ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000485_CR_AIRB 5299003X050CWGDW1Z87         Energinet.dk SOV DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000486_CR_AIRB 213800MXXDGQ3ITPXI41   58180912 DK0010234467   FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000487_CR_AIRB 549300036WZGCBDPDZ92         GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000488_CR_AIRB 5493006R4KC2OI5D3470   56759913     H. Lundbeck A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000489_CR_AIRB 213800HTGI1CTA7CKP20   34728712     Hedegaard A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000490_CR_AIRB 213800NLXK98F6PC2R37         ISS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000491_CR_AIRB 549300RIPHN847476O42         J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000492_CR_AIRB 54930032G32N1F8JBV10         KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000493_CR_AIRB UGKYQUOFW6QSIS3P4P93   47458714   LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000494_CR_AIRB 52990077KVK7QCK2NG31   56759514     LEO PHARMA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000495_CR_AIRB 529900B5B2U7TIJN7757         MONJASA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000496_CR_AIRB 213800WNLA5AH3U4WI67   12562233     MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000497_CR_AIRB 549300UQ0QRC1KXGRE08   20293195     NEAS Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000498_CR_AIRB     10845858     Nellemann Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000499_CR_AIRB 529900197LKWCEQ0NL18   62725214     NKT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000500_CR_AIRB 2138007XB7AUOGS4N159   11142141     NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000501_CR_AIRB 2138005ON7KF6M74P542   81203113     Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000502_CR_AIRB 549300DAQ1CVT6CXN342       NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000503_CR_AIRB 529900T6WNZXD2R3JW38   10007127     NOVOZYMES A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000504_CR_AIRB 213800LALFCP5FJXW153   62497718     Nowaco A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000505_CR_AIRB 213800PRY3GUP6B5GG04   39170418     OK A.m.b.A. DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000506_CR_AIRB 213800RE7TE67AUCJS21   11369677     Polar Seafood Denmark DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000507_CR_AIRB 213800QRC7LNX935OZ09   54879415     Rockwool International A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000508_CR_AIRB     42997811     SANISTÅL A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000509_CR_AIRB 549300M5XVDYG4I7CC28   14049673     Scan Global Logistics DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000510_CR_AIRB 5299003KG4JS99TRML67   31080185     SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000511_CR_AIRB 529900N96EOVRB114D28   14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000512_CR_AIRB 549300ZSIJREG4GDWJ45         Topdanmark A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000513_CR_AIRB 213800A5UXABGUQ3PX11   22460218     TORM A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000514_CR_AIRB 213800BIA5L8OPBER229         Tryg Forsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000515_CR_AIRB 213800O8J7U9F8Q8VQ80         Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000516_CR_AIRB     14003606     Tulip Food Company A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000517_CR_AIRB 54930026SJ2OBLO6M470   25481968     Verdo A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000518_CR_AIRB 549300DYMC8BGZZC8844   00311171460005     VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000519_CR_AIRB 213800RM6L9LN78BVA56   71186911     WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000520_CR_AIRB 5493005044RTLQ5RZU70         Eesti Energia AS EE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000521_CR_AIRB 549300YENFNR57ZJ3X76         ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000522_CR_AIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288   ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000523_CR_AIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769   ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000524_CR_AIRB 95980020140005800000       ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000525_CR_AIRB 95980020140005558665 ESA28004885 A28004885   ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000526_CR_AIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408   AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000527_CR_AIRB   ESA26019992 A26019992   0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000528_CR_AIRB 95980020140005491929   A78839271   A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000529_CR_AIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556   ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000530_CR_AIRB 549300CGERG48M7P5E96         CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000531_CR_AIRB   ESA46146387 A46146387   0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000532_CR_AIRB   ESA20001020 A20001020   CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000533_CR_AIRB 95980020140005319366 ESA48012009 A48012009   OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000534_CR_AIRB 54930063C6K2TNFL6H10         DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000535_CR_AIRB   ESA15139314 A15139314   DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000536_CR_AIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104   4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000537_CR_AIRB 95980020140005374753 ESA28017895 A28017895   1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000538_CR_AIRB 95980020140005491250   A48027056   ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000539_CR_AIRB 213800VIN4XHLVFIOE10   A86484334   ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000540_CR_AIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430   ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000541_CR_AIRB 95980020140005732198         ESCAL UGS S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000542_CR_AIRB 95980020140005757903 ESA81939209 A81939209   FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000543_CR_AIRB 95980020140005178328 ESA28037224 A28037224   FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000544_CR_AIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144   GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000545_CR_AIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497   GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000546_CR_AIRB 95980020140005484363 ESB48943864 B48943864   495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000547_CR_AIRB   ESA58389123 A58389123   GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000548_CR_AIRB 213800OILC5Q9AR63B63   A09092305     Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000549_CR_AIRB   ESA84173947 A84173947   1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000550_CR_AIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615   IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000551_CR_AIRB 549300GEL7LRGKK0DG70         Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000552_CR_AIRB GGYEFW27TI7Q3C3XB343         INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000553_CR_AIRB 95980020140005007414         INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000554_CR_AIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266   4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000555_CR_AIRB 95980020140005317620         ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000556_CR_AIRB 95980020140005606874         IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000557_CR_AIRB 529900S4UWJNVO9LEH81   A60195278   4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000558_CR_AIRB UIUPNLHSQI58ZL7O2J82   A78346558   MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000559_CR_AIRB 95980020140005021479 ESA79075438 A79075438     MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000560_CR_AIRB   ESA78304516 A78304516   MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000561_CR_AIRB 95980020140005311703         NAVANTIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000562_CR_AIRB 95980020140005395317 ESA48010573 A48010573   OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000563_CR_AIRB   ESA36603587 A36603587   PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000564_CR_AIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882     PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000565_CR_AIRB 54930070W8XSY31XK130 ESA78003662 A78003662   REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000566_CR_AIRB BSYCX13Y0NOTV14V9N85   A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000567_CR_AIRB   ESA08000820 A08000820   DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000568_CR_AIRB 549300QHD5DP0GOPGX63         SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000569_CR_AIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583   TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000570_CR_AIRB 549300EEJH4FEPDBBR25   KvK 24269798 0000   TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000571_CR_AIRB   ESA08356727 A08356727   TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000572_CR_AIRB 549300FM9ZIJB5FCS825         TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000573_CR_AIRB 95980020140005462150 ESA79524054 A79524054   571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000574_CR_AIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348     WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000575_CR_AIRB 743700FHGZEV5UGCB005     FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000576_CR_AIRB 529900Q14KI1SCMIMO82         Bayer Nordic SE FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000577_CR_AIRB 5493002B0GOVF42KWX33         Cargotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000578_CR_AIRB 549300P8N0P6KDGTJ206     XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000579_CR_AIRB 743700TU2S3DXWGU7H32   0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000580_CR_AIRB 7437006ZZI1F7CUA5518         Fingrid Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000581_CR_AIRB 213800SB6EOB8SSK9W63     FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000582_CR_AIRB 743700BKTW4EQIVKYY42     FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000583_CR_AIRB 635400IUIZZIUJSAMF76     FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000584_CR_AIRB 74370031Y7RK5H88CQ48     FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000585_CR_AIRB 743700OX6HSVMCAHPB95         KESKO OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000586_CR_AIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225   KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000587_CR_AIRB 2138007FRMWVPUDCMA45     FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000588_CR_AIRB 5493009GY1X8GQ66AM14     FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000589_CR_AIRB 549300A0JPRWG1KI7U06     FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000590_CR_AIRB 743700YQIO8Y4L4WKR40         Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000591_CR_AIRB 74370061PO7C10E3PA54         Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000592_CR_AIRB 5493009YRUJJDCFF0R80     FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000593_CR_AIRB 549300R0VN9C371W0E07     FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000594_CR_AIRB 743700X6KUJ0Z8GJIF03         POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000595_CR_AIRB 743700CIR72J2LJZO637         Ramirent Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000596_CR_AIRB 743700XJC24THUPK0S03     FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000597_CR_AIRB 743700IFQI6W89M1IY95         STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000598_CR_AIRB 7437000ZP669LKUTZ738       STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000599_CR_AIRB 743700LQ48IZBTZN4S52   0196656-0 XS1043513529   Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000600_CR_AIRB 743700PKLY067IZIF588         Tikkurila Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000601_CR_AIRB 213800EC6PW5VU4J9U64     FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000602_CR_AIRB 743700G7A9J1PHM3X223     FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000603_CR_AIRB 549300TLDC3IQX97WU26         Wihuri Packaging Oy FI Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000604_CR_AIRB 529900M13GM4VSTE6W80         YIT Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000605_CR_AIRB 969500QZC2Q0TK11NV07       AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000606_CR_AIRB 969500PJMBSFHYC37989       ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000607_CR_AIRB 969500AQW31GYO8JZD66     FR0000031122   AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000608_CR_AIRB 969500MMPQVHK671GT54       AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000609_CR_AIRB 969500RAZNDFVFATTJ14         ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000610_CR_AIRB 969500CCRD8GYWLG6R54   542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000611_CR_AIRB 969500TZFFAS8XMVPQ44       ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000612_CR_AIRB 549300W64S5Q0I46LK20         ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000613_CR_AIRB 96950032TUYMW11FB530       ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000614_CR_AIRB 9695007B0RXQCHHTGR34   305207169   AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000615_CR_AIRB 96950026BLIV09FMSM49       AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000616_CR_AIRB         ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000617_CR_AIRB 213800U12KWYZEECZ934   572139996   ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000618_CR_AIRB 9695002SV2VP9CU42826       ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000619_CR_AIRB F5WCUMTUM4RKZ1MAIE39         AXA SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000620_CR_AIRB 969500MOCLNQFNZN0D63   572015246   EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000621_CR_AIRB 96950077L0TN7BAROX36       CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000622_CR_AIRB 549300B8P6MUJ1YWTS08       CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000623_CR_AIRB 969500VHL8F83GBL6L29   554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD - PERRACHON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000624_CR_AIRB 9695001K81BDUET02H66       CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000625_CR_AIRB 969500FCVQ5SLAAUJV59       GA S1 Equity CGG FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000626_CR_AIRB 969500WESYQMQ1F2C272         CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000627_CR_AIRB 969500BZJ49IICIBZZ08         CMA CGM S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000628_CR_AIRB 969500QKVPV2H8UXM738       CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000629_CR_AIRB 213800CP8292W9E8LJ69   552115891   DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000630_CR_AIRB 969500DZBBMYHB8NAM93   552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000631_CR_AIRB NFONVGN05Z0FMN5PEC35       SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000632_CR_AIRB 549300SOSI58J6VIW052       ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000633_CR_AIRB 969500D8BWYH453FLN28         CRISTAL UNION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000634_CR_AIRB 85OKW2SW05RZFQS1W718       JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000635_CR_AIRB 969500H6VMRN7AY1ZU14   441133808   85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000636_CR_AIRB 9695006LOD5B2D7Y0N70       EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000637_CR_AIRB       FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000638_CR_AIRB 549300X3UK4GG3FNMO06     FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000639_CR_AIRB 9695001HM585I0NEI780   380543678     Elior FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000640_CR_AIRB 549300LUH78PG2MP6N64         Eramet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000641_CR_AIRB 549300M3VH1A3ER1TB49   712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000642_CR_AIRB 529900HC20ELW4B6XI30         Euler Hermes France FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000643_CR_AIRB 52990087UKA0U2TO8412         AIRBUS HELICOPTERS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000645_CR_AIRB 549300MCOOY1V7P2PG30       ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000646_CR_AIRB 969500WASBF8AZP8TC02   323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000647_CR_AIRB 969500F0VMZLK2IULV85     FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000648_CR_AIRB 969500UPKU9VF8XAEU18   775625767   1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000649_CR_AIRB 969500P8M3W2XX376054         Fonciere des Regions FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000650_CR_AIRB 969500MCOONR8990S771       FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000651_CR_AIRB 5493005GNGE7UFJCIL03       FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000652_CR_AIRB 969500YWO65OHPVAHN71         GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000653_CR_AIRB LAXUQCHT4FH58LRZDY46     FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000654_CR_AIRB 5299007I0OJCYZX6IL07         GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000655_CR_AIRB 9695003E4MMA10IBTR26   592014476     Gecina FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000656_CR_AIRB 9695004TMMZ3JBKJO332   377791967   UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000657_CR_AIRB 969500ASEC557H5A4F22   476180625     Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000658_CR_AIRB 969500KMUQ2B6CBAF162       BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000659_CR_AIRB 969500O3KMCBQT8KGK58         Groupe Soufflet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000660_CR_AIRB 969500FY5T5MLH4G9A95       RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000661_CR_AIRB 969500LYSYS0E800SQ95   408168003     Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000662_CR_AIRB 969500I3QVK40XEORU25   495137077     HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000663_CR_AIRB 969500UDH342QLTE1M42   582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000664_CR_AIRB 969500FZ9BTRZS3JNB97   342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000665_CR_AIRB 54930075MZSSIB2TGC64   449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000666_CR_AIRB 9695002OY2X35E9X8W87         Ipsos SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000667_CR_AIRB 549300ORN5E1P46ATH26   440413730   IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000668_CR_AIRB 9695009KV7AFPDEI5S30       DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000669_CR_AIRB 549300VGEJKB7SVUZR78   552075020   PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000670_CR_AIRB 969500PB4U31KEFHZ621   780152914     Klepierre S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000671_CR_AIRB 969500L0T16HX3R78P61         La Mondiale FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000672_CR_AIRB 9695000YG7TR7PAP0L59       222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000673_CR_AIRB 969500O558W10MK2JF76         Labco SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000674_CR_AIRB 549300DNNL29KCEPRZ85     FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000675_CR_AIRB 969500VX2NV2AQQ65G45       MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000676_CR_AIRB 969500TJLHIZLFRWEQ48     FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000677_CR_AIRB 969500C0B8YR7HT3OM14       221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000678_CR_AIRB 529900JI1GG6F7RKVI53     FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000679_CR_AIRB IOG4E947OATN0KJYSD45       MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000680_CR_AIRB         MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000681_CR_AIRB 969500081CGAXB7YS433   424064707     Mercialys FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000682_CR_AIRB 969500DZ56QVIKRIU954         Monoprix SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000683_CR_AIRB 96950015FU78G84UIV14       NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000684_CR_AIRB 549300DMQNOND6LEVJ13         Novacap SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000685_CR_AIRB 969500CDLQKYAR1PT761         NutriXo SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000686_CR_AIRB 969500SHDTSMKBXKKO85         Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000687_CR_AIRB 52990097YFPX9J0H5D87     FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000688_CR_AIRB 969500TZ5950IT5FPQ42       UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000689_CR_AIRB 969500C0PA29TV19CT55       221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000690_CR_AIRB         PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000691_CR_AIRB 2138004KW8BV57III342     FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000692_CR_AIRB 969500AI7V5V0J9TOU58       RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000693_CR_AIRB 5493004V6A3Z027YT216       RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000694_CR_AIRB 969500F7JLTX36OUI695     FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000695_CR_AIRB 969500VZN4KDEZ14C105   412280737   224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000696_CR_AIRB 969500N6AVPA51648T62       RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000697_CR_AIRB 969500FO141C5967KC72         Roquette Freres FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000698_CR_AIRB 969500JRJW0K2ET1UP76   444619258   226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000699_CR_AIRB 969500UIC89GT3UL7L24       SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000700_CR_AIRB 549300E9PC51EN656011   395030844   SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000701_CR_AIRB 969500A1YF1XUYYXS284       SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000702_CR_AIRB 96950056ULJ4JI7V3752       SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000703_CR_AIRB 969500WP61NBK098AC47       SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000704_CR_AIRB 969500KDAUM9TYWQTR36   470801168   286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000705_CR_AIRB 969500LCBOG12HXPYM84       SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000706_CR_AIRB 9695005U38X1SF184325   552028425   QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000707_CR_AIRB 969500VEVOWR22R2YR86       9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000708_CR_AIRB 969500A4MXJ3ESPHK698         SNCF MOBILITES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000709_CR_AIRB 9695001UJ7FMZ37G6N39   572119550   593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000710_CR_AIRB 9695002EVBYM5B2OIP31       4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000711_CR_AIRB 969500NQMNC0PVUY8V74       TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000712_CR_AIRB 529900FNDVTQJOVVPZ19       HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000713_CR_AIRB     542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000714_CR_AIRB 969500BWNQ1B0PI06I59   492520333     Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000715_CR_AIRB 969500SHQITWXSIS7N89   682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000716_CR_AIRB 5493006IH2N2WMIBB742       FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000717_CR_AIRB 969500P2Q1B47H4MCJ34       VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000718_CR_AIRB 969500LENY69X51OOT31       VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000719_CR_AIRB 9695009YI1863TOVDP79         Vicat SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000720_CR_AIRB 213800WFQ334R8UXUG83       DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000721_CR_AIRB 969500FU4DRAEVJW7U54       VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000722_CR_AIRB 969500M98ZMIZYJD5O34   572174035   MF FP Equity Wendel FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000723_CR_AIRB 969500SFFMSIHH11UO32       ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000724_CR_AIRB 549300MJIRPTCHAYW359   7847174     ABP Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000725_CR_AIRB 213800B4XZJ3ZDM7CL47       AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000726_CR_AIRB 2138003R7TGCSVF27H47   SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000727_CR_AIRB 213800HPMHRN3PT62M97   06279732   0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000728_CR_AIRB DTA07N5U5HK2KC1SCM04   01675285 GB0000282623   AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000729_CR_AIRB 2Y33NQ5FPI8PR8L9QX13   2854310   AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000730_CR_AIRB 213800DL377MH46PDY63   4330322     Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000731_CR_AIRB 549300S9XF92D1X8ME43   3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000732_CR_AIRB VVT2B79I2Z4U3R6BY589   7876075   AON UN Equity Aon plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000733_CR_AIRB       GB00B15Y0C52   AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000734_CR_AIRB 549300F4RYR1DNTO2O39   6137924     Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000735_CR_AIRB GBQKSY6W7G0OHCQ8OQ72   293262   ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000736_CR_AIRB PY6ZZQWO2IZFZC3IOL08   2723534   ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000737_CR_AIRB YF0Y5B0IB8SM0ZFG9G81   2468686   AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000738_CR_AIRB 213800TSKOLX4EU6L377   02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000739_CR_AIRB 8SVCSVKSGDWMW2QHOH83   1470151   BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000740_CR_AIRB CT4UIJ3TUKGYYHMENQ17   395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000741_CR_AIRB 2138006R85VEOF5YNK29   604574   BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000742_CR_AIRB 2138001T2QEV5RXMFI32   00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000743_CR_AIRB     1480047   BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000744_CR_AIRB         0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000745_CR_AIRB V1LV067AJN766PCJIG11   3763515   BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000746_CR_AIRB 549300C116EOWV835768   3196209   BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000747_CR_AIRB VK07P8T49UYFO085O712   3114356   BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000748_CR_AIRB 213800V93QFW53NB7Y29   1036959     Bodycote International Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000749_CR_AIRB 213800TGK6XXFA2TBO31   3558065     Boparan Holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000750_CR_AIRB 213800M11ELCLQ8VF938   4011660     Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000751_CR_AIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611   BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000752_CR_AIRB G1KG0OQD10NOMCMLDZ35   00542515   BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000753_CR_AIRB 213800MBRRUVQIONAN53   4578621   BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000754_CR_AIRB 549300136VSBKI0Q8750   5262170     Brenntag UK Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000755_CR_AIRB 375X9PSJLLOV7F21O626   01777777   IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000756_CR_AIRB 2138001S874P3WKNCV04   3407696   BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000757_CR_AIRB 5493000IBP32UQZ0KL24   RC000057     British Broadcasting Corporation GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000758_CR_AIRB RV5B68J2GV3QGMRPW209   621920     British Land Company PLC (The) GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000759_CR_AIRB 2138003TS48MQKF4BZ29   9256967   BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000760_CR_AIRB 549300OWFMSO9NYV4H90   01800000   BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000761_CR_AIRB 635400L3NVMYD4BVCI53   5604923   BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000762_CR_AIRB     358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000763_CR_AIRB ZIMCVQHUFZ8GVHENP290   2779134     Bupa Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000764_CR_AIRB 213800J3MPR8KO94D535   3458224   BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000765_CR_AIRB 213800UL7Z7B6GLBZ213   3314066     C&J Clark Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000766_CR_AIRB CMIGEWPLHL4M7ZV0IZ88   2081330   CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000767_CR_AIRB 6SNZTEXLR1M5211YYB89       CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000768_CR_AIRB 4DR1VPDQMHD3N3QW8W95   4039524   CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000769_CR_AIRB 2138001E12GWLLDQQF16   7105905   CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000770_CR_AIRB E26EDV109X6EEPBKVH76   3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000771_CR_AIRB 549300IF6EUDVXYQI061   5900853     CEVA Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000772_CR_AIRB 213800U9A54VQJ5P2J41   86662   CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000773_CR_AIRB 213800J2J3TOOI176M73   5212407   CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000774_CR_AIRB 213800A41R9NL49E5632   00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000775_CR_AIRB 2138008M6MH9OZ6U2T68   4083914   CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000776_CR_AIRB 6354003CVDDPNXREIR29   FC031117     CPUK Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000777_CR_AIRB 4OFD47D73QFJ1T1MOF29   184594   DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000778_CR_AIRB 213800NPR9YDSBO86U08   03162897 GB0002502812   DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000779_CR_AIRB 5493007MMUEIF4NJG110   5448421   DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000780_CR_AIRB 213800J4UVB5OWG8VX82   3369634   DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000781_CR_AIRB 213800BXKQ9KZNUR1M61   1819699     Derwent London PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000782_CR_AIRB 213800ZVIELEA55JMJ32   23307   DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000783_CR_AIRB 2138005HMFMTYXNEEX13   SC000750     DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000784_CR_AIRB 5299004HGJWHJ71M5T77   5671205     DNL UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000785_CR_AIRB 2138001GRMZ39JRSE316   01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000786_CR_AIRB 39RSBE4RCI4M15BLWH36   1377658   SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000787_CR_AIRB 2138001LSWETH5TDQG53   2366777     DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000788_CR_AIRB 213800U5R8Q5KGM2KU56   2366906     Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000789_CR_AIRB 549300XUUK1H52EDCK10         EDC Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000790_CR_AIRB 549300ZM2QCFG22BOJ03   2366949     Electricity North West Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000791_CR_AIRB 549300KVXDURRKVW7R37   647788   ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000792_CR_AIRB 2138008LJU6WFQWOXJ73   7140891   ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000793_CR_AIRB 7N0UJMJLXD0MDT5D5086   7023598     Ensco plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000794_CR_AIRB 549300V1O67HJV48FS61   6845434     ENW Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000795_CR_AIRB 5493007MOZNA03BVNE96   5444653   ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000796_CR_AIRB 21380023G8LF55V46281   02954623     EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000797_CR_AIRB 213800SVCZ6YZ8YJI569   2462001   4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000798_CR_AIRB 5493002X7O83FCJVYO69   7329930     Eversholt Funding Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000799_CR_AIRB JPO68XMABX4DR21BNE65   8263590   0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000800_CR_AIRB 54930080DFVZ551GGT17       EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000801_CR_AIRB 635400RXXHHYT1JTSZ26   653331     EXPERIAN PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000802_CR_AIRB 213800JLG5TPE3RBYG56   4094619     FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000803_CR_AIRB 549300DEJZCPWA4HKM93   SC157176   FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000804_CR_AIRB 549300JXWH1UV5J0XV81   6344120   FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000805_CR_AIRB 213800WTATMITUGXJQ69   FC031364     Friends Life Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000806_CR_AIRB 549300L3KWKK8X35QR12   4992207   GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000807_CR_AIRB 213800OOHUV3HHP46A02   00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000808_CR_AIRB 213800E8KX2VV9YDY362   1991018     Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000809_CR_AIRB 549300IK25CZHKVLAL89   03768267   1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000810_CR_AIRB 5493007Q8VD7Q3ZYZS59   2258699   GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000811_CR_AIRB     3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000812_CR_AIRB 213800N9W2D8A4GJGR36   04542769   2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000813_CR_AIRB 213800QIJMYMW6TSBG41   5333192   GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000814_CR_AIRB 213800R9N5F2WRMGTR50   24511   GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000815_CR_AIRB 213800U8JEPF65PSKU22   6143540     GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000816_CR_AIRB 2138007FRGLUR9KGBT40   00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000817_CR_AIRB 213800G1C9KKVVDN1A60   360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000818_CR_AIRB 529900N6RQR0PX7ZTR62   4626078   HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000819_CR_AIRB 213800QC8AWD4BO8TH08   2150950   HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000820_CR_AIRB 549300J5R8AWMHPE7O05   1991017     Heathrow Airport Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000821_CR_AIRB 7TI96JO3DYEIQWZ7Z726   99529     Heathrow Funding Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000822_CR_AIRB 213800YRHAPNN54BKN78   5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000823_CR_AIRB 213800UTXVFRH9XBL453   7939278     Iceland Acquico Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000824_CR_AIRB 213800FGWQXPVI86SE26   5879252     Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000825_CR_AIRB     3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000826_CR_AIRB 2138002D68XDR4LZCG32   7084307     Ineos Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000827_CR_AIRB     5134420   IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000828_CR_AIRB 549300OGASR5WRKJ8R68   2234775     INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000829_CR_AIRB       GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000830_CR_AIRB ZLECI7ED2QMWFGYCXZ59   4967001   ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000831_CR_AIRB 213800VGZAAJIKJ9Y484   185647   SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000832_CR_AIRB 529900RRNKUM3INJGF98   KvK 34233247 0000   JBH LN EQUITY JAB Holdings B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000833_CR_AIRB 213800CHWARFAAN7UB85   1709784   JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000834_CR_AIRB 5493008LNN1X4R79PJ89   SC034970 GB0005790059   JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000835_CR_AIRB 549300PLYY6I10B6S323   SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000836_CR_AIRB 2138001AVBSD1HSC6Z10   33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000837_CR_AIRB 213800JFIBCR4LGUA242   SC015382 GB0004769682   JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000838_CR_AIRB     06467400   KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000839_CR_AIRB 2138002RKCU2OM4Y7O48   02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000840_CR_AIRB 213800KBMEV7I92FY281   1664812   KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000841_CR_AIRB 213800QOWHF5R9VLL274   1429533   LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000842_CR_AIRB 213800JH9QQWHLO99821   1417162   LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000843_CR_AIRB 549300BSGXG3QLIQYT84   8379990     Liberty Global plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000844_CR_AIRB 213800JDI3GTKPG4XI38   3929195     London Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000845_CR_AIRB 213800QAUUUP6I445N30   05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000846_CR_AIRB 213800JP7STUK5WKRE92   1000608   MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000847_CR_AIRB 213800IU37OVVT5ZXP41   8338561     Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000848_CR_AIRB 213800CN1RI3UCIZWB95   214436   MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000849_CR_AIRB 213800HQB746UJ9UWM15   5135049   MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000850_CR_AIRB 213800Q6RP3ZJ2CZR962   31461     Marston's PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000851_CR_AIRB 213800HX7FMPA2CIEF02   2798634     McBride plc GB Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000852_CR_AIRB YMFO3TKB4UAWQTDZJJ31   432989   MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000853_CR_AIRB 213800E7QA1U8BF34219   4778667   MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000854_CR_AIRB 213800LOZA69QFDC9N34   6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0000855_CR_AIRB 4PQUHN3JPFGFNF3BB653   2068222     Morgan Stanley & Co. International plc GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000856_CR_AIRB 213800A8IQEMY8PA5X34   2590560   NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000857_CR_AIRB 8R95QZMKZLJX5Q2XR704   4031152   NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000858_CR_AIRB 213800H88F5EE4B1D697   5090412     Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000859_CR_AIRB 213800UGAULQ1FVD4B35   1618428     NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000860_CR_AIRB 213800WQD8ECPZP9PH98   4412362   NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000861_CR_AIRB 549300JIM3ERGZFGGL27   6428375     North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000862_CR_AIRB 635400GPHRFKZQIBUK45   NI026892     Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000863_CR_AIRB 213800B3ZUTDOZYVJB41   53171   NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000864_CR_AIRB 213800PWPM9HZIEEO670   2366703     Northumbrian Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000865_CR_AIRB 213800WWVCAPAMOZ1M98   5584873     NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000866_CR_AIRB         2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000867_CR_AIRB 213800G8P2ULTOP62Q95   5915896     Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000868_CR_AIRB 213800J364EZD6UCE231   00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000869_CR_AIRB 213800NL5NLBY6YIBI88   2019023   6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000870_CR_AIRB 2138004JBXWWJKIURC57   53723   PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000871_CR_AIRB     2304195   PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000872_CR_AIRB 213800V1CCTS41GWH423   02366640 GB00B18V8630   PENNON GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000873_CR_AIRB     1818486   PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000874_CR_AIRB 549300OPFWKTD6BUFP71   4267536   PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000875_CR_AIRB 213800U93SZC44VXN635   00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000876_CR_AIRB XB3CXKKKED7OMV80FY35   00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000877_CR_AIRB 213800791EF5XP7WW494   2641728   QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000878_CR_AIRB 213800NRSZ1N2Y6LEX44   5777981     R&R Ice Cream plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000879_CR_AIRB 5493003JFSMOJG48V108   6270876   RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000880_CR_AIRB 549300WSX3VBUFFJOO66   2746616     Relx Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000881_CR_AIRB 549300VN4WV7Z6T14K68   5393279   RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000882_CR_AIRB 549300JJKH86IWQ78005   191285   REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000883_CR_AIRB 2138009113L7IDGEM175   358901   RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000884_CR_AIRB X57JK1U580XATGR67572   1003142   RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000885_CR_AIRB 213800ANK59AYB612F23   93792   RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000886_CR_AIRB 213800JQB9FWF5SD6F42   4138203     ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000887_CR_AIRB     2578443   RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000888_CR_AIRB 549300HOGQ7E0TY86138   2339826   RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000889_CR_AIRB Y4DQT2X5DDRE70QFR206   3528416   SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000890_CR_AIRB 549300Y7M5CC1U5DBX07   SC264065     Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000891_CR_AIRB 549300KI75VYLLMSK856   SC117119   SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000892_CR_AIRB 213800X1T29YFAYMPC26   SC144517   AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000893_CR_AIRB 21380085VKJ5NICZBA52   SC193794   IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000894_CR_AIRB 549300WPVG0TZSPBYR76   SC199549   LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000895_CR_AIRB 213800XC35KGM9NFC641   167591     SEGRO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000896_CR_AIRB 549300PT2CIHYN5GWJ21   02048608 GB0007973794   SERCO GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000897_CR_AIRB 213800RPBXRETY4A4C59   2366619   SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000898_CR_AIRB 213800CNEIDZBL17KU22   SC077438   SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000899_CR_AIRB 213800VDC1BKJEZ8PV53   00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000900_CR_AIRB 213800ZTMDN8S67S1H61   00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000901_CR_AIRB 213800MJL6IPZS3ASA11   137013   SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000902_CR_AIRB AJOW550HA7E8YNKF5D89   4120046   6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000903_CR_AIRB 213800H7NWVLCWAVKA15   3043097     South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000904_CR_AIRB 213800YQRUOQE9HPX193   4295398     South Staffordshire PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000905_CR_AIRB 213800FR2VAOKRYRHX45   2366665     South West Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000906_CR_AIRB 549300SR1GYYNBZQGX56   4094290   SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000907_CR_AIRB 549300SPX8573VZ2SK79   5167021     Southern Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000908_CR_AIRB 213800NCZLJFDE8Y8D88   7581353     Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000909_CR_AIRB 213800Z4CO2CZO3M3T10   02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000910_CR_AIRB 4L663LRNTBQ008OK2N07   SC100764   SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000911_CR_AIRB 0TMBS544NMO7GLCE7H90   SC286832   SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000912_CR_AIRB 549300GUNF6FFGH4LN53   9743802   532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000913_CR_AIRB 213800QHYTM5QRFSEM66   3355631   SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000914_CR_AIRB 213800WF53FVDRRHRF44   7105891   TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000915_CR_AIRB 213800TR86P337IE8605   2280000   0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000916_CR_AIRB 2138008K14474WPKZ244   76535   TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000917_CR_AIRB 21380089BTRXTD8S3R66   296805   TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000918_CR_AIRB 2138002P5RNKC5W2JZ46   445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000919_CR_AIRB 213800JKM5UQHFJOTZ25   2366661     Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000920_CR_AIRB 2138009TF1SYOMQLBJ60   02100855 GB0003753778   THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000921_CR_AIRB 213800VZ4671W3DVB860   6575598   TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000922_CR_AIRB 2138003BOFNAAO14YV58   2553288   8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000923_CR_AIRB 2138001I27OUBAF22K83   824821   TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000924_CR_AIRB 213800B6YQZAE8LHAW84   6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000925_CR_AIRB 2138003EYHWO75RKS857   3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000926_CR_AIRB 549300MKFYEKVRWML317   41424   ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000927_CR_AIRB 213800Y1TEVS8REY1M35   5957557     United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000928_CR_AIRB 2138008EZCXK4ANQHF89   3207231     United Business Media holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000929_CR_AIRB 213800KYT12UFB2VE455   2366616   UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000930_CR_AIRB XCJQ23OWIJNLHN7RQC93   1022786   271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000931_CR_AIRB 213800F3BD6N3G6XHU16   251977   CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000932_CR_AIRB 213800TB53ELEUKM7Q61   1833679   VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000933_CR_AIRB 549300UPYDURLSSFVL38   9223384     Western Power Distribution Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000934_CR_AIRB 2138006LIAYQKUCYBB20   29423   WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000935_CR_AIRB     4212563   WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000936_CR_AIRB 213800Z5WTW8QKOHWQ82   04178808 GB0030329360   WINCANTON PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000937_CR_AIRB 213800IN6LSRGTZSOS29   358949   MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000938_CR_AIRB 549300HTNGX0DU8W1F65   5537577   WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000939_CR_AIRB 635400LNUHA2LDXXV850       GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000940_CR_AIRB 8NUHUXWN9LG4XBGJ7O17   241565   CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000941_CR_AIRB 635400CHHI1XZLVQH675         Coillte Teoranta IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000942_CR_AIRB 549300MIDJNNTH068E74     IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000943_CR_AIRB 213800UPS1QEE4TD3T45       DCC LN Equity DCC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000944_CR_AIRB 635400HRFGVKXFHZ8O77   9401     Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000945_CR_AIRB 635400UFHDIQCDZ6JK11     IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000946_CR_AIRB 635400VCPRSU89DLMZ57   480184 XS0856023493   ESB Finance Limited IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000947_CR_AIRB 635400RKRK5EGXSPC782       EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000948_CR_AIRB 635400YN51CDCGBYFZ31         Fyffes plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000949_CR_AIRB 5493008VFFOIPWCZJK45     IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000950_CR_AIRB 635400BE9SBAG61DJ963       GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000951_CR_AIRB 6354007LIXWZ5WPPT308   519799   GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000952_CR_AIRB 9XTI53MZJ013RO12SX05   2936 IE00B59HWB19   INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000953_CR_AIRB       IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000954_CR_AIRB 635400HM7V74SUB9OG75         Kingspan Group plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000955_CR_AIRB 635400JJOWHIYAJER733         MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000956_CR_AIRB 635400EG4YIJLJMZJ782     IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000957_CR_AIRB 635400WKFIPCHCKVW376   104547   RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000958_CR_AIRB 396PBGKP6TE3O062MS44       STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000959_CR_AIRB 635400CPLP8H5ITDVT56     IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000960_CR_AIRB 549300INUT2G0ST5K268   327184   TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000961_CR_AIRB 635400K7UEIKHMNKLJ02         Total Produce plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000962_CR_AIRB     482042     XL Group PLC IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000963_CR_AIRB VZVOSGGS8JITR4J7J704         Amtek Auto Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000964_CR_AIRB 8GRDBX1TJ0PU5NCSHT72   MH008931   BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000965_CR_AIRB         BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000966_CR_AIRB         IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000967_CR_AIRB FMVY1IZCSYXSAFRDIT05       LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000968_CR_AIRB         RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000969_CR_AIRB 5493003UOETFYRONLG31       RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000970_CR_AIRB 1GZWF073IJTD6XPRUU65         Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000971_CR_AIRB 213800Z3CFZOLXPJWN61         Landsvirkjun IS Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000972_CR_AIRB 81560076E3944316DB24 3812211 493995   A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000973_CR_AIRB 8156000962B2EB41FE28 5988397 1497770   4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000974_CR_AIRB 8156004FCECE0879E118 15161747 191346   7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000975_CR_AIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000976_CR_AIRB 8156008183686996C911 25090618 3567090232     ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000977_CR_AIRB 8156007259ABDEA3F444 15214381 971268     Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000978_CR_AIRB 549300H2RFDYI3YP5R63 13960200 263011   337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000979_CR_AIRB 529900EKXEGSRCGAAC89 14856155 2791070044   4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000980_CR_AIRB ZYXJDNVM2JI3VBM8G556       AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000981_CR_AIRB 815600B611746717CC98       50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000982_CR_AIRB 549300FZRH46R7DWAX12 1248024 557390   4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000983_CR_AIRB 815600049A1F9AFE6666 4140157 1192794   MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000984_CR_AIRB 8156000BEB8FC062F442 1020333 120591   2168Z IM EQUITY ARTSANA - SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000985_CR_AIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000986_CR_AIRB 81560001F41A81948348       AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000987_CR_AIRB 8156008DEC771409C487 18631331 1023691   AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000988_CR_AIRB 5299003D9N2698I3C257 1367700 188902   AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000989_CR_AIRB 815600149448CEB9B230 19402720 1037417   3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000990_CR_AIRB   26926563 1057205   3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000991_CR_AIRB 529900RRESEDV68K0S54 28770346 235460   BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000993_CR_AIRB 8156004C04255952AB77 1076562 821225   BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000994_CR_AIRB 5299003DX5YLKSVJ6K59 2930031 134288   BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000995_CR_AIRB 8156006BEAA911EC0A47 1019726 587878     CANDY SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000996_CR_AIRB 8156008B101B97A43B02 1053555 160498   CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000997_CR_AIRB 815600F3213951394367 40014779 2001719     Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000998_CR_AIRB   4544552 8114020152     CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000999_CR_AIRB 8156009034C1A5108284 15716081 61357     Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001000_CR_AIRB 815600DBF6DC4BC94832 1061039 260769   0310548D IM EQUITY CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001001_CR_AIRB   8327877 819280157     COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001002_CR_AIRB 815600A5C1DD6C3A8455 1093853 154950364     CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001003_CR_AIRB 81560039BF5C1D8E5A15 2836130 60793   3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001004_CR_AIRB 5493005TWX96RDJ9I655         De Agostini Invest SA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001005_CR_AIRB 529900WS2E20BA5J4L49 16183303 1698754   EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001006_CR_AIRB WOCMU6HCI0OJWNPRZS33       ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001007_CR_AIRB BUCRF72VH5RBN7X3VL35     IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001008_CR_AIRB 81560081EE079FBED395 19377159 3544950961     ENOVA S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001009_CR_AIRB 8156004604684CA44A90         ERG S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001011_CR_AIRB 8156004CE82074779D19 13870596 1664630223     FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001012_CR_AIRB 549300J4SXC5ALCJM731       1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001013_CR_AIRB 5493004C1SL445NFDR90       F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001014_CR_AIRB 8156001B8AD051794959         FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001015_CR_AIRB 529900X4EEX1U9LN3U39 1053767 7031   FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001016_CR_AIRB 815600C3CCA800EF5D96 1134215       FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001017_CR_AIRB 815600E12249DD563C29 26650695 1143814     Gamenet S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001018_CR_AIRB 81560098DBDD66154985         GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001019_CR_AIRB 8156001250E819E30127       GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001020_CR_AIRB 8156001294017C870346 11027526 10022100159     GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001021_CR_AIRB 8156005113BD16699393 24907200 RM1117269   LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001022_CR_AIRB   15541251 1638878   4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001023_CR_AIRB 8156009414FD99443B48 3201267 363550   HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001024_CR_AIRB 815600D86992FDA7B908 1035363 149288   IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001025_CR_AIRB 815600A7D7C7A85F8B51 2733792 1168660262     I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001026_CR_AIRB 81560033824BE53C7D28 3585262 1303501215     IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001027_CR_AIRB 549300KTGKED5E25JR59       IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001028_CR_AIRB 213800M4YYCP6E8YUX94 2714789 2589327     IPLOM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001029_CR_AIRB 8156001EBD33FD474E60 10431674 281364   IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001030_CR_AIRB 8156009D23D0FDC70C93 1007005 50   ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001031_CR_AIRB 815600236A6B5AE5B406 26754254 167186     Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001032_CR_AIRB 549300I1NMOBS4B1LT88     IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001033_CR_AIRB   7003703 481230266     MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001034_CR_AIRB 815600292DA01BE68971 3755075 152396   3184788Z IM EQUITY MARCEGAGLIA - S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001035_CR_AIRB 815600C8D55034EB5379 3779273 64334     Marcolin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001036_CR_AIRB 213800DIFN7NR7B97A50 552637 1264109   MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001038_CR_AIRB 815600325D15DD92A023 4376875 4846130633     MOBY S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001039_CR_AIRB   1653085 110858   3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001040_CR_AIRB 8156003A100E8AB89697 6794759 1865640369     PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001041_CR_AIRB 8156001B96890989C002 23641842 5411110827     PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001042_CR_AIRB 5493006293RJBDQWJL92 5944540 169833   PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001043_CR_AIRB 8156000256C2431C2E92 4495509 134077   PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001044_CR_AIRB 815600A0C9AFC1F2A709       PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001045_CR_AIRB 815600EDDBB07C9BDB90 15591777 2246400218     PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001046_CR_AIRB 815600354DEDBD0BA991 3465665 842633   POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001047_CR_AIRB 8156000FE0A2DC5B7852 16232311 1343952   PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001048_CR_AIRB 213800VHJ22UE2BRRZ48 3830970 706270410     PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001049_CR_AIRB   23687310 1777895   PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001050_CR_AIRB 815600B9FC8D18A5D034 1058024 291350635     RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001051_CR_AIRB 81560086FA79BEDD6B94 13270817       RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001052_CR_AIRB   5012487 8850400154     SACAL - SOCIETA' ALLUMINIO CARISIO - S.P IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001053_CR_AIRB 815600AF08EE2EC2DE92 1035262 8924   226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001054_CR_AIRB 815600FC906D230A1420 16077541 86111   SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001055_CR_AIRB 549300PHV8MBDHWB8X12 1086637 788744   SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001056_CR_AIRB 549300UKR289DF4UXQ47 1013056 525502   SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001057_CR_AIRB   6524595 3957900487     SAMMONTANA - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001058_CR_AIRB 8156006755200B82EB33 1246827 836320150     SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001059_CR_AIRB 5299005KJSU2AQUJUH84 1066932 49540   SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001060_CR_AIRB 815600D2FC31AF713B07 1012950 166476     SNAI SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001061_CR_AIRB 8156002278562044AF79 16067629 1633443   SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001062_CR_AIRB EOJCGSUI4NX234BL7V57 14234253 1594238   2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001063_CR_AIRB 815600141CFE5F4C4325 19113128 1016401   4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001064_CR_AIRB 815600C3438977CBBE37 1038951 68670397     TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001065_CR_AIRB 81560029415DF1381583 1030384 195810262     TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001066_CR_AIRB 815600AC5599D16D9A40 3335773 574643   MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001067_CR_AIRB 549300W384M3RI3VXU42     IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001068_CR_AIRB 815600CD7323A82E5092 28935694 1763778   2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001069_CR_AIRB   1037712 182850362     TERMOSANITARI CORRADINI - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001070_CR_AIRB 8156009E94ED54DE7C31       TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001071_CR_AIRB 549300IN56S27SDGEI85 18659000 1019536   80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001072_CR_AIRB 8156003E86EBA167A868       0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001073_CR_AIRB 815600FE9E92D9D6C309 3554534 201271   TFI IM EQUITY TREVI - FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001074_CR_AIRB         4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001075_CR_AIRB 815600B8027C92F0DA07 4257672 1189360066     VIBAC S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001076_CR_AIRB 549300YSFQKM1C0X4E45 11321265 884361   WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001077_CR_AIRB 549300DHPOF90OYYD780       5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001078_CR_AIRB 549300IZYK3206QECG76       CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001079_CR_AIRB 549300MIFE1VEW02GY83     JP3298600002   COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001080_CR_AIRB 549300T6IPOCDWLKC615       6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001081_CR_AIRB J48DJYXDTLHM30UMYI18       8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001082_CR_AIRB 5493004LQ0B4T7QPQV17       6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001083_CR_AIRB 4P4N3ORD02UGQT1T1W12   0100-01-008776   8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001084_CR_AIRB KVIPTY4PULAPGC1VVD26       8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001085_CR_AIRB 5493008VBQD43X8QCS14         Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001086_CR_AIRB 5493000QYMPFRTEY4K28       6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001087_CR_AIRB         7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001088_CR_AIRB 5493003BZYYYCDIO0R13       9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001089_CR_AIRB 5493004SE33MRLPB1W98       2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001090_CR_AIRB         6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001091_CR_AIRB V82KK8NH1P0JS71FJC05       8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001092_CR_AIRB 54930074QUY8RD0UZM08         Suntory Holdings Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001093_CR_AIRB 549300ZLMVP4X0OGR454       4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001094_CR_AIRB 549300LBHTST91VKHO68       6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001095_CR_AIRB 5493006W3QUS5LMH6R84       TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001096_CR_AIRB         004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001097_CR_AIRB         000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001098_CR_AIRB 549300MGHLPT1EFHGF84       2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001099_CR_AIRB 549300IHVJRWVT07S523       3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001100_CR_AIRB 5493003DTPH8AMMK4P51       NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001101_CR_AIRB 549300FNENFFSMO3GT38     XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001102_CR_AIRB 213800S7DNJQX6LHTQ21   133818917     AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001103_CR_AIRB       LU1014539529   ALTICE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001104_CR_AIRB 5493003BU7PAH5RRM092       APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001105_CR_AIRB 2EULGUTUI56JI9SAL165       MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001106_CR_AIRB 549300GJ79DYFBBF5T83       0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001107_CR_AIRB 5493007GVB1I2FDSS786   B0155849   CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001108_CR_AIRB 549300938QUWMPITJ642       COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001109_CR_AIRB 529900W1S8TJDDH8YB29         Encevo S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001110_CR_AIRB     350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001111_CR_AIRB 213800568PRHV2JR9650     XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001112_CR_AIRB 213800WHKNIC1JQQG433       8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001113_CR_AIRB 8XJ8KF85PBKK1TLMFN29         Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001114_CR_AIRB 549300MBM5B61VCW5A23         International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001115_CR_AIRB RUOKPID0PZ0UWJYU9J61       DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001116_CR_AIRB 529900XUC6PXMN6ABU42       TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001117_CR_AIRB 549300CTHC1CP86P2G96       MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001118_CR_AIRB         0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001119_CR_AIRB 213800IUIRBFRNCYVR24       3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001120_CR_AIRB 549300VEJMMZCY6OBU06       PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001121_CR_AIRB 529900UUYBCBB7HMVI56         Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001122_CR_AIRB 549300OZSHE4H5BFQA66         QUILVEST SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001123_CR_AIRB 5493000C8J3C3SZYS040       RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001124_CR_AIRB 5493008JPA4HYMH1HX51       SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001125_CR_AIRB 549300CJ7LW6QSGIL444         Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001126_CR_AIRB 529900BSBZ853DKUP675         TRAXYS SARL LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001127_CR_AIRB 549300RIG2CXWN6IV731         CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001128_CR_AIRB 5493008KEVFYPMGTXO33       KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001129_CR_AIRB 5493000XJLJ6C4T0PG82       GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001130_CR_AIRB 5493000RIXURZEBFEV60       BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001131_CR_AIRB 549300QOAB2GJSFM0381       1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001132_CR_AIRB 549300CAZKPF4HKMPX17         PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001133_CR_AIRB 549300FW3RGHPHT21D10       ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001134_CR_AIRB 5493000MY3DAIB0BP706   TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001135_CR_AIRB 549300EMP9DT6Q35HZ31     NL0000852564   AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001136_CR_AIRB 549300J93WR5DPG0P466   KVK 33232124   ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001137_CR_AIRB 5493007WHKI5H75YJ358   KVK 34215458   ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001138_CR_AIRB 7245007QUMI1FHIQV531   KVK 33235189     Achmea B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001139_CR_AIRB 724500HIKX3QVUQF9G08   KVK 28080300     Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001140_CR_AIRB O4QK7KMMK83ITNTHUG69   KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001142_CR_AIRB 724500XYIJUGXAA5QD70   KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001143_CR_AIRB 724500XBZ9QOPTI11U82   KVK 34108286     Alliander N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001144_CR_AIRB 549300KYQ7B0H0K66406   KVK 33055009   AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001145_CR_AIRB 724500MCUU6QOFRFEA53   KVK 33256360 0000   792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001146_CR_AIRB 7245000UZH70GO047N03     NL0006237562   ARCADIS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001147_CR_AIRB 7245001I22ND6ZFHX623   KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001148_CR_AIRB 724500Y6DUVHQD6OXN27   KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001149_CR_AIRB 7245004JOPUJ0OOWTU73   KVK 30031823     ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001150_CR_AIRB 724500XFMNHF1GFPYJ05   KVK 08125298   3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001151_CR_AIRB 5299006ZHG3IXU0PNJ56   KvK 27106340 0000   1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001152_CR_AIRB       NL0000852580   BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001153_CR_AIRB       NL0010776944   BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001154_CR_AIRB 529900AOH3NBA8PZFG65   KvK 32097651 0000   0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001155_CR_AIRB 549300WGC2HZ5J67V817       CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001156_CR_AIRB 549300BXVNOCYQ83FU09   KVK 34154633   KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001157_CR_AIRB       NL0000200384   CORE LABORATORIES NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001158_CR_AIRB 549300UNTCLR21YKLL62   KVK 30073501 NL0000288967   Corio N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001159_CR_AIRB       NL0009294552   DELTA LLOYD NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001160_CR_AIRB 724500S75737K2SFDA03   KVK 22031457     Delta N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001161_CR_AIRB 213800N8X49KJRTNDM49   KVK 3419663   DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001162_CR_AIRB 529900M7QSB704RUUT95   KVK 34182495   AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001163_CR_AIRB 724500KRQECMCRGM1971   KVK 14026250     EBN B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001164_CR_AIRB 5299007L43AQDFOW5739   KvK 34121496 0000   1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001165_CR_AIRB 724500R5IP6TFKTNRU48   KvK 24306393   2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001166_CR_AIRB 549300XW2F91G4T4WC42   KVK 34149162   ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001167_CR_AIRB 529900011V8VJ3BUKR64   KVK 17115973   RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001168_CR_AIRB       NL0000288876   EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001169_CR_AIRB       NL0000352565   FUGRO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001170_CR_AIRB 2138005FTXOJUBQ5J563   KVK 24243533   GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001171_CR_AIRB 724500EJ2TDPAITRSJ55   KVK 02089290     GasTerra B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001172_CR_AIRB       NL0000400653   GEMALTO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001173_CR_AIRB 549300L10EVYURBFIH66   KVK 55293980     Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001174_CR_AIRB 529900SNLFF5M6HJ1T36   KvK 33286563 0000   1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001175_CR_AIRB 724500K5PTPSST86UQ23   KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001176_CR_AIRB 7245008C9KMJL9P2UI77   KVK 34323653     Hyva Global B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001177_CR_AIRB 724500CR19MQGFWFBZ64   KvK 34217578 0000   0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001178_CR_AIRB TLLG0UTU6ZHOG003X735         Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001179_CR_AIRB 54930050LBZUR4138I72   KVK 27120438     ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001180_CR_AIRB     KVK 24311905   2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001181_CR_AIRB 724500C9GNBV20UYRX36   KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001182_CR_AIRB 724500V38C5KTDY5BS93   KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001183_CR_AIRB 724500SNT1MK246AHP04   KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001184_CR_AIRB 549300YO0JZHAL7FVP81   KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001185_CR_AIRB H1FJE8H61JGM1JSGM897   KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001186_CR_AIRB 724500HZ4BN317I12G68   KVK 06016321   KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001187_CR_AIRB 724500UL634GFV1KYF10   KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001188_CR_AIRB 529900WQGOTJDYG9NP76   KVK 09151956   LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001189_CR_AIRB 5H8RMHHYTWIP1RKLCE38   KvK 34115238 0000   2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001190_CR_AIRB 549300J6QSW38QNOJK61   KVK 57924562     LYB International Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001191_CR_AIRB BN6WCCZ8OVP3ITUUVN49   KVK 24473890   DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001192_CR_AIRB 635400TMCKVEU87EJ582   KVK 24321697     METINVEST B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001193_CR_AIRB 529900PF6F1OHRZVU341   KvK 33178683 0000   1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001194_CR_AIRB 6354007MKEEGGVUMXO83   KVK 34239108     New World Resources N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001195_CR_AIRB 724500RKMOD48AIWKD94   KvK 24307569 0000   3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001196_CR_AIRB 54930062JS29A5N4GO82   KVK 34248449     Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001197_CR_AIRB 724500GQV9YLNSWECU41   KVK 17179668     Nord Gold N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001198_CR_AIRB 724500TXS5HH3GY4UW42   KVK 30124358     NS Groep N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001199_CR_AIRB 5299000CMF80GY2U0U47   KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001200_CR_AIRB 724500HT4YW45B1Y7859   KVK 57585083     OAK Leaf B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001201_CR_AIRB 549300NCMRGIBJYUOE57     NL0010558797   OCI NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001202_CR_AIRB 724500IM9A059TQLBX63         OCI Nitrogen BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001203_CR_AIRB 72450053F5WRDY8CDZ66   KVK 24291478   OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001204_CR_AIRB Q47A62EK6GMSID3Y8C39   KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001205_CR_AIRB 549300N522D3SS8MKV65   KvK 24320769 0000   3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001206_CR_AIRB 549300VGHFJJ58HE2B54   KVK 17008551   PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001207_CR_AIRB 529900N9UJEHN9UPXN50         PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001208_CR_AIRB 724500Q41FHN0P1GPC53   KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001209_CR_AIRB 54930036WK3GMCN17Z57       QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001210_CR_AIRB 7245009EAAUUQJ0U4T57   KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001211_CR_AIRB 549300XO8R7MPISUO753   KVK 33155037 NL0006144495   Reed Elsevier NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001212_CR_AIRB 5493002YCY6HTK0OUR29   KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001213_CR_AIRB     KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001214_CR_AIRB 5493002N51KZCVBDMS27   24114856 NL0006055329   ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001215_CR_AIRB 213800LBMMAIG1FQP389   KVK 14105351   SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001216_CR_AIRB       NL0000360618   SBM OFFSHORE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001217_CR_AIRB 529900KEH8410ESH1483   KVK 53761790     Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001218_CR_AIRB 724500DX7Q1A19SPY530   KVK 34166584     Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001219_CR_AIRB 7245001TBT3NI9SPNJ75         SHV Netherlands NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001220_CR_AIRB TAFO772JB70PDRN5VS48   KvK 27092998 0000   1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001221_CR_AIRB 724500E9ZG6JMH6E2I14     NL0000817179   SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001222_CR_AIRB 724500ZTKJYJMWVLWJ82   KVK 34297413     SRLEV N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001223_CR_AIRB 5493002SSXOL85X3XC87   KVK 58623701     Syncreon Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001224_CR_AIRB 724500LTUWK3JQG63903   KVK 09083317     TenneT Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001225_CR_AIRB 7245008G22FOV7TYYJ34   KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001226_CR_AIRB 724500978QL7NKMLTQ37   KVK 34210949     TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001227_CR_AIRB       NL0009739424   TNT EXPRESS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001228_CR_AIRB 724500L44K67W7UW1C59         TomTom International B.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001229_CR_AIRB 724500OPA8GZSQUNSR96   KVK 33194984   TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001230_CR_AIRB PX7SUPU7HUNJBQ8BPI65   KVK 33236939   585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001231_CR_AIRB 549300TK7G7NZTVM1Z30   KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001232_CR_AIRB 549300IW6C3SRHUUK147         Vitol Holding BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001234_CR_AIRB 549300FRXSUUW3M2Q281         WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001235_CR_AIRB 724500522D3ORUTUGW47   KVK 05078970   WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001236_CR_AIRB 724500YRQCY3BD9RJZ92     NL0000289213   WERELDHAVE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001237_CR_AIRB 724500TEM53I0U077B74   KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001238_CR_AIRB 5JB3IE65ZU13TA0DGN10         Würth Finance International B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001239_CR_AIRB       NL0006294290   ZIGGO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001240_CR_AIRB         BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001241_CR_AIRB 5493004ZHCILEMZLBS85   00304772770005     FERD AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001242_CR_AIRB 5493009F6KP3UMLPOY27   931186744     ICA Norge AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001243_CR_AIRB 549300ZLJDXBXUNCY824   936738540     National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001244_CR_AIRB 549300N1SDN71ZZ8BO45       NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001245_CR_AIRB 529900J8VSH14TP5VD23         ODFJELL SE NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001246_CR_AIRB 213800T66DRTE6O6BV87   916235291   PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001247_CR_AIRB 529900TH4OAW7WYG1777   987059699     Statkraft AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001248_CR_AIRB OW6OFBNCKXC4US5C7523   923609016   STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001249_CR_AIRB R7NJHU48LTCIOB9BVU57       CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001250_CR_AIRB 259400GYHYZPQ0HTMT82       CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001251_CR_AIRB 259400A9BI23M3K1NK82       LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001252_CR_AIRB 259400WT6MCX3V59XI09         Netia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001253_CR_AIRB 259400TOMPUOLS65II22   10681   TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001254_CR_AIRB 259400TGY6IYEP2EFW87   467426     POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001255_CR_AIRB 259400VVMM70CQREJT74   28860   PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001256_CR_AIRB 259400NAPDFBOTNCRL54       TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001257_CR_AIRB Q1ECZWEVT6ZTFERCPG94     PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001258_CR_AIRB 213800RQXBBZ6KSP1I72   500311390     AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001259_CR_AIRB 2138002PLGLYW8EP7248         AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001260_CR_AIRB 213800V5Z38TLIRQW516   500700834     ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001261_CR_AIRB     502607920     AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001262_CR_AIRB 54930011KNBNPPKW7528   500038015     AUTO SUECO LDA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001263_CR_AIRB 549300RU6UYW1UMYOP92   500194670     BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001264_CR_AIRB       PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001265_CR_AIRB 549300FREK460JU7RG08   500060266     CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001266_CR_AIRB 549300TF1SUYCFUO3840   503309362     COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001267_CR_AIRB     507195515     CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001268_CR_AIRB 213800X28CMB8LAIT849   502557400     CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001269_CR_AIRB 549300RGQV4M16FESU23   500832234     CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001270_CR_AIRB 529900CLC3WDMGI9VH80     PTEDP0AM0009 EDP PL EQUITY EDP - Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001271_CR_AIRB 529900LOXJVWGOH84656   503293695     EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001272_CR_AIRB     504885367     ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001273_CR_AIRB 2138003319Y7NM75FG53   504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001274_CR_AIRB 213800Y3V72PI6W8KG10   511220448     GRUPO PESTANA - SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001275_CR_AIRB 259400A8SZP10GB5IB19     PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001276_CR_AIRB     500073880     LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001277_CR_AIRB 549300SNYKYW15R3UE62   502011475     MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001278_CR_AIRB 549300TLPT6W9R3CLQ86   500197814     MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001279_CR_AIRB 5493003NN4LXUF8JA244         Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001280_CR_AIRB 54930071D35BVUPC5942   502604751     OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001281_CR_AIRB     507979265     OPWAY - SGPS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001282_CR_AIRB 213800ZWKG61JG7ZCF61   500697370     PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001283_CR_AIRB 259400DRC6WOXNVW8B57 500829993 500829993   90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001284_CR_AIRB 549300UNIB7M2AXUXS35     PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001285_CR_AIRB 549300FR1FN48IGHR915     PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001286_CR_AIRB     500246963     REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001287_CR_AIRB 5493002X2CCY60HWCU94   500243590     SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001288_CR_AIRB 549300PXZF74GVQM6867   500058580     SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001289_CR_AIRB 549300EZYIURQ5RGSE56   500278571     SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001290_CR_AIRB 549300KFJPELBPMQH079   500833532     SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001291_CR_AIRB 95980020140005813290   505042037     SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001292_CR_AIRB     500097488     TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001293_CR_AIRB 549300CNE5R74B3XKF57   505266202     UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001294_CR_AIRB   503933139 503933139   3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001295_CR_AIRB 213800IDK8UTYDSFOG74   502544180     VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001296_CR_AIRB   500302200 500302200   0265472D PL EQUITY ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001297_CR_AIRB 549300VOFQC1SPGTZM19   503039063     ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001298_CR_AIRB 549300D3EIDZJB62TR20   21183   ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001299_CR_AIRB 549300UKYDM6L8HEPU79       SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001300_CR_AIRB 549300F8ZIGJVUPIU797   24297754     Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001301_CR_AIRB         GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001302_CR_AIRB         ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001303_CR_AIRB         TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001304_CR_AIRB 5493007RN7O98MYBX124         AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001305_CR_AIRB 549300UCKT2UK88AG251     SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001306_CR_AIRB 549300YECS8HKCIMMB67     SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001307_CR_AIRB 213800T8PC8Q4FYJZR07   5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001308_CR_AIRB 2138002GW5WN1UYZAO32   55611256900004     BILIA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001309_CR_AIRB 549300YJUYJ9A24RXL71     SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001310_CR_AIRB 549300ZACGIQHBBMOD20   5560269549   BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001311_CR_AIRB 213800SE6FV3UDEIEY92   72317831     CAPIO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001312_CR_AIRB 549300GU5OHTR1T5IY68     SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001313_CR_AIRB 549300HCT1WLHEXNLZ18         Dometic Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001314_CR_AIRB 549300Y3HHZB1ZGFPJ93       ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001315_CR_AIRB 549300JNPI46XNH0PM97         Fabege AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001316_CR_AIRB 5493003PZ4F570G3W735         GETINGE AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001317_CR_AIRB 529900XKWB408ZZYBF68         GREEN CARGO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001318_CR_AIRB 213800YUV362W4E1LP46         H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001319_CR_AIRB 54930033BTSY61VHUR49   55601011550004     HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001320_CR_AIRB 549300VOTS5OZ82UTG69     SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001321_CR_AIRB 549300WJFW6ILNI4TA80   5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001322_CR_AIRB 52990080SH3454F0QE68   5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001323_CR_AIRB 549300GYQIIJ3UXB7655     SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001324_CR_AIRB 549300VEBQPHRZBKUX38   556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001325_CR_AIRB 529900X0UEM9DOM6FK12   5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001326_CR_AIRB 549300VD6SNNS5N5V183         KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001327_CR_AIRB 5493005OXRTBK0WSJN46   5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001328_CR_AIRB 529900AB08F05L4HWU11         LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001329_CR_AIRB 213800NS2XXVRYS7WP40     SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001330_CR_AIRB 549300SNQNTHQLZQON04   5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001331_CR_AIRB 549300E8NDODRSX29339   5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001332_CR_AIRB 213800WRGLW3CY4MHW53   55603451740004     NCC SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001333_CR_AIRB 549300KUJMRC9NW93S96         Nobina sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001334_CR_AIRB 5493007VGEKBZGZ6PC69         NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001335_CR_AIRB 549300ES84TRW7EWGU35         Perstorp Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001336_CR_AIRB 549300S2D8BDH1CKLI47         PostNord AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001337_CR_AIRB 549300MIHCMD8DCSBY41   55607269770034     Preem SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001338_CR_AIRB 549300ZHO4JCQQI13M69   556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001339_CR_AIRB 5299008ZUAXN43LVZF54       SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001340_CR_AIRB 5299001G94UPTI8C7N54   5566577416   0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001341_CR_AIRB 529900AE1FZNUH6EVS39     SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001342_CR_AIRB 529900BZYSUQLQSPNR07   5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001343_CR_AIRB 635400TTYKE8EIWDS617       SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001344_CR_AIRB 5493004WOSC31U83UG49   5561063834   SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001345_CR_AIRB 549300MA1BZYJU87BW55   5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001346_CR_AIRB 549300X6MQ0GG8BRY481         SKF sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001347_CR_AIRB 5493002FIVSWBLEV7P15         SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001348_CR_AIRB 529900329VS14ZIML164   5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001349_CR_AIRB 529900J0C48FH28HNQ19   5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001350_CR_AIRB 213800CWLTI7WZCC2R35   5560010802   1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001351_CR_AIRB 5299005HSK597UX55629         SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001352_CR_AIRB 549300FW5JDRV1IJ0M67       SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001353_CR_AIRB 529900ZERGNJBEQEX179   55679708180004     SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001354_CR_AIRB 5493005DU3003SGUC166         SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001355_CR_AIRB 529900YVXCGNWAUYZG78     SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001356_CR_AIRB 213800EKD193RVI9HL76   5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001357_CR_AIRB 549300W9JLPW15XIFM52   556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001358_CR_AIRB 213800FSR9RNDUOTXO25       TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001359_CR_AIRB 5493006LU5JO4P7HQ305         THULE HOLDING AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001360_CR_AIRB 213800XY16PAWG2PAD14       TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001361_CR_AIRB 5493007LNZSEWN5KTV42     SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001362_CR_AIRB 549300T5RZ1HA5HZ3109       VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001363_CR_AIRB 549300HGV012CNC8JD22     SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001364_CR_AIRB 54930083GODGBHODQ153   189744     Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001365_CR_AIRB 33D7DTWH8BNIUWE0IF81       OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001366_CR_AIRB         7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001367_CR_AIRB 549300QOGMPTKB6W7G56   1.07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001368_CR_AIRB 8RS0AKOLN987042F2V04       NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001369_CR_AIRB LUZQVYP4VS22CLWDAR65     US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001370_CR_AIRB HQD377W2YR662HK5JX27   IL08142220   ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001371_CR_AIRB FR5LCKFTG8054YNNRU85   DE5126809   4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001372_CR_AIRB 549300T0GJTEK811VI53       WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001373_CR_AIRB 549300QKBENKLBXQ8968   PA724325   AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001374_CR_AIRB LYOM0B2GCF1JWXK5ZG04       AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001375_CR_AIRB QUIX8Y7A2WP0XRMW7G29       A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001376_CR_AIRB 9PO87UV78U1JHLR68X04       8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001377_CR_AIRB 7QEON6Y1RL5XR3R1W237       APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001378_CR_AIRB ABPN11VOHLHX6QR7XQ48       AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001379_CR_AIRB XSGZFLO9YTNO9VCQV219       MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001380_CR_AIRB ZXTILKJKG63JELOEG630   DE2620453   AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001381_CR_AIRB IWUQB36BXD6OWD6X4T14   DE0332421   AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001382_CR_AIRB B6Q2VFHD1797Q7NZ3E43   CAC0951492   7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001383_CR_AIRB 5493006ORUSIL88JOE18       AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001384_CR_AIRB 549300D3L3G0R4U4VT04       APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001385_CR_AIRB B78FQ7XBQFLP4AYJ6F79       APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001386_CR_AIRB 72ZZ1XRHOOU9P9X16K08       APA US Equity Apache Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001387_CR_AIRB HWUPKR0MPOU8FGXBT394   CAC0806592   AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001388_CR_AIRB 42YMHYH0XMHJEXDUB065         ARAMARK Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001389_CR_AIRB W47HVZ7Q6FXL86RELH91   DE0717711   ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001390_CR_AIRB 549300LO13MQ9HYSTR83   DE0152524   ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001391_CR_AIRB 0C0SZC7H22UWI2NA3R46       ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001392_CR_AIRB 549300YNNLBXT8N8R512   NYCARREUS   ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001393_CR_AIRB 6O4MRU8C1MS0K34UQF79   KY0580261   ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001394_CR_AIRB 549300Z40J86GGSTL398   DE2018584   T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001395_CR_AIRB QVLWEGTD2S8GJMO8D383       ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001396_CR_AIRB HGBOLILQXWER4SAL2I23       ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001397_CR_AIRB GA3JGKJ41LJKXDN23E90         Autozone Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001398_CR_AIRB XN8R4HH1TVC1XOCL5P21       CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001399_CR_AIRB XJI53DCPL7QABOWK4Z75   NYCAVNTUS   AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001400_CR_AIRB 5493007RY69UEB1F1B45       AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001401_CR_AIRB MF62XBVMNYTYMC18DL76   DE2416636   BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001402_CR_AIRB         BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001403_CR_AIRB EWRDABCN7XBHM37LIA98   DE2072335     Beam Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001404_CR_AIRB HL5XPTVRV0O8TUN5LL90   MN1K-1056   BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001405_CR_AIRB KK5MZM9DIXLXZL9DZL15   DE2322568   BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001406_CR_AIRB 549300DSFX2IE88NSX47       BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001407_CR_AIRB Y6ZDD9FP4P8JSSJMW954   DE0874815   BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001408_CR_AIRB 549300GMUCJ08527GQ81   IN182869-107   BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001409_CR_AIRB 549300YYMNSW7KWZH127       BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001410_CR_AIRB HLYYNH7UQUORYSJQCN42       BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001411_CR_AIRB 5493007M0RIN8HY3MM77       BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001412_CR_AIRB Y7ET3D9SDOFUZ515FE28   DE0799956   CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001413_CR_AIRB 43R4VPJBXTU2O15HEF41         Calpine Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001414_CR_AIRB 5493007JDSMX8Z5Z1902       CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001415_CR_AIRB CCU46N3GJMF4OK4N7U60   OH535613   CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001416_CR_AIRB QXZYQNMR4JZ5RIRN4T31       3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001417_CR_AIRB EDBQKYOPJUCJKLOJDE72   DE0921323   CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001418_CR_AIRB WRJR7GS4GTRECRRTVX92       CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001419_CR_AIRB 5KYC8KF17ROCY24M3H09   DE2106821   C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001420_CR_AIRB CD30XVRLT4QO00B1C706   DE3780476   CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001421_CR_AIRB 4SIHMF0MOSTTL8CD0X64       CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001422_CR_AIRB 21TPXMRRHFKOBHDC8J74         CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001423_CR_AIRB 8E6NF1YAL0WT6CWXXV93       CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001424_CR_AIRB 549300IA9XFBAGNIBW29         CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001425_CR_AIRB B0QU0GIVGFFMCOP5RJ72   DE4789658   CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001426_CR_AIRB 2V9V7M0RUQG9M2J4IC47         Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001427_CR_AIRB YMEGZFW4SBUSS5BQXF88   DE0156313   CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001428_CR_AIRB 51M0QTTNCGUN7KFCFZ59   PA3039985   CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001429_CR_AIRB 549300OQS2LO07ZJ7N73   DE0406521   CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001430_CR_AIRB 6113F6JQLWIUGTBN1L36       CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001431_CR_AIRB 54930035UDEIH090K650   DE0818944   CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001432_CR_AIRB SYHS7HRDXLL4I0IQ8776       CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001433_CR_AIRB 6VJJ5GQWIRDQ06DUXG89   DE0064324   COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001434_CR_AIRB 549300JK3KH8PWM3B226   DE2277631   CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001435_CR_AIRB 29DX7H14B9S6O3FD6V18       CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001436_CR_AIRB 549300BO9IWPF3S48F93       COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001437_CR_AIRB TVRMNZKRGA8LPW6XPG60         Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001438_CR_AIRB RPPGGRL1J75WGF2DFO04   PA3337938   CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001439_CR_AIRB ZUNI8PYC725B6H8JU438   IN194062-043   CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001440_CR_AIRB S4BKK9OTCEWQ3YHPFM11       DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001441_CR_AIRB PWFTNG3EI0Y73OXWDH08       DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001442_CR_AIRB 3E70L4WYANTIWWIPHC81       DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001443_CR_AIRB Q2CCMS6R0AS67HJMBN42       DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001444_CR_AIRB 54930042348RKR3ZPN35   DE2155705   DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001445_CR_AIRB F14FQJ2EEHW5VPYUHL14       DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001446_CR_AIRB 549300Z1UGYT5725XB67   DE3535468   DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001447_CR_AIRB ILUL7B6Z54MRYCF6H308       D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001448_CR_AIRB 549300FMC2ALGA7N9E80   DE0412823   DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001449_CR_AIRB ZQUIP1CSZO8LXRBSOU78       DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001450_CR_AIRB 549300IX8SD6XXD71I78       DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001451_CR_AIRB FDPVHDGJ1IQZFK9KH630   DE2345566   EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001452_CR_AIRB 0NZWDMRCE180888QQE14       ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001453_CR_AIRB OML71K8X303XQONU6T67   DE2871352   EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001454_CR_AIRB FRDRIPF3EKNDJ2CQJL29       LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001455_CR_AIRB FGLT0EWZSUIRRITFOA30       EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001456_CR_AIRB GHFPUH0OZ5JLGJXWCO16       ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001457_CR_AIRB 4XM3TW50JULSLG8BNC79       ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001458_CR_AIRB 549300EVUN2BTLJ3GT74   DE2911438   EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001459_CR_AIRB 549300RO2XES74KQGG63       XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001460_CR_AIRB 3SOUA6IRML7435B56G12       EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001461_CR_AIRB CI7MUJI4USF3V0NJ1H64   WA601975803   EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001462_CR_AIRB J3WHBG0MTS7O8ZVMDC91   NJ3793794100   XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001463_CR_AIRB 549300E707U7WNPZN687       FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001464_CR_AIRB 6WQI0GK1PRFVBA061U48   GA0110597   FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001465_CR_AIRB 549300NPYMLM4NHTOF27         First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001466_CR_AIRB 549300SVYJS666PQJH88   OH953140   FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001467_CR_AIRB 6Y0GK87T6V7NJKZJVM41   NYCDRRCUS   FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001468_CR_AIRB CQ7WZ4NOFWT7FAE6Q943       FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001469_CR_AIRB CKDHZ2X64EEBQCSP7013       FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001470_CR_AIRB EMQFUEY7DV1MVNKAUT87   DE3315658   FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001471_CR_AIRB 20S05OYHG0MQM4VUIC57       F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001472_CR_AIRB 2MNR4Q42DBL85U7RD221         Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001473_CR_AIRB A0WMBJD47C49E2JJOM88   DE4594648   FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001474_CR_AIRB 549300FNRIXILI56M704       0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001475_CR_AIRB 9C1X8XOOTYY2FNYTVH06       GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001476_CR_AIRB 3C7474T6CDKPR9K6YT90   NYCGECYUS   GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001477_CR_AIRB 2TGYMUGI08PO8X8L6150       GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001478_CR_AIRB 549300PDWRZX0BR28B12   DE4717789   GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001479_CR_AIRB L2EVHWFHVAQK72TMH265   DE4275413     Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001480_CR_AIRB 5493002BI0S2ZQUY3437       GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001481_CR_AIRB 7ZW8QJWVPR4P1J1KQY45       GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001482_CR_AIRB ENYF8GB5SMQZ25S06U51   DE2681775   HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001483_CR_AIRB KAO98FK89NPNNPQGUZ43   DE0497602   HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001484_CR_AIRB 549300NUB6D2R1ITYR45       HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001485_CR_AIRB 549300PD0C69OJ0NLB27       766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001486_CR_AIRB UASVRYNXNK17ULIGK870   DE0097017   AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001487_CR_AIRB WHKXQACZ14C5XRO8LW03       HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001488_CR_AIRB 5493003STKEZ2S0RNU91       HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001489_CR_AIRB ISRPG12PN4EIEOEMW547   DE2061772   HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001490_CR_AIRB KNX4USFCNGPY45LOCE31       4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001491_CR_AIRB VGRQXHF3J8VDLUA7XE92       IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001492_CR_AIRB F9HV8ZL85LRIQ6D60098   NVC7491-1980   IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001493_CR_AIRB 824LMFJDH41EY779Q875       IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001494_CR_AIRB 5493008IUOJ5VWTRC333         Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001495_CR_AIRB 24F6LSZD18II6ICG6S41         Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001496_CR_AIRB YB2O5TUONPB3W1X7WJ88       ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001497_CR_AIRB KD833U13JEIGETBW2749       JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001498_CR_AIRB 549300XR6O4ACB0KLV08         JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001499_CR_AIRB E0KSF7PFQ210NWI8Z391       DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001500_CR_AIRB 549300G0CFPGEF6X2043   NJ5106301000   JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001501_CR_AIRB 3LB2NG8VUULSCV2NO430       JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001502_CR_AIRB LONOZNOJYIBXOHXWDB86       K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001503_CR_AIRB AGX0G2MXE54NFNNICD28       KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001504_CR_AIRB MP3J6QPYPGN75NVW2S34       KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001505_CR_AIRB 549300PDHUGWPWGOT525   DE2301470     Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001506_CR_AIRB 5493005158BXZWGOX572       3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001507_CR_AIRB 549300JF6LPRTRJ0FH50       KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001508_CR_AIRB V1BYR0MM295ZFWYYS367       KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001509_CR_AIRB GR3KVMWVCR54YWQNXU90   DE0933796   LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001510_CR_AIRB         LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001511_CR_AIRB 5493007B9BM9ZXJINO78   DE4009151   LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001512_CR_AIRB DPRBOZP0K5RM2YE8UU08       LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001513_CR_AIRB WAFCR4OKGSC504WU3E95   NC0087443   LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001514_CR_AIRB 2RTSLGQ89VMY18RHX631         Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001515_CR_AIRB 1FRVQX2CRLGC1XLP5727   DE3395371   MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001516_CR_AIRB 3BNYRYQHD39K4LCKQF12   DE4750998   MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001517_CR_AIRB 225YDZ14ZO8E1TXUSU86   DE2798413   MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001518_CR_AIRB 54930073HKEO6GZBSS03       4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001519_CR_AIRB 549300XMP3KDCKJXIU47   DE0706226   MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001520_CR_AIRB 5GCSNMQXHEYA1JO8QN11   DE0585027   MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001521_CR_AIRB AR5L2ODV9HN37376R084   DE3390142   MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001522_CR_AIRB 549300VELLG24KHTJ564   DE0673809   MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001523_CR_AIRB UE2136O97NLB5BYP9H04       MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001524_CR_AIRB 549300WZWOM80UCFSF54   DE2417015   MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001525_CR_AIRB 4DL8C98Z5G5IXZLH3578       MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001526_CR_AIRB D56MRZY2INAN94ZONZ37       MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001527_CR_AIRB 4YV9Y5M8S0BRK1RP0397       MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001528_CR_AIRB INR2EJN1ERAN0W5ZP974   WA600413485   MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001529_CR_AIRB 54930073LBBH6ZCBE225       TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001530_CR_AIRB 549300DV9GIB88LZ5P30   VA05501796   KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001531_CR_AIRB NONUZEX43GHIPSVDD938   DE3174788   MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001532_CR_AIRB 6S552MUG6KGJVEBSEC55   DE0789650   MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001533_CR_AIRB MOM4570XTJ5YYX7JKH83   DE2977161   NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001534_CR_AIRB 549300VSP3RIX7FGDZ51       NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001535_CR_AIRB UMI46YPGBLUE4VGNNT48       NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001536_CR_AIRB 549300Z2ZSKKGUE3J147       NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001537_CR_AIRB ZHUWIE4VK4MIYES0UG62   IN2000033100151   NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001538_CR_AIRB 7D6DIU2QXTUJRFNNJA49   CAC1059173   7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001539_CR_AIRB 02VFQXG2D1LR5ZH3K186       NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001540_CR_AIRB 549300S3IZB5P35KNV16   WA178071138   JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001541_CR_AIRB RIMU48P07456QXSO0R61       NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001542_CR_AIRB 6B6FQLPMMKB14LX6NY57         Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001543_CR_AIRB 549300GGJCRSI2TIEJ46       NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001544_CR_AIRB IM7X0T3ECJW4C1T7ON55       OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001545_CR_AIRB 52990006VBKYFQMQJX90   KvK 34311273 0000   OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001546_CR_AIRB HKUPACFHSSASQK8HLS17       OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001547_CR_AIRB 1Z4GXXU7ZHVWFCD8TV52   DE2457805   ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001548_CR_AIRB 549300TOPQ8NG4HGVK16         Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001549_CR_AIRB PH3S12DWZBHHQKVYZ297   WA177005077   PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001550_CR_AIRB KDTEY8BWE486IKZ3CC07       PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001551_CR_AIRB SGY07Y7FNYBNLM6Z1M11   OR085297-86   BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001552_CR_AIRB 5493002CONDB4N2HKI23       PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001553_CR_AIRB EJCO258LNNVSKAR2JX59   DE2864939   BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001554_CR_AIRB FJSUNZKFNQ5YPJ5OT455   NC0198463   PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001555_CR_AIRB 765LHXWGK1KXCLTFYQ30       PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001556_CR_AIRB 8YQ2GSDWYZXO2EDN3511         PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001557_CR_AIRB HL3H1H2BGXWVG3BSWR90   VA0670281-5   PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001558_CR_AIRB TWSEY0NEDUDCKS27AH81         Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001559_CR_AIRB 549300N2O26NW4ST6W55   DE0101728   PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001560_CR_AIRB 5MRSWZYSSE4064ED3F25         Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001561_CR_AIRB 549300BKPEP01R3V6C59   PA284424   PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001562_CR_AIRB ZU69GUVJQGZ6Z1UOOO79       PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001563_CR_AIRB 6S3X7J22E861RNTJSA74       3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001564_CR_AIRB 2572IBTT8CCZW6AU4141       PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001565_CR_AIRB 5PRBRS5FEH7NREC8OR45   NJ0100802453   PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001566_CR_AIRB PUSS41EMO3E6XXNV3U28       PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001567_CR_AIRB 123WALMHY1GZXG2YDL90       PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001568_CR_AIRB 8MCWUBXQ0WE04KMXBX50   DE2249088   DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001569_CR_AIRB HO1QNWM0IXBZ0QSMMO20       RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001570_CR_AIRB YR6K3WJN0KKLUPZSNL57   DE0472015   RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001571_CR_AIRB NKNQHM6BLECKVOQP7O46       RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001572_CR_AIRB PQQ60KVT5SJX0ETQT497       RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001573_CR_AIRB VH3R4HHBHH12O0EXZJ88       ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001574_CR_AIRB 549300LJXD867XMVE759       ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001575_CR_AIRB K2NEH8QNVW44JIWK7Z55   C-38863   RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001576_CR_AIRB 549300TJCKW4BRXPJ474       RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001577_CR_AIRB 549300VXRTBPBK07QT94       0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001578_CR_AIRB ZXJ6Y2OSPZXIVGRILD15   FL590739250   R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001579_CR_AIRB 549300NKZ6VCN5P3K723   DE2096948   SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001580_CR_AIRB RLTHESQ0RNFQJWPBJN60   DE2258732   SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001581_CR_AIRB Q0M0CZB4YN6JZ65WXI09       SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001582_CR_AIRB PBBKGKLRK5S5C0Y4T545   CAC1991515   SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001583_CR_AIRB KAF673KJXD92C8KSLU49       SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001584_CR_AIRB MR92GTD0MJTTTTQDVG45   DE2360269     Simon Property Group, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001585_CR_AIRB HHWAT5TDOYZMM26KKQ73       SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001586_CR_AIRB 549300FC3G3YU2FBZD92         Southern Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001587_CR_AIRB EFWMP121W54QV9MGOP87   DE4116263   SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001588_CR_AIRB P761FCI0CPOG24I8JE10       SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001589_CR_AIRB 549300DJ09SMTO561131       SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001590_CR_AIRB XQM2JINI1UL7642TU573       SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001591_CR_AIRB 5493002F0SC4JTBU5137   MI148492   SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001592_CR_AIRB 549300TXO070764WUH65       SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001593_CR_AIRB YF6ZV0M6AU4FY94MK914       SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001594_CR_AIRB 5RGWIFLMGH3YS7KWI652       SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001595_CR_AIRB 8WDDFXB5T1Z6J0XC1L66       TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001596_CR_AIRB 6HL0C5LCIE4TN8UZHL06   DE2980513   TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001597_CR_AIRB UUL85LWXB4NGSWWXIQ25       TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001598_CR_AIRB YAWJZJYEQ7M1SYMOS462   DE2106001   TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001599_CR_AIRB CMTK1YBYNLPLIS3QLI53       TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001600_CR_AIRB 549300VFZ8XJ9NUPU221         The Estee Lauder Companies US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001601_CR_AIRB HCHV7422L5HDJZCRFL38   DE0558016   TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001602_CR_AIRB KNG3XRAA0RHN9H62OK76       TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001603_CR_AIRB B0I35MLPFXZSE70ASS73       TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001604_CR_AIRB 549300V2JRLO5DIFGE82   DE3058821   DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001605_CR_AIRB R1JB4KXN77XFCXOQKV49   DE7324254   TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001606_CR_AIRB 3NWOXIHJSQCX0SM5Z749   DE3589359   TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001607_CR_AIRB G8NWFN4YP7CR6FOP4886         Tupperware Brands Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001608_CR_AIRB WD6L6041MNRW1JE49D58       TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001609_CR_AIRB MYF1DAS6G5WY7PRWCU78   DE0945814   ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001610_CR_AIRB K1OQBWM7XEOO08LDNP29   DE0890080   UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001611_CR_AIRB D01LMJZU09ULLNCY6Z23       UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001612_CR_AIRB JNLUVFYJT1OZSIQ24U47       X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001613_CR_AIRB I07WOS4YJ0N7YRFE7309       UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001614_CR_AIRB 549300VSXHFQVR770L55   DE4426189     Univar Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001615_CR_AIRB 549300BZXZ66F6DTIF20   VA0016487-1   UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001617_CR_AIRB KOO0397YRO83WY5MGD97       VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001618_CR_AIRB 549300XTO5VR8SKV1V74       VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001619_CR_AIRB 2S72QS2UO2OESLG6Y829       VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001620_CR_AIRB CWAJJ9DJ5Z7P057HV541       VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001621_CR_AIRB X0ST5BPF0CZG9FE5OV61       VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001623_CR_AIRB CQKUMNNZVDJLRYV2PT43         Virginia Electric & Power Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001624_CR_AIRB 549300JZ4OKEHW3DPJ59       V US Equity Visa Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001625_CR_AIRB 549300BMOJ05INE4YK86   DE2669712     Vornado Realty L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001626_CR_AIRB 549300UUPJ2NXDB68M19   DE0911551     VW Credit, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001627_CR_AIRB Y87794H0US1R65VBXU25       WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001628_CR_AIRB 7260JQNI6SCF9FIV2392       DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001629_CR_AIRB IQN3XTJNANI73KWRED03         Walter Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001630_CR_AIRB 549300YX8JIID70NFS41       WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001631_CR_AIRB 3CYEJKBUJZO3UW777J80   DE3797582     WEA Finance LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001632_CR_AIRB WHENKOULSSK7WUM60H03       WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001633_CR_AIRB D3W7PCXCBRQLL17DZ313         World Fuel Services Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001634_CR_AIRB T4VNTWMFQ7JQB65L7T35   DE3664441   WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001635_CR_AIRB LGJNMI9GH8XIDG5RCM61   MN37-AA   XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001636_CR_AIRB 4KF48RN45X1OO8UBLY20       XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001637_CR_AIRB 6EY4K7ZMF9UX1CU6KC79       XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001638_CR_AIRB 549300DF5MV96DRYLQ48       XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001639_CR_AIRB 2P2YLDVPES3BXQ1FRB91   DE3343799   ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001640_CR_AIRB 549300HD9Q1LOC9KLJ48       ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001641_CR_AIRB 5493007CO5W5OBFG7L21         RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001642_CR_AIRB 549300QSUNKAEBMYIR16         RAVAGO S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001643_CR_AIRB 549300O3SGMD4K45DN61     BE 0404621642   ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001644_CR_AIRB 54930031IF9XW7PCY637     BE 0403992231   Atlas Copco Airpower BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001645_CR_AIRB 549300PR82EONF1NKE18     BE 0473566965   BELFIMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001646_CR_AIRB 549300UOBXCS79E82606     BE 0404535431   Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001647_CR_AIRB 549300VSM2RG55U2QU15     BE 0400853488   BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001648_CR_AIRB 5493007ZLRNTTT9B6384         Carrefour Finance SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001649_CR_AIRB 529900P0HVIO92I8AU52     BE 0422362447   COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001650_CR_AIRB 549300VWVXR1GOHG0E16     BE 0425702910   COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001651_CR_AIRB 5493003N7PPOYDZI1G90     BE 0400464795   COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001652_CR_AIRB 5299009GDDJ20VCTA286     BE 0404411707   CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001653_CR_AIRB 549300NF0J86QSGBSV95     BE 0413572663   DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001654_CR_AIRB 549300KT827RUL680A73     BE0428741087   D'IETEREN Treasury BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001655_CR_AIRB 5493000G720YN71E2S86     BE 0435305514   DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001656_CR_AIRB 529900YOYR5FW12UBJ80     BE 0471811661   EDF Luminus BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001657_CR_AIRB 549300F203XBWYK45D98     BE 0411515075   Emmaüs vzw BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001658_CR_AIRB 529900T3V512W5JEJF78     BE 0406183144   Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001659_CR_AIRB 5493006GOR72R0ZYBN98     BE 0860409202   EXMAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001660_CR_AIRB 52990071WX2UW1WNHC16     BE 0402954628   FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001661_CR_AIRB 529900RL1B6NSLKU7P45     BE 0821382439   FLUXYS FINANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001662_CR_AIRB 549300EL1OTYCHBFUV17     BE 0442100363   GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001663_CR_AIRB 549300AS6JDY8GAUB274     BE 0831958211   GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001664_CR_AIRB 6IM6CQKADLNCQGUEU352     BE0439255986   GEMS Services SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001665_CR_AIRB 549300UFHGFY5IOON989     BE 0220324117   Gimv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001666_CR_AIRB 5493004EAZQ20FYJKT70     BE 0438202052   greif services belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001667_CR_AIRB 5299004FBX5DGG463D98     BE 0430060188   HERAEUS ELECTRO - NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001668_CR_AIRB 5493002TTO3072KC6L60     BE 0402220594   Hewlett - Packard Belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001669_CR_AIRB 549300VI27GGJFIOCP26     BE 0440113348   INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001670_CR_AIRB 5493002RVRZ1S3CPUI26     BE 0428750985   ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001671_CR_AIRB 54930073JZQL85NE3817     BE 0222343301   IVERLEK BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001672_CR_AIRB 549300YEC7519H8CBF72     BE 0473587751   J.C. General Services CVBA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001673_CR_AIRB 549300U0BLKP6Y8LPX16     BE 0404778426   Katoen Natie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001674_CR_AIRB 529900X1VAF3IXDZJ071         LE PEIGNE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001675_CR_AIRB 549300ROPVHSEKEMW107     BE 0807049797   LOCORAIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001676_CR_AIRB 549300L6DOLPEQSOI005     BE 0405580655   MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001677_CR_AIRB 5493007JS0ZHJVBUWP18     BE 0456810810   MOBISTAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001678_CR_AIRB 549300V3ES7BVGYNRZ58     BE 0413630071   N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001679_CR_AIRB 529900P78BT1RIIYWY69     BE 0458885719   NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001680_CR_AIRB 549300XHGK09MEWMOL68     BE 0419457296   Ontex bvba BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001681_CR_AIRB 5299009CBE6VJXABZS81     BE 0436410522   RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001682_CR_AIRB 529900P4SONA6KVTRT86     BE 0428343981   RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001683_CR_AIRB 529900LK4T42CNH2U882     BE 0434475767   S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001684_CR_AIRB 529900FTYUE9QOXMU884     BE 0434284638   SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001685_CR_AIRB 549300CCKFF44A550J72     BE 0400747580   SARENS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001686_CR_AIRB 549300JTFH1WHCEMIN40     BE 0407139583   SD WORX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001687_CR_AIRB HB7FFAZI0OMZ8PP8OE26     BE 0413330856   Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001688_CR_AIRB 213800IS5GA1OZ8RBM85     BE 0473416418   TELENET nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001689_CR_AIRB 529900R7MYQQO8CHR962     BE 0403063902   TOTAL BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001690_CR_AIRB 5299003N2SCVNU16O909     BE 0403079441   Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001691_CR_AIRB 549300ZSTW3D1UXOXY91     BE 0412639681   TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001693_CR_AIRB 549300J5X4E65PJHE355     BE 0464538245   VPK SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001694_CR_AIRB 5493002MUOV04NSPT571 2796756-1       RBC INVESTOR SERVICES TRUST CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001695_CR_AIRB 549300G6ZUFBJVLAJQ46         MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001696_CR_AIRB 5299009K1FINARYDEC72         RENAULT FINANCE SA CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001697_CR_AIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685     Schweizerische Rückversicherungs-Gesellschaft AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001698_CR_AIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498     LBBW Dublin Management GmbH DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001699_CR_AIRB 529900GHE5268QPEOH13 2537992-6 HRB106727     LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001700_CR_AIRB 529900USFSZYPS075O24 1144838-8 HRB3790     VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001701_CR_AIRB 549300Y5BJOTCMUYT658         ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001702_CR_AIRB 969500KY4MRVCLM9HE48         EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001703_CR_AIRB 529900QI55ZLJVCMPA71         TOTAL CAPITAL FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001704_CR_AIRB 2138006E2VG89XLORJ06   02366682     YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001705_CR_AIRB 549300BPQYQ838KE1X51         UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001706_CR_AIRB 213800SKZTSE2L1BII69         THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001707_CR_AIRB 0YQH6LCEF474UTUV4B96   KvK 34313428 0000     ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001708_CR_AIRB 4ME66GO1Q4T87C52WS37   KvK 33134831 0000     GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001709_CR_AIRB         1310Z AR Equity Argentina AR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001710_CR_AIRB         1525Z AU Equity Australia AU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001711_CR_AIRB         1480Z AV Equity Austria AT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001712_CR_AIRB         43886Z BD Equity Bangladesh BD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001713_CR_AIRB         111136Z BB Equity Belgium BE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001714_CR_AIRB         1323Z BZ Equity Brazil BR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001715_CR_AIRB         129225Z BU Equity Bulgaria BG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001716_CR_AIRB         80710Z CN Equity Canada CA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001717_CR_AIRB         45793Z CI Equity Chile CL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001718_CR_AIRB         PRCH CH Equity China CN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001719_CR_AIRB         1153Z CB Equity Colombia CO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001720_CR_AIRB         1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001721_CR_AIRB         1271Z DC Equity Denmark DK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001722_CR_AIRB         1083Z EY Equity Egypt EG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001723_CR_AIRB         1000Z ET Equity Estonia EE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001724_CR_AIRB         1306Z FH Equity Finland FI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001725_CR_AIRB         223727Z FP Equity France FR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001726_CR_AIRB         3413Z GR Equity Germany DE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001727_CR_AIRB         1004Z GA Equity Greece GR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001728_CR_AIRB         1182Z HB Equity Hungary HU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001729_CR_AIRB         1504Z IN Equity India IN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001730_CR_AIRB         1133Z IJ Equity Indonesia ID Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001731_CR_AIRB         1266Z ID Equity Ireland IE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001732_CR_AIRB         3343943Z IT Equity Israel IL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001733_CR_AIRB         2103Z IM Equity Italy IT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001734_CR_AIRB         JAPZ JP Equity Japan JP Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001735_CR_AIRB         1001Z KN Equity Kenya KE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001736_CR_AIRB         3344606Z LR Equity Latvia LV Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001737_CR_AIRB         1092Z LH Equity Lithuania LT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001738_CR_AIRB         1110Z LX Equity Luxembourg LU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001739_CR_AIRB         1124Z MK Equity Malaysia MY Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001740_CR_AIRB         5753Z US Equity Malta MT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001741_CR_AIRB         1426Z MM Equity Mexico MX Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001742_CR_AIRB         1096Z MC Equity Morocco MA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001743_CR_AIRB         1533Z NA Equity Netherlands NL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001744_CR_AIRB         46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001745_CR_AIRB         1233Z NO Equity Norway NO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001746_CR_AIRB         279379Z PM Equity Philippines PH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001747_CR_AIRB         1084Z PW Equity Poland PL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001748_CR_AIRB         1174Z PL Equity Portugal PT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001749_CR_AIRB         1089Z RO Equity Romania RO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001750_CR_AIRB         4458Z RU Equity Russia RU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001751_CR_AIRB         3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001752_CR_AIRB         1545Z SP Equity Singapore SG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001753_CR_AIRB         1023Z SK Equity Slovakia SK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001754_CR_AIRB         1091Z SV Equity Slovenia SI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001755_CR_AIRB         50184Z SJ Equity South Africa ZA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001756_CR_AIRB         ROKZ KS Equity South Korea KR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001757_CR_AIRB         1841Z SM Equity Spain ES Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001758_CR_AIRB         204283Z EK Equity Sudan SD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001759_CR_AIRB         1179Z SS Equity Sweden SE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001760_CR_AIRB         344758Z SW Equity Switzerland CH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001761_CR_AIRB         116657Z TT Equity Taiwan TW Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001762_CR_AIRB         1179Z TB Equity Thailand TH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001763_CR_AIRB         114144Z TI Equity Turkey TR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001764_CR_AIRB         1089Z UZ Equity Ukraine UA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001765_CR_AIRB         3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001766_CR_AIRB         6152Z LN Equity United Kingdom GB Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001768_CR_AIRB         3352Z US Equity United States US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001769_CR_AIRB         1069Z VC Equity Venezuela VE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001770_CR_AIRB         231715Z VN Equity Vietnam VN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001771_CR_AIRB ZTMSNXROF84AHWJNKQ93         INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach GG_0001772_CR_AIRB QKL54NQY28TCDAI75F60         INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001773_CR_AIRB BFXS5XCH7N0Y05NIXW11       3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001774_CR_AIRB       CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001775_CR_AIRB 3U8WV1YX2VMUHH7Z1Q21     IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001776_CR_AIRB 5299009N55YRQC69CN08     GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001777_CR_AIRB JHE42UYNWWTJB8YTTU19     AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001778_CR_AIRB 549300CTUU1RFXHQJE44     US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001779_CR_AIRB JU1U6S0DG9YLT7N8ZV32     PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001780_CR_AIRB QE0Q0253K88YAGNPE356     BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001781_CR_AIRB 5493006P8PDBI8LC0O96     IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001782_CR_AIRB 9DJT3UXIJIZJI4WXO774     US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001783_CR_AIRB 54930053HGCFWVHYZX42     CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001784_CR_AIRB       CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001785_CR_AIRB CO6GC26LCGGRTUESIP55     HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001786_CR_AIRB Q2GQA2KF6XJ24W42G291     IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001787_CR_AIRB NQQ6HPCNCCU6TUTQYE16     CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001788_CR_AIRB WFLLPEPC7FZXENRZV188     US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001789_CR_AIRB L3I9ZG2KFGXZ61BMYR72     CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001790_CR_AIRB 549300685QG7DJS55M76     ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001791_CR_AIRB VWMYAEQSTOPNV0SUGU82     ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001792_CR_AIRB G5GSEF7VJP5I7OUK5573     GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001794_CR_AIRB VDYMYTQGZZ6DU0912C88 1103165-5     BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001795_CR_AIRB K8MS7FD7N5Z2WQ51AZ71     ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001796_CR_AIRB A5GWLFH3KM7YV2SFQL84       CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001797_CR_AIRB R0MUWSFPU8MPRO8K5P83     FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001798_CR_AIRB 9695005MSX1OYEMGDF46       3692594z fp equity BPCE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001799_CR_AIRB 7CUNS533WID6K7DGFI87     ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001800_CR_AIRB 2IGI19DL77OX0HC3ZE78     CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001801_CR_AIRB       CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001802_CR_AIRB 5493001KQW6DM7KEDR62     CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001803_CR_AIRB       CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001804_CR_AIRB 549300MKO5B60FFIHF58     CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001805_CR_AIRB 549300HBUGSQD1VCXG94     CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001806_CR_AIRB 6SHGI4ZSSLCXXQSBB395     US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001807_CR_AIRB 851WYGNLUQLFZBSYGB56 1106139-7   DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001808_CR_AIRB MSFSBD3QN1GSN7Q6C537     AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001809_CR_AIRB 969500TJ5KRTCJQWXH05     FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001810_CR_AIRB 9695000CG7B84NLR5984       CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001811_CR_AIRB ANGGYXNX0JLX3X63JN86     CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001812_CR_AIRB MAES062Z21O4RZ2U7M96     DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001813_CR_AIRB 7LTWFZYICNSX8D621K86 1106989-5   DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001814_CR_AIRB 549300GKFG0RYRRQ1414     NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001815_CR_AIRB 529900HNOAA1KXQJUQ27 1107041-4   DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001816_CR_AIRB JEUVK5RWVJEN8W0C9M24     GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001817_CR_AIRB PQOH26KWDF7CG10L6792     AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001818_CR_AIRB 549300GGF3CSCFS5UT61     PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001819_CR_AIRB THRNG6BD57P9QWTQLG42     US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001820_CR_AIRB 784F5XWPLTWKTBV3E584     US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001821_CR_AIRB MLU0ZO3ML4LN2LL2TL39     GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001823_CR_AIRB       CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001824_CR_AIRB 5493002ERZU2K9PZDL40     CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001825_CR_AIRB 3TK20IVIUJ8J3ZU0QE75     NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001826_CR_AIRB 2W8N8UU78PMDQKZENC08     IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001827_CR_AIRB 635400DTNHVYGZODKQ93       ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001828_CR_AIRB BZO2P8KHO2O10H5QQ663     BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001829_CR_AIRB 8I5DZWZKVSZI1NUHU748     US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001830_CR_AIRB 3M5E1GQGKL17HI6CPN30     DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001831_CR_AIRB 213800X3Q9LSAKRUWY91     BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001832_CR_AIRB 549300XXMOJSIW8P4769     KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001833_CR_AIRB B81CK4ESI35472RHJ606 1001144-3     2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001834_CR_AIRB 549300PPXHEU2JF0AM85     GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001836_CR_AIRB 4ZHCHI4KYZG2WVRT8631     AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001837_CR_AIRB PSNL19R2RXX5U3QWHI44 1012492 343508 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001838_CR_AIRB       JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001839_CR_AIRB RB0PEZSDGCO3JS6CEU02     JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001840_CR_AIRB J4CP7MHCXR8DAQMKIL78     IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001841_CR_AIRB IGJSJL3JD5P30I6NJZ34     US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001842_CR_AIRB F8SB4JFBSYQFRQEH3Z21     AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001843_CR_AIRB 549300XFX12G42QIKN82       0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001845_CR_AIRB 549300B3CEAHYG7K8164     JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001846_CR_AIRB DSNHHQ2B9X5N6OUJ1236 1124864-8     2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001847_CR_AIRB 6SCPQ280AIY8EP3XFW53     SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001848_CR_AIRB 549300GLF98S992BC502     US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001849_CR_AIRB 7437003B5WFBOIEFY714         OP Osuuskunta FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001850_CR_AIRB CFGNEKW0P8842LEUIA51     US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001851_CR_AIRB DG3RU1DBUFHT4ZF9WN62       682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001852_CR_AIRB EVOYOND2GGP3UHGGE885     AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001853_CR_AIRB ES7IP3U3RHIGC71XBU11     CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001854_CR_AIRB 2138005O9XJIJN4JPN90     GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001856_CR_AIRB 5493006QMFDDMYWIAM13     ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001857_CR_AIRB 549300WE6TAF5EEWQS81     RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001858_CR_AIRB F3JS33DEI6XQ4ZBPTN86     SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001859_CR_AIRB       CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001860_CR_AIRB O2RNE8IBXP4R0TD8PU41     FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001861_CR_AIRB U4LOSYZ7YG4W3S5F2G91     GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001863_CR_AIRB 5493001JZ37UBBZF6L49     INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001864_CR_AIRB 549300ZFEEJ2IP5VME73     US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001865_CR_AIRB       JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001866_CR_AIRB 7E1PDLW1JL6TS0BS1G03     US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001867_CR_AIRB NHBDILHZTYCNBV5UYZ31     SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001868_CR_AIRB M312WZV08Y7LYUC71685     SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001869_CR_AIRB GP5DT10VX1QRQUKVBK64     DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001870_CR_AIRB         NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001871_CR_AIRB PT3QB789TSUIDF371261     CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001872_CR_AIRB N1GZ7BBF3NP8GI976H15     US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001873_CR_AIRB 81560097964CBDAED282       UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001874_CR_AIRB BFM8T61CT2L1QCEMIK50       UBSN VX EQUITY UBS CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001875_CR_AIRB 549300TRUWO2CD2G5692     IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001876_CR_AIRB IO66REGK3RCBAMA8HR66     SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001877_CR_AIRB       RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001878_CR_AIRB PBLD0EJDB5FWOLXP3B76     US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001879_CR_AIRB EN5TNI6CI43VEPAMHL14     AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001880_CR_AIRB       KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001881_CR_AIRB 2138002Y3WMK6RZS8H90         NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001882_CR_AIRB A6NZLYKYN1UV7VVGFX65     BE 0404453574   Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001883_CR_AIRB 529900WPR59SSV2AOJ29     BE 0414392710   BNP Paribas Fortis Factor BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001884_CR_AIRB KGCEPHLVVKVRZYO1T647     BE 0403199702   BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001885_CR_AIRB 549300OZ46BRLZ8Y6F65     BE 0429875591   Euroclear Bank SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001886_CR_AIRB JLS56RAMYQZECFUF2G44     BE 0403200393   ING BELGIUM SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001887_CR_AIRB 5493008QOCP58OLEN998     BE 0404453475   Investar BE Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001888_CR_AIRB 6B2PBRV1FCJDMR45RZ53     BE 0462920226   KBC BANK NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001889_CR_AIRB Q5BP2UEQ48R75BOTCB92         Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001890_CR_AIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242     UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001891_CR_AIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148     Unicredit Bank AG DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001892_CR_AIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819     VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001893_CR_AIRB CXW2O4H2U3MBVXMY1773         NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001894_CR_AIRB 969500VHCVGOH0RM3X42         AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001895_CR_AIRB 549300WCGB70D06XZS54         BNP Paribas Securities Services FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001896_CR_AIRB 1VUV7VQFKUOQSJ21A208         CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001897_CR_AIRB F4G136OIPBYND1F41110         DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001898_CR_AIRB KX1WK48MPD4Y2NCUIZ63         NATIXIS SA FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001899_CR_AIRB QP3XKRKS0CX2T3O07L95   02857033     CARGILL GLOBAL FUNDING PLC GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001900_CR_AIRB 549300ZT0RVWCG8T4L55   03196171     CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001901_CR_AIRB TXDSU46SXBWIGJ8G8E98   00995939     RBC EUROPE GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001902_CR_AIRB 0LC1OXN013FUKQASJB58 1466050-0       ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001903_CR_AIRB 2HI3YI5320L3RW6NJ957 1116658-4       THE HONGKONG AND SHA HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001904_CR_AIRB N1FBEDJ5J41VKZLO2475       3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001905_CR_AIRB HRRVUBV0XN84YQZT6245     XS0227637500   DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001906_CR_AIRB EQYXK86SF381Q21S3020       3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001907_CR_AIRB 549300F99IL9YJDWH369 1105105-9       HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001908_CR_AIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846     THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001909_CR_AIRB 549300OL514RA0SXJJ44   B9248     CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001910_CR_AIRB 5493006YXS1U5GIHE750         European Investment Bank LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001911_CR_AIRB 549300X34UUBDEUL1Z91       XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001912_CR_AIRB G8ZTNESVNKW4NN761W05   KvK 33170459 0000     ABN AMRO CLEARING BANK NV NL Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001913_CR_AIRB X3CZP3CK64YBHON1LE12   KvK 33002587 1594     THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001914_CR_AIRB HZSN7FQBPO5IEWYIGC72         ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001915_CR_AIRB 54930044PULMORCKB765         SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001916_CR_AIRB CWZ8NZDH5SKY12Q4US31         Citibank AS TR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001917_CR_AIRB B4TYDEB6GKMZO031MB27         Bank of America NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001918_CR_AIRB HPFHU0OQ28E4N0NFVK49         BANK OF NEW YORK MELLON US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001919_CR_AIRB E57ODZWZ7FF32TWEFA76         Citibank NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001920_CR_AIRB 7H6GLXDRUGQFU57RNE97   KvK 33278302 0000     JPMorgan Chase Bank N US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001921_CR_AIRB 571474TGEMMWANRLN572 1203023-5       STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000001_CC_FIRB   1040 58237v   0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000002_CC_FIRB 5299005VO3GJ18GL5F14 8670870 310593f     AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000003_CC_FIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000004_CC_FIRB 529900LMTI8YSE62EI88       LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000005_CC_FIRB 5299004QD601B8U1HD44 131830 109445z     Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000006_CC_FIRB 529900J7EWWGQ375DL84 2410 53507m     AVL List GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000007_CC_FIRB   226424 58036y     Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000008_CC_FIRB   160431 89102h     BENE AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000009_CC_FIRB 529900ZAFSOBVFCKF263   319670d   0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000010_CC_FIRB 5299000SY4448XU04857 847216 86959g     CAG Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000011_CC_FIRB 5299003V84MVB5A3C324 5762600 231192p     CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000012_CC_FIRB 529900G8XM6H1XVZBJ73 67504 99639d     Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000013_CC_FIRB 529900VN62L73X2OJX85 5200326 212163f     conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000014_CC_FIRB   7161956 270027z     DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000015_CC_FIRB   76350 67493f     dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000016_CC_FIRB 5299002NFQKOBT1E8569 3570614 156765m     DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000017_CC_FIRB 5299004ARAOQMGTWCI13 125709 70342w     Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000018_CC_FIRB 54930060U4XOVED1T359         OMV Gas Marketing & Trading GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000019_CC_FIRB 529900WJZJAEI0VBLP60         Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000020_CC_FIRB 52990048A4N0S24VG982 159026 42973x     Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000021_CC_FIRB 529900N8OA1GVSR5R946 30988 76532y     Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000022_CC_FIRB 529900BMPGUGAFYYAV45 6106 126805d     Energie Burgenland AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000023_CC_FIRB 529900WID59A60HHYX13 2795493 145825z     Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000024_CC_FIRB 529900P4JZBFEVNEAE60       EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000025_CC_FIRB   9907106 347483f     Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000026_CC_FIRB 549300FQ2ILBH7DJ6I45 1754530 42984m     Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000027_CC_FIRB 529900RJAN0LNMW7Q775 1312138 89381v     HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000028_CC_FIRB 5299000X53SAWQMDFF06 58114 26451z     Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000029_CC_FIRB   1640348 47654f     Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000030_CC_FIRB 529900RQJADHH91ABP14 2777363 144991y     Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000031_CC_FIRB 529900DSSMPIR6R3GO43 130311 64543t     J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000032_CC_FIRB 5299008ARRNJFPBNTM78 4155033 178368g     Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000033_CC_FIRB 529900A9NX1TM65N4176 21369 99133i     KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000034_CC_FIRB   1376136 94579m     Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000035_CC_FIRB   25798 32725a     Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000036_CC_FIRB   1216520 106825x     Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000037_CC_FIRB 529900JYVV57QBKV9G11 1991078 35673k     MFC Commodities GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000038_CC_FIRB 529900WFARKZGRCQ8652         MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000039_CC_FIRB 213800CUWJ54846X6779 1760513 40450k     Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000040_CC_FIRB 529900UUANUJ60MNMX97   71396w   7716424Z AV EQUITY ÖBB - Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000041_CC_FIRB 529900UOHXZ1BIORCV04 6467385 248742y     ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000042_CC_FIRB 529900B76VL5KG71J029 6515541 250198p     ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000043_CC_FIRB 529900UZY47TEIFNF978 6496644 249666g     ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000044_CC_FIRB 549300V62YJ9HTLRI486   93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000045_CC_FIRB   3512231 154148p     Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000046_CC_FIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000047_CC_FIRB   957313 115289v     QuadraCir AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000048_CC_FIRB 5299000HTNHA5ACH9N32 1074393 56247t   495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000049_CC_FIRB 529900ENFTO28GS3KF76 1813722 78563i     Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000050_CC_FIRB 5299005U4ZMMSYUJ5G02 7113951 267218v     ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000051_CC_FIRB 5493000C4S664YT7T556 38229 51350s     Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000052_CC_FIRB 549300XBCUMUR5CI0181         Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000053_CC_FIRB 5299002XAOMQWAIZMA51 271020 128056v     Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000054_CC_FIRB 52990021T5LVTQOGSU18 39594 60562m     Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000055_CC_FIRB 52990020WIPPT0HC0V31         Steinhoff Europe AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000056_CC_FIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000057_CC_FIRB 529900BTWJ6SISLJ5854 5880980 235264b     SWARCO AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000058_CC_FIRB 529900SCL1LJL8PZNI48 501247 83175t     Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000059_CC_FIRB 529900V54UV5XQUK5S85   FN155563W   TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000060_CC_FIRB 529900OOW8ELHOXWZP82       UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000061_CC_FIRB 549300IFXHQIB5POT565 3734340 162844b     VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000062_CC_FIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000063_CC_FIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000064_CC_FIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038   6830553Z AV EQUITY Voith Turbo GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000065_CC_FIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000066_CC_FIRB 529900OS67T49AW45S74 194255 121150m   665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000067_CC_FIRB 529900OJFTLS1RYWIF55 9565779 336561v     XXXLutz KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000068_CC_FIRB 529900IIODYNYAZ2ID26         ZUMTOBEL AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000069_CC_FIRB 54930002QM8QVWM56E14         Amcor Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000070_CC_FIRB WZE1WSENV6JSZFK0JC28       BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000071_CC_FIRB         6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000072_CC_FIRB JOR7RJTXUXBRJ4UA5G70       CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000073_CC_FIRB 549300HPMK7UWN02N804   PA3337938   CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000074_CC_FIRB         LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000075_CC_FIRB ACMHD8HWFMFUIQQ8Y590       MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000076_CC_FIRB ZSN2LWNPYW6ISMRUC664       ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000077_CC_FIRB 5493008XVFHYYV0YHN70       HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000078_CC_FIRB YLXNW6TI6QSK1H8H0N82       QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000079_CC_FIRB     520433129   SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000080_CC_FIRB PCTXNQGRJVR3OG33JG65       TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000081_CC_FIRB 5493003L32ZX9557ST85       WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000082_CC_FIRB QNWEWQBS7HP85QHXQL92         Woolworths Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000083_CC_FIRB G05OZ4J4E05KDATL0J93         AG Insurance BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000084_CC_FIRB 549300IHBDUTUNQJJB79 16342     AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000085_CC_FIRB 549300N22C0GCT5BUD97 26198       AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000086_CC_FIRB   116163       ALBELEC BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000087_CC_FIRB   225626       ALCATAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000088_CC_FIRB 5493008H3828EMEXB082       ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000089_CC_FIRB 549300BKDDQ56JWCBT72 1098030       AQUAFIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000090_CC_FIRB 549300B4HNIJSAWU1C95 1138391       ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000091_CC_FIRB 213800R1F1EJYM4ICO85   444734706 BE 0444734706   Barry Callebaut Services BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000092_CC_FIRB 549300CWRXC5EP004533       BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000093_CC_FIRB 549300R9I8GUZLNIV408   890082292     Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000094_CC_FIRB   433287       CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000095_CC_FIRB   81095       CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000096_CC_FIRB 549300IP2F5TKUC0GF38 82988       CHEMITEX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000097_CC_FIRB 549300TM914CSF6KI389 149177     COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000098_CC_FIRB   184723       COLLIGNON ENG. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000099_CC_FIRB   201775       COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000100_CC_FIRB 213800DMG7PUQHINO388     BE 0401641663   Louis Delhaize - Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000101_CC_FIRB   255648       DOD BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000102_CC_FIRB   1145532       EDIFICIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000103_CC_FIRB T0YOOBZO4L6YAD6SAV65 14206 403170701   ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000104_CC_FIRB 549300JC3HI3K7ZSYU66 1329681       ELEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000105_CC_FIRB 549300S1MP1NFDIKT460     BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000106_CC_FIRB 5493001XW6MSHRMFLU28       ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000107_CC_FIRB 549300VO7PUETX031S03 10309   BE 0860004176   ETEXCO SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000108_CC_FIRB   13771       ETS DE SIMONE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000109_CC_FIRB 52990053AH5LF0YZWD07         Euler Hermes Europe BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000110_CC_FIRB 549300D80RYON74MEJ03 18181     EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000111_CC_FIRB 8RDWFWPP4PLMZ5PPQH32         Fluxys G SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000112_CC_FIRB   25281       G EN J VASTGOED BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000113_CC_FIRB   65807       HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000114_CC_FIRB 549300M48VNC2Z0MDG47 71844       HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000115_CC_FIRB 549300GR6U0KHJD7DG07         IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000116_CC_FIRB   84089       INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000117_CC_FIRB   85640       JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000118_CC_FIRB   111717       M.G.S. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000119_CC_FIRB 5493004FKZI586397240         Magotteaux International SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000120_CC_FIRB 549300Q80KFPKZC6BQ79 144096       MENOUQUIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000121_CC_FIRB   166601       N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000122_CC_FIRB 5493002HHHFTG6G3BG36     BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000123_CC_FIRB   168945       OPIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000124_CC_FIRB   192350       PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000125_CC_FIRB 54930064JCEXFA8M0W31 202291   BE 0405747040   PRAYON BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000126_CC_FIRB   204834       PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000127_CC_FIRB 549300NMIBTX17HWF142 233001       RARE GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000128_CC_FIRB 549300X72GEQB1X8K911 247664       ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000129_CC_FIRB 529900PY79CWSUGVK810 249233       S.A. CORMAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000130_CC_FIRB 549300O3VKWJUM16UI64 257312       SAMIR GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000131_CC_FIRB 213800WWE8U6DC99NP03         SCR Sibelco NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000132_CC_FIRB   257564       SEADCO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000133_CC_FIRB 213800WDGKCVWZAN1N02 1051701 465409265   0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000134_CC_FIRB   294964       SOBEMO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000135_CC_FIRB   302642       SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000136_CC_FIRB 549300BB5CXGL9YV0D53 303429       SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000137_CC_FIRB   303783       SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000138_CC_FIRB 549300MMVL80RTBP3O28 556814     SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000139_CC_FIRB   923107       TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000140_CC_FIRB 549300ZKLIF7RP6EH823     BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000141_CC_FIRB   953398       TEX ALLIANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000142_CC_FIRB   1044409       TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000143_CC_FIRB 2138008J191VLSGY5A09       UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000144_CC_FIRB 529900F3AIQECS8ZSV61       UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000145_CC_FIRB 5493008MCDJ4Y6D5SI04 1113512       UNISTEEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000146_CC_FIRB   1140588       UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000147_CC_FIRB 549300TRHV6F6IE14H93 1159858   BE 0404060032   Van Hool nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000148_CC_FIRB   1231271       VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000149_CC_FIRB 529900RAZGQHX0VFTK05         Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000150_CC_FIRB 549300NWW2UDYHH65J03 1911623       WILDO PROPERTIES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000151_CC_FIRB 5299007TSQVOLXOABA65 1364744       ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000152_CC_FIRB 4P8GJCF52NVFW7UL4C95   18630   ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000153_CC_FIRB 549300J3KKX1PEJGDW36       ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000154_CC_FIRB UNZWILHE4KMRP9K2L524   34678   NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000155_CC_FIRB V5EGRCZCH7FN6WX41891       OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000156_CC_FIRB 549300F7ZDOIMR4PZW67       IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000157_CC_FIRB V7TL7UQFHNWUEMDZ3X02       RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000158_CC_FIRB 5493008CA3NMHYEVT131         VimpelCom Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000159_CC_FIRB       BMG455841020   HAL TRUST BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000160_CC_FIRB 5493001QYTIDILBVYO18         Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000161_CC_FIRB 549300TH5Q6VRP8OT012       ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000162_CC_FIRB 549300EM51WYXFHUY333         Embraer S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000163_CC_FIRB         FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000164_CC_FIRB 5493000J801JZRCMFE49       XPBR SQ Equity Petroleo Brasileiro S.A. - PETROBRAS BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000165_CC_FIRB         VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000166_CC_FIRB LXVM6T3LO7QIZ8LUZ688         Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000167_CC_FIRB 55S3547PRDP469JRO238   2880814   AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000168_CC_FIRB 4B4HI3CGXMBDC0G6BM51       AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000169_CC_FIRB 549300OSW32RVX8CCZ87       ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000170_CC_FIRB DR5LKEURSR8SXLM64266   7501889   ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000171_CC_FIRB 0O4KBQCJZX82UKGCBV73       ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000172_CC_FIRB 5493001I9203PRB5KR45       BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000173_CC_FIRB 549300VPM8ERH1Q42198         Bell Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000174_CC_FIRB W7L3VLU8EHQY34Z36697       BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000175_CC_FIRB 36ZUFRRMJERSM4Q0S289   746053   BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000176_CC_FIRB 3SU7BEP7TH9YEQOZCS77       CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000177_CC_FIRB 5493008IGIA1HJMDJS40   1722453   CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000178_CC_FIRB NXIVWPYOIVYXFF6WCZ47       CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000179_CC_FIRB 549300WSRCZY73ZG3090   00326711660005     CGI GROUP INC. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000180_CC_FIRB XYSIJOU3HNVROZWNA008       UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000181_CC_FIRB 98TPTUM4IVMFCZBCUR27       ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000182_CC_FIRB CZ72ZHBVKZXQRV3XFE26       ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000183_CC_FIRB 549300679TRDUXPT7415   206654303     EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000184_CC_FIRB I2YOHH65IBBT53JFYQ52       G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000185_CC_FIRB B1EEF6ML54YDWRC6ZK53   2015335496     Harvest Operations Corp. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000186_CC_FIRB 549300UEBMAQDN0K0R06       K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000187_CC_FIRB 95RWVLFZX6VGDZNNTN43       MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000188_CC_FIRB 6Q7WW7FQZR6X22IL2I79         Nexen Energy ULC CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000189_CC_FIRB 549300O4ZJZZOHH4H804   3572862   NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000190_CC_FIRB 5493007M1XGU5E55ZJ25         NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000191_CC_FIRB 549300HDLRTPBQU69P29       BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000192_CC_FIRB 549300A0QNNPY14D9106       SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000193_CC_FIRB 3XCBVWUPHGBZ5GF7TY15       SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000194_CC_FIRB NQWTWUIL1PK7V7N5Y468       TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000195_CC_FIRB T8KI5SQ2JRWHL7XY0E11       TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000196_CC_FIRB YHKQM2RIPKZYOZ6RVZ46       TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000197_CC_FIRB L2TEUTQ8OSHMJWVLCE40       T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000198_CC_FIRB 549300561UZND4C7B569   884903   TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000199_CC_FIRB HJZQGXYTVV2NWJZLPW74       TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000200_CC_FIRB 5BV01I6231JPDAPMGH09       TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000201_CC_FIRB PRAQ4VOSFIK7OQ8Z2512   4406354   VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000202_CC_FIRB WT03B8BB1IX8WI9ZGV02         Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000203_CC_FIRB 549300WHE4O6UJ2KU013         Yamana Gold Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000204_CC_FIRB 5493003DNMEAO1DT3F51       ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000205_CC_FIRB NI14Y5UMU60O7JE9P611       ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000206_CC_FIRB 549300Q3WREIMQYFBC20       0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000207_CC_FIRB 5493007KVRV2OKRXFA55   CH-020.3.035.716-8   AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000208_CC_FIRB 529900H7ZPIGI2U3CJ14         AXPO TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000209_CC_FIRB 213800Y5RWKLDPUTT265       BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000210_CC_FIRB 529900UPDCU6WEL7W167       BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000211_CC_FIRB   2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000212_CC_FIRB 5493002MXX2JLKWLE880       567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000213_CC_FIRB 549300I08UA8SMJON743   CH-270.3.002.354-9   DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000214_CC_FIRB 549300ADLU67CYBFIW70   CH-645.1.008.684-9     Elsevier Finance SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000215_CC_FIRB 529900Y8BGAFVVVYVN24       GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000216_CC_FIRB 213800SVRMQA1TD91D41       GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000217_CC_FIRB 213800PSSU2QXF1WLR89       GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000218_CC_FIRB 549300DHSS9U1QKJZG57   KvK 34275373 0000   1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000219_CC_FIRB 529900EHPFPYHV6IQO98       HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000220_CC_FIRB 529900Q0YED3805QXQ66         KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000221_CC_FIRB 52990074N8ID7UPV7A95         LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000222_CC_FIRB 549300EFW4H2TCZ71055         Lonza Group AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000223_CC_FIRB KY37LUS27QQX7BB93L28   CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000224_CC_FIRB 529900I2PEF1FN6N6723       2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000225_CC_FIRB         NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000226_CC_FIRB 549300HUJ5CJUX02RS52         OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000227_CC_FIRB 5299002JRTT699WFOV74         OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000228_CC_FIRB 549300HMJAFUW4NSKI73         Paul Reinhart AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000229_CC_FIRB         ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000230_CC_FIRB 529900PTQ0Z1J44SHZ08   CH-100.3.010.656-7   STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000231_CC_FIRB 549300R3N69ECGYPU434       SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000232_CC_FIRB 213800Z8NOHIKRI42W10     NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000233_CC_FIRB 5493000KUC3Z24U77V93       SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000234_CC_FIRB 5493005SL9HHOXS3B739   CHE-102.753.938   SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000235_CC_FIRB 549300HTOMQG20JYV568       SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000236_CC_FIRB KSVC38RP5WL6C6LJGG03       TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000237_CC_FIRB 549300VBJS7MG74G2H60         Weatherford International Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000238_CC_FIRB         WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000239_CC_FIRB         XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000240_CC_FIRB 50ZCTKCMUDIABGHX3R52         Zurich Insurance Company CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000241_CC_FIRB 549300IF4IFG0FS0RM26       AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000242_CC_FIRB 549300NLTGCFV7482429       CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000243_CC_FIRB 549300YP3P0JZBLIV197         EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000244_CC_FIRB 549300G475ACIABB4385     USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000245_CC_FIRB 549300HX3UUDPEFTG707       LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000246_CC_FIRB 549300RUPF4SKMJPUR70       BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000247_CC_FIRB         600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000248_CC_FIRB A25574TZFLBNK7NWQT47       PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000249_CC_FIRB 724500JV0VHPRVANL538   5778 ANN4327C1220   HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000250_CC_FIRB 213800MRTA64ULUE9919         CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000251_CC_FIRB 549300OEZB4GETCGFX34         GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000252_CC_FIRB 549300IVA1PZNX2MN285       0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000253_CC_FIRB 2138001LK2Z2HSER4U15       PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000254_CC_FIRB 31570010000000137835 1131604 29287391     ALTA, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000255_CC_FIRB 31570010000000116592 657856 25572881     ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000256_CC_FIRB 31570010000000075367 765380 28402758     BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000257_CC_FIRB 31570010000000115525 834699 46504940     Cerea, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000258_CC_FIRB 31570010000000034336 1023328 70994226     České dráhy, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000259_CC_FIRB 315700CTFRL3U2DNMO58 633919 25085689     CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000260_CC_FIRB 529900S5R9YHJHYKKG94     CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000261_CC_FIRB 315700XJHXU2PD40RU82 865668 48589837     DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000262_CC_FIRB 529900C5PL4JGDILRZ94 837043 46678468     HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000263_CC_FIRB 31570010000000099520 644725 25322257     IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000264_CC_FIRB 31570010000000032687 1086806 931     METALIMEX a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000265_CC_FIRB 315700JDC49X4VSP6Z49 601013 14915     Metrostav a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000266_CC_FIRB 31570066GBSS7JYFEL35 817880 45193592     MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000267_CC_FIRB 31570010000000120084 832322 46342796     OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000268_CC_FIRB 31570010000000009116 699640 26463318     OTE, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000269_CC_FIRB 31570010000000026285 671247 25860038     Pars nova a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000270_CC_FIRB 315700LTSCT2O45NWM28 805950 43873189     PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000271_CC_FIRB 31570010000000115622 817271 45148155     Primagra, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000272_CC_FIRB 549300KL08IFWLTWLQ52 691287 26271303     Skanska a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000273_CC_FIRB 529900I8XOZDM4ZQSQ21       1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000274_CC_FIRB 31570010000000031135 923751 62623753     ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000275_CC_FIRB 213800Z39ZW4XHAAUA27 725860 27195147     SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000276_CC_FIRB 3157004ICDH3MRKW7534 889798 60193336     Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000277_CC_FIRB 31570010000000055191 617997 18050646     TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000278_CC_FIRB 3157007C98ILJK5ST356 609769 15886492     UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000279_CC_FIRB 315700EFFOU65ETZ0V16 886003 531766     UNISTAV a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000280_CC_FIRB 31570010000000001356 672337 25877950     VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000281_CC_FIRB 31570010000000003490 710607 26823357     VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000282_CC_FIRB 31570010000000015033 697350 26415623     W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000283_CC_FIRB 5493005KH7FO1T5TMX47 1236614-2     ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000284_CC_FIRB 549300JSX0Z4CW0V5023 1319784-3       ADIDAS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000285_CC_FIRB 549300X1WWPGMS47QQ72 1215807-7     ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000286_CC_FIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B     ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000287_CC_FIRB 529900K9B0N5BT694847 1100627-7     ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000288_CC_FIRB 529900C058B9OTVFTU36 2033673-1 HRB98981     ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000289_CC_FIRB 549300FJWANEIJ25D318 1545974-6       Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000290_CC_FIRB 529900YNBT62HCUPRG10 1106210-6       AUGUST STORCK KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000291_CC_FIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000292_CC_FIRB 529900PXZU3YHO6HMD80 1130123-1       Axel Springer SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000293_CC_FIRB 529900AJX4TCFW0QT666 1104883-2       B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000294_CC_FIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000295_CC_FIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000296_CC_FIRB 549300J4U55H3WP1XT59 1109561-9     BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000297_CC_FIRB YEH5ZCD6E441RHVHD759 1103190-3     BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000298_CC_FIRB 529900SM0FDLLYATXU36 1103233-1       BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000299_CC_FIRB 5299001BUUGXAREGE533 1103821-3     BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000300_CC_FIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296   GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000301_CC_FIRB 529900XBEZ2EYI9ZOV89 3010079-6       BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000302_CC_FIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534   2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000303_CC_FIRB NNROIXVWJ7CPSR27SV97 2926464-5     BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000304_CC_FIRB 529900OQDCYXCLQOAY53 1105482-2       Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000305_CC_FIRB 5299000XH7YX33EJZP65 2730972-3       CARL ZEISS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000306_CC_FIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000307_CC_FIRB 529900O4ND7T8ABIXF67 1235957-6       Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000308_CC_FIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000310_CC_FIRB 5299007VZZKH65OCN774 2781995-2       Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000311_CC_FIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957   7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000312_CC_FIRB 5299005LEM60UYKU5235 1106512-5       DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000313_CC_FIRB 529900R27DL06UVNT076 2344103-3 HRB19360   DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000314_CC_FIRB 5299006S0UKN6D9ZP412 2451917-5       DB NETZ AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000315_CC_FIRB 529900I2DLZPTFPENJ05 1106744-4       DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000316_CC_FIRB 5299005A2ZEP6AP7KM81 2537834-0     ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000317_CC_FIRB 52990063S23N13HU4E98 1818189-1 HRB50000B   DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000318_CC_FIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168   LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000319_CC_FIRB 52990063W8KQHQMF4M43 2623414-6     DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000320_CC_FIRB 529900ITHU5Y51F1S257 1107106-5       DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000321_CC_FIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794   DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000322_CC_FIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977     DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000323_CC_FIRB 529900QTO8D2QK2TJG32 1107340-0       Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000324_CC_FIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044     DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000325_CC_FIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242     Douglas Holding AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000326_CC_FIRB 5299004W7VTLPROHR533 1125242-6 HRA8242     DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000327_CC_FIRB 529900EWEX125AULXI58 3008027-9     PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000328_CC_FIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000329_CC_FIRB 52990076FKBR9THZ8C62 2779318-1       DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000330_CC_FIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905     E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000331_CC_FIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315   EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000332_CC_FIRB 5299000MT7P9STUCL908 1137158-0       Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000333_CC_FIRB 529900JSFZ4TS59HKD79 2331844-7     EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000334_CC_FIRB 549300OQ94C7KRGGC351 2177540-8     ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000336_CC_FIRB 41GUOJQTALQHLF39XJ34 1518676-0     154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000337_CC_FIRB 529900L64X6KZZW19R71 1108854-9     4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000338_CC_FIRB 529900D7N2PTTZWFWN57 2579145-0       F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000339_CC_FIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005     FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000340_CC_FIRB 529900WBP9HFX10RKB30 1110203-5       FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000341_CC_FIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25   1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000342_CC_FIRB 5299001ERX0K10IZUL40 1110198-7       FRAPORT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000343_CC_FIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000344_CC_FIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579     Freudenberg SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000345_CC_FIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B   7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000346_CC_FIRB 549300PHUU0ZZWO8EO07 1122951-5     GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000347_CC_FIRB 529900JGEOQMCDYOK785 1135188-9       Gelsenwasser AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000348_CC_FIRB 529900F916IVP0TJZK88 1051383-6 HRA11722     GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000349_CC_FIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040   GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000350_CC_FIRB 529900OJM5EX75OD8032 1113335-2       Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000351_CC_FIRB 529900K6BWO03KP4GU58 1113443-4       Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000352_CC_FIRB 529900J0V7C8Z8MLN980 2943243-2       Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000353_CC_FIRB 529900LPAX2H9S4NKU05 1215951-3       Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000354_CC_FIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527     GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000355_CC_FIRB HD52L5PJVBXJUUX8I539 2294348-4     HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000356_CC_FIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI   4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000357_CC_FIRB 529900MKHOFQI4A0XC48 2873755-9       HAWE Hydraulik SE DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000358_CC_FIRB 52990022107L9199GO56 2588017-0       HDI Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000359_CC_FIRB 529900755OZXM37H4975 1115355-8       Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000360_CC_FIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000361_CC_FIRB 529900ZM98OISTG16932 1115394-7     HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000362_CC_FIRB 529900PLX4ADJFWIY024 1135805-8     2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000363_CC_FIRB 52990027B9ARY5AC8476 1115622-1       HELM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000364_CC_FIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000365_CC_FIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364     Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000366_CC_FIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485   3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000367_CC_FIRB 529900O7US4NP0J6XD12 1179777-6       HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000368_CC_FIRB 529900Y25S8NZIYTT924 1116241-9     HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000369_CC_FIRB 5299008WW53GLXRORN29 1350826-2 HRB2311   HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000370_CC_FIRB 529900LFVU534EBRXD13 1104693-5       HUGO BOSS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000371_CC_FIRB TSI2PJM6EPETEQ4X1U25 2443536-4     IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000372_CC_FIRB 529900FFRTWZQXTTUB07 1193155-7     7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000373_CC_FIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163     JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000374_CC_FIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669   SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000376_CC_FIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851   509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000377_CC_FIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486   KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000378_CC_FIRB 5299001GRRO0Z25YZT52 1130169-4       Knorr-Bremse AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000379_CC_FIRB 529900IQ90WSXBWSTD78 1131272-5       KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000380_CC_FIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415   3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000381_CC_FIRB 529900MAU9591GT2S236 2849255-1       KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000382_CC_FIRB 529900NY2GSZWWUBW049 1120219-9       KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000383_CC_FIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000384_CC_FIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709   IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000385_CC_FIRB 529900FR2K4P9L9XLV21 1119187-1       KWS SAAT SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000386_CC_FIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652   LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000387_CC_FIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000388_CC_FIRB 529900EW0ZH7KAZ11H71 1797294-4       Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000389_CC_FIRB WTV8QGD5UD7MMD4HS345 1121375-8     LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000390_CC_FIRB 529900SL1W4KHVE18T81 1121582-9       LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000391_CC_FIRB 52990098TR1QJBWIYG58 1147145-5       MAHLE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000392_CC_FIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000393_CC_FIRB 5299009Z8B0YE4ECMJ92 1044964-3       Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000394_CC_FIRB 5299009WLGROB3HKM878 1522457-9       MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000395_CC_FIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164   MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000396_CC_FIRB 5299001X9L42HXEBCZ51 1188960-7       Ceconomy AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000397_CC_FIRB 529900ZYVEIYJRO6TG34 3328361-5       Meyer Werft GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000398_CC_FIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959   MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000399_CC_FIRB 529900807L67JY81RD65 2755947-5     MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000400_CC_FIRB 529900ISR2VNZV1C0T93 1182822-5       MVV Energie AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000401_CC_FIRB 529900UXIUW801PQDI37 2597701-8       N-ERGIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000402_CC_FIRB 529900HVDYCUWVD0OE76 2551585-9       NORDEX SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000403_CC_FIRB 549300UH52ZS8O00MO03 1125476-0       Osram GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000404_CC_FIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024   OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000405_CC_FIRB 529900ELIX8Z8PQ6CU28 2593300-3       PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000406_CC_FIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100   259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000407_CC_FIRB 52990037VWJGYKGP9877 1131747-6 HRA3551   2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000408_CC_FIRB 5299008XQJHPTOF8R354 2696731-5 241336g   661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000409_CC_FIRB 529900NY0WWQUKOMWQ37 2399699-4     PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000410_CC_FIRB 529900Z5KBA9KJP6EK09 1196360-0       R+V Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000411_CC_FIRB 5299001OU9CSE29O6S05 1127893-4     RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000412_CC_FIRB 529900F0LT5OP4SV6122 1104684-4       Robert Bosch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000413_CC_FIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056     ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000414_CC_FIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000415_CC_FIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372   7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000416_CC_FIRB 529900D6BF99LW9R2E68 1308819-0     SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000417_CC_FIRB 529900JL0HDVGZMUJF32 3043578-8       IHO Verwaltungs GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000418_CC_FIRB 529900D8QMD1LL0E2393 2800313-5       Schletter GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000419_CC_FIRB 529900DG0F6AGQAP6N55 1131407-7 55234831     SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000420_CC_FIRB 5299009QTM3SJL9BNR19 2209676-2       Schott AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000421_CC_FIRB 529900ZCRUJ3J5PYWX81 2577577-6     RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000422_CC_FIRB 52990038IB31TYK07X63 1129569-8     SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000423_CC_FIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B   SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000424_CC_FIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000425_CC_FIRB 549300WM0X4AUT710770 3278292-2       Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000426_CC_FIRB 529900FMTTLMH0P0DL10 1473528-6       STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000427_CC_FIRB 549300YTRYZPM57T3319 1132051-2       STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000428_CC_FIRB 529900QOJGJ2975GD560 2971375-7       Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000429_CC_FIRB 5299003M4PGUGL48LS74 3094881-4       Styrolution Group GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000430_CC_FIRB 529900Y2V1QWBDCBT818 2653119-4       Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000431_CC_FIRB 529900S8QNB101D40S72 1130211-4     SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000432_CC_FIRB 529900D82I6R9601CF26 2819960-2 HRB200436     SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000433_CC_FIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143     Techem GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000434_CC_FIRB 529900COI81IT9N2Y682 3009289-4 HRB180660     THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000435_CC_FIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000436_CC_FIRB 529900JBK6KNC4HSW032 1672825-5       Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000437_CC_FIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654   7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000438_CC_FIRB 529900SL2WSPV293B552 1126744-0     TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000439_CC_FIRB 3VEKWPJHTD4NKMBVG947 2353095-9       United Internet AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000440_CC_FIRB XQMNIROSQAS7Y9TT7I97 2515082-2 NRWKOHRA24116   LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000441_CC_FIRB 529900I1IDJLEXFUYN67 3340688-5       WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000442_CC_FIRB 529900AGED6PJE9AVL37 3185940-8       Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000443_CC_FIRB 52990023338VFV5AIN59 1134669-9 HRA3389     VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000444_CC_FIRB W24EDTPHEV8NJOD4FA29 1627667-7       VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000445_CC_FIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621     Voith GmbH & Co. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000446_CC_FIRB 529900NNUPAGGOMPXZ31 1134796-0     VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000447_CC_FIRB 0NURKC5Q3CJYZPPK5046 1134904-0       WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000448_CC_FIRB 529900KKY5IMBX35M241 2679160-8 HRB7736     Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000449_CC_FIRB 529900KQ44OJDIDU6J81 1135571-6       WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000450_CC_FIRB 5299006E92R0717GXP27 3189637-6 HRA16706   0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000451_CC_FIRB 529900A8LX4KL0YUTH71 2543621-3     WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000452_CC_FIRB 529900CAYOWB8YIG7X25 1136858-6       ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000453_CC_FIRB 549300D2K6PKKKXVNN73   22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000454_CC_FIRB     63965812     A/S SCHOUW & CO DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000455_CC_FIRB 549300ADWYS7RRJ8BG19   14244441     Aalborg Portland A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000456_CC_FIRB 549300Y047DQV30CKT47   49723911     ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000457_CC_FIRB 549300PLP6WVTICKLD32   10526949     ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000458_CC_FIRB 529900IJ6T4P1O10R377   25313763     ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000459_CC_FIRB     25511484     Atea A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000460_CC_FIRB 213800KB128IK92MCD10   44782510     AVK Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000461_CC_FIRB 2138009LJ6FGTV868W59   22069519     BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000462_CC_FIRB 5493008YL42784DMWN61   25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000463_CC_FIRB     27626904     Catering Engros A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000464_CC_FIRB 213800JF2XSR5NXGL660   12760043     Cheminova A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000465_CC_FIRB 549300MKPW8ZF3E8MW37   28318677     Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000466_CC_FIRB 213800AWZ8U3FVALIO26   26259495     Coop Danmark A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000467_CC_FIRB 213800UW822WLK2HZF47         Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000468_CC_FIRB 529900BWY373HVUNIC90   28527411     Dagrofa ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000469_CC_FIRB     13878595     Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000470_CC_FIRB 213800FJJH5XFNFIAK90   23256118     Damstahl A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000471_CC_FIRB 5493007I2KABJNYPD639   20165715     DANFOSS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000472_CC_FIRB     59789317     Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000473_CC_FIRB 21380063C9WS18D6WJ21   26121264     Danish Crown A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000474_CC_FIRB 2138007QUZXQLFGCSV45   24246930     DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000475_CC_FIRB 549300FQY6MX8USM0112   35954716   4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000476_CC_FIRB 549300JUFTJMOTC28B39   28113951     Danske Commodities A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000477_CC_FIRB 213800ZCQ8X5QYJWVQ60   42344613     Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000478_CC_FIRB 549300JZVW1Y1UZ5UK38   14194711     DFDS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000479_CC_FIRB W9NG6WMZIYEU8VEDOG48   36213728     DONG Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000480_CC_FIRB 529900X41C0BSLK67H70   58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000481_CC_FIRB 213800K83X1E9HF1MD69   55828415     DT Group A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000482_CC_FIRB 529900C0U279ORGJC950   45349918     Ecco Sko A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000483_CC_FIRB 213800Z47P2HZJKJSK23   75272014     EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000484_CC_FIRB 549300JN1F17UXJMM315   17225898     ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000485_CC_FIRB 5299003X050CWGDW1Z87         Energinet.dk SOV DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000486_CC_FIRB 213800MXXDGQ3ITPXI41   58180912 DK0010234467   FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000487_CC_FIRB 549300036WZGCBDPDZ92         GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000488_CC_FIRB 5493006R4KC2OI5D3470   56759913     H. Lundbeck A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000489_CC_FIRB 213800HTGI1CTA7CKP20   34728712     Hedegaard A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000490_CC_FIRB 213800NLXK98F6PC2R37         ISS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000491_CC_FIRB 549300RIPHN847476O42         J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000492_CC_FIRB 54930032G32N1F8JBV10         KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000493_CC_FIRB UGKYQUOFW6QSIS3P4P93   47458714   LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000494_CC_FIRB 52990077KVK7QCK2NG31   56759514     LEO PHARMA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000495_CC_FIRB 529900B5B2U7TIJN7757         MONJASA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000496_CC_FIRB 213800WNLA5AH3U4WI67   12562233     MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000497_CC_FIRB 549300UQ0QRC1KXGRE08   20293195     NEAS Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000498_CC_FIRB     10845858     Nellemann Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000499_CC_FIRB 529900197LKWCEQ0NL18   62725214     NKT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000500_CC_FIRB 2138007XB7AUOGS4N159   11142141     NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000501_CC_FIRB 2138005ON7KF6M74P542   81203113     Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000502_CC_FIRB 549300DAQ1CVT6CXN342       NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000503_CC_FIRB 529900T6WNZXD2R3JW38   10007127     NOVOZYMES A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000504_CC_FIRB 213800LALFCP5FJXW153   62497718     Nowaco A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000505_CC_FIRB 213800PRY3GUP6B5GG04   39170418     OK A.m.b.A. DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000506_CC_FIRB 213800RE7TE67AUCJS21   11369677     Polar Seafood Denmark DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000507_CC_FIRB 213800QRC7LNX935OZ09   54879415     Rockwool International A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000508_CC_FIRB     42997811     SANISTÅL A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000509_CC_FIRB 549300M5XVDYG4I7CC28   14049673     Scan Global Logistics DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000510_CC_FIRB 5299003KG4JS99TRML67   31080185     SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000511_CC_FIRB 529900N96EOVRB114D28   14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000512_CC_FIRB 549300ZSIJREG4GDWJ45         Topdanmark A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000513_CC_FIRB 213800A5UXABGUQ3PX11   22460218     TORM A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000514_CC_FIRB 213800BIA5L8OPBER229         Tryg Forsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000515_CC_FIRB 213800O8J7U9F8Q8VQ80         Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000516_CC_FIRB     14003606     Tulip Food Company A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000517_CC_FIRB 54930026SJ2OBLO6M470   25481968     Verdo A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000518_CC_FIRB 549300DYMC8BGZZC8844   00311171460005     VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000519_CC_FIRB 213800RM6L9LN78BVA56   71186911     WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000520_CC_FIRB 5493005044RTLQ5RZU70         Eesti Energia AS EE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000521_CC_FIRB 549300YENFNR57ZJ3X76         ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000522_CC_FIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288   ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000523_CC_FIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769   ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000524_CC_FIRB 95980020140005800000       ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000525_CC_FIRB 95980020140005558665 ESA28004885 A28004885   ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000526_CC_FIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408   AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000527_CC_FIRB   ESA26019992 A26019992   0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000528_CC_FIRB 95980020140005491929   A78839271   A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000529_CC_FIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556   ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000530_CC_FIRB 549300CGERG48M7P5E96         CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000531_CC_FIRB   ESA46146387 A46146387   0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000532_CC_FIRB   ESA20001020 A20001020   CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000533_CC_FIRB 95980020140005319366 ESA48012009 A48012009   OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000534_CC_FIRB 54930063C6K2TNFL6H10         DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000535_CC_FIRB   ESA15139314 A15139314   DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000536_CC_FIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104   4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000537_CC_FIRB 95980020140005374753 ESA28017895 A28017895   1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000538_CC_FIRB 95980020140005491250   A48027056   ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000539_CC_FIRB 213800VIN4XHLVFIOE10   A86484334   ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000540_CC_FIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430   ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000541_CC_FIRB 95980020140005732198         ESCAL UGS S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000542_CC_FIRB 95980020140005757903 ESA81939209 A81939209   FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000543_CC_FIRB 95980020140005178328 ESA28037224 A28037224   FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000544_CC_FIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144   GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000545_CC_FIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497   GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000546_CC_FIRB 95980020140005484363 ESB48943864 B48943864   495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000547_CC_FIRB   ESA58389123 A58389123   GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000548_CC_FIRB 213800OILC5Q9AR63B63   A09092305     Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000549_CC_FIRB   ESA84173947 A84173947   1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000550_CC_FIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615   IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000551_CC_FIRB 549300GEL7LRGKK0DG70         Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000552_CC_FIRB GGYEFW27TI7Q3C3XB343         INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000553_CC_FIRB 95980020140005007414         INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000554_CC_FIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266   4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000555_CC_FIRB 95980020140005317620         ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000556_CC_FIRB 95980020140005606874         IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000557_CC_FIRB 529900S4UWJNVO9LEH81   A60195278   4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000558_CC_FIRB UIUPNLHSQI58ZL7O2J82   A78346558   MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000559_CC_FIRB 95980020140005021479 ESA79075438 A79075438     MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000560_CC_FIRB   ESA78304516 A78304516   MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000561_CC_FIRB 95980020140005311703         NAVANTIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000562_CC_FIRB 95980020140005395317 ESA48010573 A48010573   OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000563_CC_FIRB   ESA36603587 A36603587   PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000564_CC_FIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882     PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000565_CC_FIRB 54930070W8XSY31XK130 ESA78003662 A78003662   REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000566_CC_FIRB BSYCX13Y0NOTV14V9N85   A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000567_CC_FIRB   ESA08000820 A08000820   DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000568_CC_FIRB 549300QHD5DP0GOPGX63         SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000569_CC_FIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583   TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000570_CC_FIRB 549300EEJH4FEPDBBR25   KVK 24269798 0000   TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000571_CC_FIRB   ESA08356727 A08356727   TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000572_CC_FIRB 549300FM9ZIJB5FCS825         TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000573_CC_FIRB 95980020140005462150 ESA79524054 A79524054   571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000574_CC_FIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348     WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000575_CC_FIRB 743700FHGZEV5UGCB005     FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000576_CC_FIRB 529900Q14KI1SCMIMO82         Bayer Nordic SE FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000577_CC_FIRB 5493002B0GOVF42KWX33         Cargotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000578_CC_FIRB 549300P8N0P6KDGTJ206     XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000579_CC_FIRB 743700TU2S3DXWGU7H32   0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000580_CC_FIRB 7437006ZZI1F7CUA5518         Fingrid Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000581_CC_FIRB 213800SB6EOB8SSK9W63     FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000582_CC_FIRB 743700BKTW4EQIVKYY42     FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000583_CC_FIRB 635400IUIZZIUJSAMF76     FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000584_CC_FIRB 74370031Y7RK5H88CQ48     FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000585_CC_FIRB 743700OX6HSVMCAHPB95         KESKO OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000586_CC_FIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225   KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000587_CC_FIRB 2138007FRMWVPUDCMA45     FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000588_CC_FIRB 5493009GY1X8GQ66AM14     FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000589_CC_FIRB 549300A0JPRWG1KI7U06     FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000590_CC_FIRB 743700YQIO8Y4L4WKR40         Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000591_CC_FIRB 74370061PO7C10E3PA54         Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000592_CC_FIRB 5493009YRUJJDCFF0R80     FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000593_CC_FIRB 549300R0VN9C371W0E07     FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000594_CC_FIRB 743700X6KUJ0Z8GJIF03         POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000595_CC_FIRB 743700CIR72J2LJZO637         Ramirent Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000596_CC_FIRB 743700XJC24THUPK0S03     FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000597_CC_FIRB 743700IFQI6W89M1IY95         STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000598_CC_FIRB 7437000ZP669LKUTZ738       STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000599_CC_FIRB 743700LQ48IZBTZN4S52   0196656-0 XS1043513529   Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000600_CC_FIRB 743700PKLY067IZIF588         Tikkurila Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000601_CC_FIRB 213800EC6PW5VU4J9U64     FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000602_CC_FIRB 743700G7A9J1PHM3X223     FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000603_CC_FIRB 549300TLDC3IQX97WU26         Wihuri Packaging Oy FI Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000604_CC_FIRB 529900M13GM4VSTE6W80         YIT Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000605_CC_FIRB 969500QZC2Q0TK11NV07       AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000606_CC_FIRB 969500PJMBSFHYC37989       ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000607_CC_FIRB 969500AQW31GYO8JZD66     FR0000031122   AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000608_CC_FIRB 969500MMPQVHK671GT54       AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000609_CC_FIRB 969500RAZNDFVFATTJ14         ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000610_CC_FIRB 969500CCRD8GYWLG6R54   542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000611_CC_FIRB 969500TZFFAS8XMVPQ44       ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000612_CC_FIRB 549300W64S5Q0I46LK20         ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000613_CC_FIRB 96950032TUYMW11FB530       ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000614_CC_FIRB 9695007B0RXQCHHTGR34   305207169   AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000615_CC_FIRB 96950026BLIV09FMSM49       AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000616_CC_FIRB         ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000617_CC_FIRB 213800U12KWYZEECZ934   572139996   ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000618_CC_FIRB 9695002SV2VP9CU42826       ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000619_CC_FIRB F5WCUMTUM4RKZ1MAIE39         AXA SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000620_CC_FIRB 969500MOCLNQFNZN0D63   572015246   EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000621_CC_FIRB 96950077L0TN7BAROX36       CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000622_CC_FIRB 549300B8P6MUJ1YWTS08       CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000623_CC_FIRB 969500VHL8F83GBL6L29   554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD - PERRACHON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000624_CC_FIRB 9695001K81BDUET02H66       CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000625_CC_FIRB 969500FCVQ5SLAAUJV59       GA S1 Equity CGG FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000626_CC_FIRB 969500WESYQMQ1F2C272         CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000627_CC_FIRB 969500BZJ49IICIBZZ08         CMA CGM S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000628_CC_FIRB 969500QKVPV2H8UXM738       CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000629_CC_FIRB 213800CP8292W9E8LJ69   552115891   DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000630_CC_FIRB 969500DZBBMYHB8NAM93   552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000631_CC_FIRB NFONVGN05Z0FMN5PEC35       SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000632_CC_FIRB 549300SOSI58J6VIW052       ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000633_CC_FIRB 969500D8BWYH453FLN28         CRISTAL UNION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000634_CC_FIRB 85OKW2SW05RZFQS1W718       JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000635_CC_FIRB 969500H6VMRN7AY1ZU14   441133808   85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000636_CC_FIRB 9695006LOD5B2D7Y0N70       EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000637_CC_FIRB       FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000638_CC_FIRB 549300X3UK4GG3FNMO06     FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000639_CC_FIRB 9695001HM585I0NEI780   380543678     Elior FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000640_CC_FIRB 549300LUH78PG2MP6N64         Eramet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000641_CC_FIRB 549300M3VH1A3ER1TB49   712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000642_CC_FIRB 529900HC20ELW4B6XI30         Euler Hermes France FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000643_CC_FIRB 52990087UKA0U2TO8412         AIRBUS HELICOPTERS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000645_CC_FIRB 549300MCOOY1V7P2PG30       ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000646_CC_FIRB 969500WASBF8AZP8TC02   323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000647_CC_FIRB 969500F0VMZLK2IULV85     FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000648_CC_FIRB 969500UPKU9VF8XAEU18   775625767   1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000649_CC_FIRB 969500P8M3W2XX376054         Fonciere des Regions FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000650_CC_FIRB 969500MCOONR8990S771       FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000651_CC_FIRB 5493005GNGE7UFJCIL03       FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000652_CC_FIRB 969500YWO65OHPVAHN71         GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000653_CC_FIRB LAXUQCHT4FH58LRZDY46     FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000654_CC_FIRB 5299007I0OJCYZX6IL07         GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000655_CC_FIRB 9695003E4MMA10IBTR26   592014476     Gecina FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000656_CC_FIRB 9695004TMMZ3JBKJO332   377791967   UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000657_CC_FIRB 969500ASEC557H5A4F22   476180625     Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000658_CC_FIRB 969500KMUQ2B6CBAF162       BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000659_CC_FIRB 969500O3KMCBQT8KGK58         Groupe Soufflet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000660_CC_FIRB 969500FY5T5MLH4G9A95       RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000661_CC_FIRB 969500LYSYS0E800SQ95   408168003     Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000662_CC_FIRB 969500I3QVK40XEORU25   495137077     HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000663_CC_FIRB 969500UDH342QLTE1M42   582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000664_CC_FIRB 969500FZ9BTRZS3JNB97   342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000665_CC_FIRB 54930075MZSSIB2TGC64   449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000666_CC_FIRB 9695002OY2X35E9X8W87         Ipsos SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000667_CC_FIRB 549300ORN5E1P46ATH26   440413730   IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000668_CC_FIRB 9695009KV7AFPDEI5S30       DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000669_CC_FIRB 549300VGEJKB7SVUZR78   552075020   PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000670_CC_FIRB 969500PB4U31KEFHZ621   780152914     Klepierre S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000671_CC_FIRB 969500L0T16HX3R78P61         La Mondiale FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000672_CC_FIRB 9695000YG7TR7PAP0L59       222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000673_CC_FIRB 969500O558W10MK2JF76         Labco SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000674_CC_FIRB 549300DNNL29KCEPRZ85     FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000675_CC_FIRB 969500VX2NV2AQQ65G45       MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000676_CC_FIRB 969500TJLHIZLFRWEQ48     FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000677_CC_FIRB 969500C0B8YR7HT3OM14       221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000678_CC_FIRB 529900JI1GG6F7RKVI53     FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000679_CC_FIRB IOG4E947OATN0KJYSD45       MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000680_CC_FIRB         MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000681_CC_FIRB 969500081CGAXB7YS433   424064707     Mercialys FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000682_CC_FIRB 969500DZ56QVIKRIU954         Monoprix SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000683_CC_FIRB 96950015FU78G84UIV14       NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000684_CC_FIRB 549300DMQNOND6LEVJ13         Novacap SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000685_CC_FIRB 969500CDLQKYAR1PT761         NutriXo SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000686_CC_FIRB 969500SHDTSMKBXKKO85         Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000687_CC_FIRB 52990097YFPX9J0H5D87     FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000688_CC_FIRB 969500TZ5950IT5FPQ42       UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000689_CC_FIRB 969500C0PA29TV19CT55       221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000690_CC_FIRB         PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000691_CC_FIRB 2138004KW8BV57III342     FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000692_CC_FIRB 969500AI7V5V0J9TOU58       RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000693_CC_FIRB 5493004V6A3Z027YT216       RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000694_CC_FIRB 969500F7JLTX36OUI695     FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000695_CC_FIRB 969500VZN4KDEZ14C105   412280737   224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000696_CC_FIRB 969500N6AVPA51648T62       RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000697_CC_FIRB 969500FO141C5967KC72         Roquette Freres FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000698_CC_FIRB 969500JRJW0K2ET1UP76   444619258   226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000699_CC_FIRB 969500UIC89GT3UL7L24       SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000700_CC_FIRB 549300E9PC51EN656011   395030844   SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000701_CC_FIRB 969500A1YF1XUYYXS284       SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000702_CC_FIRB 96950056ULJ4JI7V3752       SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000703_CC_FIRB 969500WP61NBK098AC47       SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000704_CC_FIRB 969500KDAUM9TYWQTR36   470801168   286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000705_CC_FIRB 969500LCBOG12HXPYM84       SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000706_CC_FIRB 9695005U38X1SF184325   552028425   QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000707_CC_FIRB 969500VEVOWR22R2YR86       9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000708_CC_FIRB 969500A4MXJ3ESPHK698         SNCF MOBILITES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000709_CC_FIRB 9695001UJ7FMZ37G6N39   572119550   593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000710_CC_FIRB 9695002EVBYM5B2OIP31       4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000711_CC_FIRB 969500NQMNC0PVUY8V74       TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000712_CC_FIRB 529900FNDVTQJOVVPZ19       HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000713_CC_FIRB     542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000714_CC_FIRB 969500BWNQ1B0PI06I59   492520333     Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000715_CC_FIRB 969500SHQITWXSIS7N89   682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000716_CC_FIRB 5493006IH2N2WMIBB742       FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000717_CC_FIRB 969500P2Q1B47H4MCJ34       VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000718_CC_FIRB 969500LENY69X51OOT31       VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000719_CC_FIRB 9695009YI1863TOVDP79         Vicat SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000720_CC_FIRB 213800WFQ334R8UXUG83       DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000721_CC_FIRB 969500FU4DRAEVJW7U54       VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000722_CC_FIRB 969500M98ZMIZYJD5O34   572174035   MF FP Equity Wendel FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000723_CC_FIRB 969500SFFMSIHH11UO32       ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000724_CC_FIRB 549300MJIRPTCHAYW359   7847174     ABP Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000725_CC_FIRB 213800B4XZJ3ZDM7CL47       AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000726_CC_FIRB 2138003R7TGCSVF27H47   SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000727_CC_FIRB 213800HPMHRN3PT62M97   06279732   0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000728_CC_FIRB DTA07N5U5HK2KC1SCM04   01675285 GB0000282623   AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000729_CC_FIRB 2Y33NQ5FPI8PR8L9QX13   2854310   AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000730_CC_FIRB 213800DL377MH46PDY63   4330322     Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000731_CC_FIRB 549300S9XF92D1X8ME43   3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000732_CC_FIRB VVT2B79I2Z4U3R6BY589   7876075   AON UN Equity Aon plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000733_CC_FIRB       GB00B15Y0C52   AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000734_CC_FIRB 549300F4RYR1DNTO2O39   6137924     Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000735_CC_FIRB GBQKSY6W7G0OHCQ8OQ72   293262   ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000736_CC_FIRB PY6ZZQWO2IZFZC3IOL08   2723534   ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000737_CC_FIRB YF0Y5B0IB8SM0ZFG9G81   2468686   AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000738_CC_FIRB 213800TSKOLX4EU6L377   02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000739_CC_FIRB 8SVCSVKSGDWMW2QHOH83   1470151   BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000740_CC_FIRB CT4UIJ3TUKGYYHMENQ17   395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000741_CC_FIRB 2138006R85VEOF5YNK29   604574   BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000742_CC_FIRB 2138001T2QEV5RXMFI32   00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000743_CC_FIRB     1480047   BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000744_CC_FIRB         0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000745_CC_FIRB V1LV067AJN766PCJIG11   3763515   BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000746_CC_FIRB 549300C116EOWV835768   3196209   BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000747_CC_FIRB VK07P8T49UYFO085O712   3114356   BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000748_CC_FIRB 213800V93QFW53NB7Y29   1036959     Bodycote International Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000749_CC_FIRB 213800TGK6XXFA2TBO31   3558065     Boparan Holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000750_CC_FIRB 213800M11ELCLQ8VF938   4011660     Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000751_CC_FIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611   BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000752_CC_FIRB G1KG0OQD10NOMCMLDZ35   00542515   BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000753_CC_FIRB 213800MBRRUVQIONAN53   4578621   BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000754_CC_FIRB 549300136VSBKI0Q8750   5262170     Brenntag UK Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000755_CC_FIRB 375X9PSJLLOV7F21O626   01777777   IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000756_CC_FIRB 2138001S874P3WKNCV04   3407696   BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000757_CC_FIRB 5493000IBP32UQZ0KL24   RC000057     British Broadcasting Corporation GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000758_CC_FIRB RV5B68J2GV3QGMRPW209   621920     British Land Company PLC (The) GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000759_CC_FIRB 2138003TS48MQKF4BZ29   9256967   BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000760_CC_FIRB 549300OWFMSO9NYV4H90   01800000   BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000761_CC_FIRB 635400L3NVMYD4BVCI53   5604923   BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000762_CC_FIRB     358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000763_CC_FIRB ZIMCVQHUFZ8GVHENP290   2779134     Bupa Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000764_CC_FIRB 213800J3MPR8KO94D535   3458224   BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000765_CC_FIRB 213800UL7Z7B6GLBZ213   3314066     C&J Clark Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000766_CC_FIRB CMIGEWPLHL4M7ZV0IZ88   2081330   CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000767_CC_FIRB 6SNZTEXLR1M5211YYB89       CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000768_CC_FIRB 4DR1VPDQMHD3N3QW8W95   4039524   CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000769_CC_FIRB 2138001E12GWLLDQQF16   7105905   CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000770_CC_FIRB E26EDV109X6EEPBKVH76   3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000771_CC_FIRB 549300IF6EUDVXYQI061   5900853     CEVA Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000772_CC_FIRB 213800U9A54VQJ5P2J41   86662   CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000773_CC_FIRB 213800J2J3TOOI176M73   5212407   CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000774_CC_FIRB 213800A41R9NL49E5632   00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000775_CC_FIRB 2138008M6MH9OZ6U2T68   4083914   CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000776_CC_FIRB 6354003CVDDPNXREIR29   FC031117     CPUK Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000777_CC_FIRB 4OFD47D73QFJ1T1MOF29   184594   DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000778_CC_FIRB 213800NPR9YDSBO86U08   03162897 GB0002502812   DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000779_CC_FIRB 5493007MMUEIF4NJG110   5448421   DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000780_CC_FIRB 213800J4UVB5OWG8VX82   3369634   DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000781_CC_FIRB 213800BXKQ9KZNUR1M61   1819699     Derwent London PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000782_CC_FIRB 213800ZVIELEA55JMJ32   23307   DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000783_CC_FIRB 2138005HMFMTYXNEEX13   SC000750     DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000784_CC_FIRB 5299004HGJWHJ71M5T77   5671205     DNL UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000785_CC_FIRB 2138001GRMZ39JRSE316   01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000786_CC_FIRB 39RSBE4RCI4M15BLWH36   1377658   SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000787_CC_FIRB 2138001LSWETH5TDQG53   2366777     DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000788_CC_FIRB 213800U5R8Q5KGM2KU56   2366906     Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000789_CC_FIRB 549300XUUK1H52EDCK10         EDC Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000790_CC_FIRB 549300ZM2QCFG22BOJ03   2366949     Electricity North West Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000791_CC_FIRB 549300KVXDURRKVW7R37   647788   ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000792_CC_FIRB 2138008LJU6WFQWOXJ73   7140891   ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000793_CC_FIRB 7N0UJMJLXD0MDT5D5086   7023598     Ensco plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000794_CC_FIRB 549300V1O67HJV48FS61   6845434     ENW Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000795_CC_FIRB 5493007MOZNA03BVNE96   5444653   ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000796_CC_FIRB 21380023G8LF55V46281   02954623     EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000797_CC_FIRB 213800SVCZ6YZ8YJI569   2462001   4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000798_CC_FIRB 5493002X7O83FCJVYO69   7329930     Eversholt Funding Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000799_CC_FIRB JPO68XMABX4DR21BNE65   8263590   0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000800_CC_FIRB 54930080DFVZ551GGT17       EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000801_CC_FIRB 635400RXXHHYT1JTSZ26   653331     EXPERIAN PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000802_CC_FIRB 213800JLG5TPE3RBYG56   4094619     FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000803_CC_FIRB 549300DEJZCPWA4HKM93   SC157176   FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000804_CC_FIRB 549300JXWH1UV5J0XV81   6344120   FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000805_CC_FIRB 213800WTATMITUGXJQ69   FC031364     Friends Life Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000806_CC_FIRB 549300L3KWKK8X35QR12   4992207   GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000807_CC_FIRB 213800OOHUV3HHP46A02   00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000808_CC_FIRB 213800E8KX2VV9YDY362   1991018     Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000809_CC_FIRB 549300IK25CZHKVLAL89   03768267   1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000810_CC_FIRB 5493007Q8VD7Q3ZYZS59   2258699   GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000811_CC_FIRB     3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000812_CC_FIRB 213800N9W2D8A4GJGR36   04542769   2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000813_CC_FIRB 213800QIJMYMW6TSBG41   5333192   GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000814_CC_FIRB 213800R9N5F2WRMGTR50   24511   GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000815_CC_FIRB 213800U8JEPF65PSKU22   6143540     GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000816_CC_FIRB 2138007FRGLUR9KGBT40   00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000817_CC_FIRB 213800G1C9KKVVDN1A60   360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000818_CC_FIRB 529900N6RQR0PX7ZTR62   4626078   HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000819_CC_FIRB 213800QC8AWD4BO8TH08   2150950   HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000820_CC_FIRB 549300J5R8AWMHPE7O05   1991017     Heathrow Airport Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000821_CC_FIRB 7TI96JO3DYEIQWZ7Z726   99529     Heathrow Funding Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000822_CC_FIRB 213800YRHAPNN54BKN78   5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000823_CC_FIRB 213800UTXVFRH9XBL453   7939278     Iceland Acquico Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000824_CC_FIRB 213800FGWQXPVI86SE26   5879252     Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000825_CC_FIRB     3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000826_CC_FIRB 2138002D68XDR4LZCG32   7084307     Ineos Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000827_CC_FIRB     5134420   IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000828_CC_FIRB 549300OGASR5WRKJ8R68   2234775     INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000829_CC_FIRB       GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000830_CC_FIRB ZLECI7ED2QMWFGYCXZ59   4967001   ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000831_CC_FIRB 213800VGZAAJIKJ9Y484   185647   SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000832_CC_FIRB 529900RRNKUM3INJGF98   KVK 34233247 0000   JBH LN EQUITY JAB Holdings B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000833_CC_FIRB 213800CHWARFAAN7UB85   1709784   JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000834_CC_FIRB 5493008LNN1X4R79PJ89   SC034970 GB0005790059   JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000835_CC_FIRB 549300PLYY6I10B6S323   SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000836_CC_FIRB 2138001AVBSD1HSC6Z10   33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000837_CC_FIRB 213800JFIBCR4LGUA242   SC015382 GB0004769682   JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000838_CC_FIRB     06467400   KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000839_CC_FIRB 2138002RKCU2OM4Y7O48   02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000840_CC_FIRB 213800KBMEV7I92FY281   1664812   KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000841_CC_FIRB 213800QOWHF5R9VLL274   1429533   LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000842_CC_FIRB 213800JH9QQWHLO99821   1417162   LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000843_CC_FIRB 549300BSGXG3QLIQYT84   8379990     Liberty Global plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000844_CC_FIRB 213800JDI3GTKPG4XI38   3929195     London Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000845_CC_FIRB 213800QAUUUP6I445N30   05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000846_CC_FIRB 213800JP7STUK5WKRE92   1000608   MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000847_CC_FIRB 213800IU37OVVT5ZXP41   8338561     Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000848_CC_FIRB 213800CN1RI3UCIZWB95   214436   MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000849_CC_FIRB 213800HQB746UJ9UWM15   5135049   MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000850_CC_FIRB 213800Q6RP3ZJ2CZR962   31461     Marston's PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000851_CC_FIRB 213800HX7FMPA2CIEF02   2798634     McBride plc GB Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000852_CC_FIRB YMFO3TKB4UAWQTDZJJ31   432989   MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000853_CC_FIRB 213800E7QA1U8BF34219   4778667   MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000854_CC_FIRB 213800LOZA69QFDC9N34   6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0000855_CC_FIRB 4PQUHN3JPFGFNF3BB653   2068222     Morgan Stanley & Co. International plc GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000856_CC_FIRB 213800A8IQEMY8PA5X34   2590560   NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000857_CC_FIRB 8R95QZMKZLJX5Q2XR704   4031152   NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000858_CC_FIRB 213800H88F5EE4B1D697   5090412     Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000859_CC_FIRB 213800UGAULQ1FVD4B35   1618428     NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000860_CC_FIRB 213800WQD8ECPZP9PH98   4412362   NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000861_CC_FIRB 549300JIM3ERGZFGGL27   6428375     North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000862_CC_FIRB 635400GPHRFKZQIBUK45   NI026892     Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000863_CC_FIRB 213800B3ZUTDOZYVJB41   53171   NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000864_CC_FIRB 213800PWPM9HZIEEO670   2366703     Northumbrian Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000865_CC_FIRB 213800WWVCAPAMOZ1M98   5584873     NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000866_CC_FIRB         2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000867_CC_FIRB 213800G8P2ULTOP62Q95   5915896     Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000868_CC_FIRB 213800J364EZD6UCE231   00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000869_CC_FIRB 213800NL5NLBY6YIBI88   2019023   6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000870_CC_FIRB 2138004JBXWWJKIURC57   53723   PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000871_CC_FIRB     2304195   PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000872_CC_FIRB 213800V1CCTS41GWH423   02366640 GB00B18V8630   PENNON GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000873_CC_FIRB     1818486   PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000874_CC_FIRB 549300OPFWKTD6BUFP71   4267536   PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000875_CC_FIRB 213800U93SZC44VXN635   00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000876_CC_FIRB XB3CXKKKED7OMV80FY35   00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000877_CC_FIRB 213800791EF5XP7WW494   2641728   QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000878_CC_FIRB 213800NRSZ1N2Y6LEX44   5777981     R&R Ice Cream plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000879_CC_FIRB 5493003JFSMOJG48V108   6270876   RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000880_CC_FIRB 549300WSX3VBUFFJOO66   2746616     Relx Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000881_CC_FIRB 549300VN4WV7Z6T14K68   5393279   RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000882_CC_FIRB 549300JJKH86IWQ78005   191285   REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000883_CC_FIRB 2138009113L7IDGEM175   358901   RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000884_CC_FIRB X57JK1U580XATGR67572   1003142   RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000885_CC_FIRB 213800ANK59AYB612F23   93792   RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000886_CC_FIRB 213800JQB9FWF5SD6F42   4138203     ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000887_CC_FIRB     2578443   RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000888_CC_FIRB 549300HOGQ7E0TY86138   2339826   RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000889_CC_FIRB Y4DQT2X5DDRE70QFR206   3528416   SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000890_CC_FIRB 549300Y7M5CC1U5DBX07   SC264065     Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000891_CC_FIRB 549300KI75VYLLMSK856   SC117119   SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000892_CC_FIRB 213800X1T29YFAYMPC26   SC144517   AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000893_CC_FIRB 21380085VKJ5NICZBA52   SC193794   IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000894_CC_FIRB 549300WPVG0TZSPBYR76   SC199549   LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000895_CC_FIRB 213800XC35KGM9NFC641   167591     SEGRO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000896_CC_FIRB 549300PT2CIHYN5GWJ21   02048608 GB0007973794   SERCO GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000897_CC_FIRB 213800RPBXRETY4A4C59   2366619   SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000898_CC_FIRB 213800CNEIDZBL17KU22   SC077438   SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000899_CC_FIRB 213800VDC1BKJEZ8PV53   00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000900_CC_FIRB 213800ZTMDN8S67S1H61   00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000901_CC_FIRB 213800MJL6IPZS3ASA11   137013   SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000902_CC_FIRB AJOW550HA7E8YNKF5D89   4120046   6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000903_CC_FIRB 213800H7NWVLCWAVKA15   3043097     South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000904_CC_FIRB 213800YQRUOQE9HPX193   4295398     South Staffordshire PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000905_CC_FIRB 213800FR2VAOKRYRHX45   2366665     South West Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000906_CC_FIRB 549300SR1GYYNBZQGX56   4094290   SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000907_CC_FIRB 549300SPX8573VZ2SK79   5167021     Southern Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000908_CC_FIRB 213800NCZLJFDE8Y8D88   7581353     Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000909_CC_FIRB 213800Z4CO2CZO3M3T10   02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000910_CC_FIRB 4L663LRNTBQ008OK2N07   SC100764   SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000911_CC_FIRB 0TMBS544NMO7GLCE7H90   SC286832   SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000912_CC_FIRB 549300GUNF6FFGH4LN53   9743802   532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000913_CC_FIRB 213800QHYTM5QRFSEM66   3355631   SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000914_CC_FIRB 213800WF53FVDRRHRF44   7105891   TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000915_CC_FIRB 213800TR86P337IE8605   2280000   0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000916_CC_FIRB 2138008K14474WPKZ244   76535   TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000917_CC_FIRB 21380089BTRXTD8S3R66   296805   TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000918_CC_FIRB 2138002P5RNKC5W2JZ46   445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000919_CC_FIRB 213800JKM5UQHFJOTZ25   2366661     Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000920_CC_FIRB 2138009TF1SYOMQLBJ60   02100855 GB0003753778   THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000921_CC_FIRB 213800VZ4671W3DVB860   6575598   TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000922_CC_FIRB 2138003BOFNAAO14YV58   2553288   8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000923_CC_FIRB 2138001I27OUBAF22K83   824821   TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000924_CC_FIRB 213800B6YQZAE8LHAW84   6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000925_CC_FIRB 2138003EYHWO75RKS857   3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000926_CC_FIRB 549300MKFYEKVRWML317   41424   ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000927_CC_FIRB 213800Y1TEVS8REY1M35   5957557     United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000928_CC_FIRB 2138008EZCXK4ANQHF89   3207231     United Business Media holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000929_CC_FIRB 213800KYT12UFB2VE455   2366616   UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000930_CC_FIRB XCJQ23OWIJNLHN7RQC93   1022786   271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000931_CC_FIRB 213800F3BD6N3G6XHU16   251977   CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000932_CC_FIRB 213800TB53ELEUKM7Q61   1833679   VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000933_CC_FIRB 549300UPYDURLSSFVL38   9223384     Western Power Distribution Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000934_CC_FIRB 2138006LIAYQKUCYBB20   29423   WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000935_CC_FIRB     4212563   WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000936_CC_FIRB 213800Z5WTW8QKOHWQ82   04178808 GB0030329360   WINCANTON PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000937_CC_FIRB 213800IN6LSRGTZSOS29   358949   MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000938_CC_FIRB 549300HTNGX0DU8W1F65   5537577   WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000939_CC_FIRB 635400LNUHA2LDXXV850       GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000940_CC_FIRB 8NUHUXWN9LG4XBGJ7O17   241565   CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000941_CC_FIRB 635400CHHI1XZLVQH675         Coillte Teoranta IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000942_CC_FIRB 549300MIDJNNTH068E74     IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000943_CC_FIRB 213800UPS1QEE4TD3T45       DCC LN Equity DCC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000944_CC_FIRB 635400HRFGVKXFHZ8O77   9401     Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000945_CC_FIRB 635400UFHDIQCDZ6JK11     IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000946_CC_FIRB 635400VCPRSU89DLMZ57   480184 XS0856023493   ESB Finance Limited IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000947_CC_FIRB 635400RKRK5EGXSPC782       EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000948_CC_FIRB 635400YN51CDCGBYFZ31         Fyffes plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000949_CC_FIRB 5493008VFFOIPWCZJK45     IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000950_CC_FIRB 635400BE9SBAG61DJ963       GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000951_CC_FIRB 6354007LIXWZ5WPPT308   519799   GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000952_CC_FIRB 9XTI53MZJ013RO12SX05   2936 IE00B59HWB19   INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000953_CC_FIRB       IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000954_CC_FIRB 635400HM7V74SUB9OG75         Kingspan Group plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000955_CC_FIRB 635400JJOWHIYAJER733         MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000956_CC_FIRB 635400EG4YIJLJMZJ782     IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000957_CC_FIRB 635400WKFIPCHCKVW376   104547   RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000958_CC_FIRB 396PBGKP6TE3O062MS44       STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000959_CC_FIRB 635400CPLP8H5ITDVT56     IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000960_CC_FIRB 549300INUT2G0ST5K268   327184   TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000961_CC_FIRB 635400K7UEIKHMNKLJ02         Total Produce plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000962_CC_FIRB     482042     XL Group PLC IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000963_CC_FIRB VZVOSGGS8JITR4J7J704         Amtek Auto Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000964_CC_FIRB 8GRDBX1TJ0PU5NCSHT72   MH008931   BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000965_CC_FIRB         BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000966_CC_FIRB         IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000967_CC_FIRB FMVY1IZCSYXSAFRDIT05       LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000968_CC_FIRB         RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000969_CC_FIRB 5493003UOETFYRONLG31       RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000970_CC_FIRB 1GZWF073IJTD6XPRUU65         Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000971_CC_FIRB 213800Z3CFZOLXPJWN61         Landsvirkjun IS Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000972_CC_FIRB 81560076E3944316DB24 3812211 493995   A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000973_CC_FIRB 8156000962B2EB41FE28 5988397 1497770   4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000974_CC_FIRB 8156004FCECE0879E118 15161747 191346   7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000975_CC_FIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000976_CC_FIRB 8156008183686996C911 25090618 3567090232     ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000977_CC_FIRB 8156007259ABDEA3F444 15214381 971268     Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000978_CC_FIRB 549300H2RFDYI3YP5R63 13960200 263011   337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000979_CC_FIRB 529900EKXEGSRCGAAC89 14856155 2791070044   4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000980_CC_FIRB ZYXJDNVM2JI3VBM8G556       AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000981_CC_FIRB 815600B611746717CC98       50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000982_CC_FIRB 549300FZRH46R7DWAX12 1248024 557390   4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000983_CC_FIRB 815600049A1F9AFE6666 4140157 1192794   MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000984_CC_FIRB 8156000BEB8FC062F442 1020333 120591   2168Z IM EQUITY ARTSANA - SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000985_CC_FIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000986_CC_FIRB 81560001F41A81948348       AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000987_CC_FIRB 8156008DEC771409C487 18631331 1023691   AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000988_CC_FIRB 5299003D9N2698I3C257 1367700 188902   AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000989_CC_FIRB 815600149448CEB9B230 19402720 1037417   3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000990_CC_FIRB   26926563 1057205   3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000991_CC_FIRB 529900RRESEDV68K0S54 28770346 235460   BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000993_CC_FIRB 8156004C04255952AB77 1076562 821225   BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000994_CC_FIRB 5299003DX5YLKSVJ6K59 2930031 134288   BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000995_CC_FIRB 8156006BEAA911EC0A47 1019726 587878     CANDY SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000996_CC_FIRB 8156008B101B97A43B02 1053555 160498   CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000997_CC_FIRB 815600F3213951394367 40014779 2001719     Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000998_CC_FIRB   4544552 8114020152     CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000999_CC_FIRB 8156009034C1A5108284 15716081 61357     Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001000_CC_FIRB 815600DBF6DC4BC94832 1061039 260769   0310548D IM EQUITY CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001001_CC_FIRB   8327877 819280157     COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001002_CC_FIRB 815600A5C1DD6C3A8455 1093853 154950364     CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001003_CC_FIRB 81560039BF5C1D8E5A15 2836130 60793   3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001004_CC_FIRB 5493005TWX96RDJ9I655         De Agostini Invest SA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001005_CC_FIRB 529900WS2E20BA5J4L49 16183303 1698754   EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001006_CC_FIRB WOCMU6HCI0OJWNPRZS33       ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001007_CC_FIRB BUCRF72VH5RBN7X3VL35     IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001008_CC_FIRB 81560081EE079FBED395 19377159 3544950961     ENOVA S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001009_CC_FIRB 8156004604684CA44A90         ERG S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001011_CC_FIRB 8156004CE82074779D19 13870596 1664630223     FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001012_CC_FIRB 549300J4SXC5ALCJM731       1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001013_CC_FIRB 5493004C1SL445NFDR90       F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001014_CC_FIRB 8156001B8AD051794959         FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001015_CC_FIRB 529900X4EEX1U9LN3U39 1053767 7031   FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001016_CC_FIRB 815600C3CCA800EF5D96 1134215       FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001017_CC_FIRB 815600E12249DD563C29 26650695 1143814     Gamenet S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001018_CC_FIRB 81560098DBDD66154985         GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001019_CC_FIRB 8156001250E819E30127       GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001020_CC_FIRB 8156001294017C870346 11027526 10022100159     GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001021_CC_FIRB 8156005113BD16699393 24907200 RM1117269   LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001022_CC_FIRB   15541251 1638878   4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001023_CC_FIRB 8156009414FD99443B48 3201267 363550   HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001024_CC_FIRB 815600D86992FDA7B908 1035363 149288   IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001025_CC_FIRB 815600A7D7C7A85F8B51 2733792 1168660262     I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001026_CC_FIRB 81560033824BE53C7D28 3585262 1303501215     IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001027_CC_FIRB 549300KTGKED5E25JR59       IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001028_CC_FIRB 213800M4YYCP6E8YUX94 2714789 2589327     IPLOM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001029_CC_FIRB 8156001EBD33FD474E60 10431674 281364   IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001030_CC_FIRB 8156009D23D0FDC70C93 1007005 50   ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001031_CC_FIRB 815600236A6B5AE5B406 26754254 167186     Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001032_CC_FIRB 549300I1NMOBS4B1LT88     IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001033_CC_FIRB   7003703 481230266     MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001034_CC_FIRB 815600292DA01BE68971 3755075 152396   3184788Z IM EQUITY MARCEGAGLIA - S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001035_CC_FIRB 815600C8D55034EB5379 3779273 64334     Marcolin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001036_CC_FIRB 213800DIFN7NR7B97A50 552637 1264109   MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001038_CC_FIRB 815600325D15DD92A023 4376875 4846130633     MOBY S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001039_CC_FIRB   1653085 110858   3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001040_CC_FIRB 8156003A100E8AB89697 6794759 1865640369     PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001041_CC_FIRB 8156001B96890989C002 23641842 5411110827     PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001042_CC_FIRB 5493006293RJBDQWJL92 5944540 169833   PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001043_CC_FIRB 8156000256C2431C2E92 4495509 134077   PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001044_CC_FIRB 815600A0C9AFC1F2A709       PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001045_CC_FIRB 815600EDDBB07C9BDB90 15591777 2246400218     PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001046_CC_FIRB 815600354DEDBD0BA991 3465665 842633   POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001047_CC_FIRB 8156000FE0A2DC5B7852 16232311 1343952   PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001048_CC_FIRB 213800VHJ22UE2BRRZ48 3830970 706270410     PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001049_CC_FIRB   23687310 1777895   PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001050_CC_FIRB 815600B9FC8D18A5D034 1058024 291350635     RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001051_CC_FIRB 81560086FA79BEDD6B94 13270817       RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001052_CC_FIRB   5012487 8850400154     SACAL - SOCIETA' ALLUMINIO CARISIO - S.P IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001053_CC_FIRB 815600AF08EE2EC2DE92 1035262 8924   226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001054_CC_FIRB 815600FC906D230A1420 16077541 86111   SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001055_CC_FIRB 549300PHV8MBDHWB8X12 1086637 788744   SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001056_CC_FIRB 549300UKR289DF4UXQ47 1013056 525502   SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001057_CC_FIRB   6524595 3957900487     SAMMONTANA - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001058_CC_FIRB 8156006755200B82EB33 1246827 836320150     SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001059_CC_FIRB 5299005KJSU2AQUJUH84 1066932 49540   SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001060_CC_FIRB 815600D2FC31AF713B07 1012950 166476     SNAI SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001061_CC_FIRB 8156002278562044AF79 16067629 1633443   SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001062_CC_FIRB EOJCGSUI4NX234BL7V57 14234253 1594238   2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001063_CC_FIRB 815600141CFE5F4C4325 19113128 1016401   4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001064_CC_FIRB 815600C3438977CBBE37 1038951 68670397     TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001065_CC_FIRB 81560029415DF1381583 1030384 195810262     TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001066_CC_FIRB 815600AC5599D16D9A40 3335773 574643   MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001067_CC_FIRB 549300W384M3RI3VXU42     IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001068_CC_FIRB 815600CD7323A82E5092 28935694 1763778   2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001069_CC_FIRB   1037712 182850362     TERMOSANITARI CORRADINI - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001070_CC_FIRB 8156009E94ED54DE7C31       TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001071_CC_FIRB 549300IN56S27SDGEI85 18659000 1019536   80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001072_CC_FIRB 8156003E86EBA167A868       0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001073_CC_FIRB 815600FE9E92D9D6C309 3554534 201271   TFI IM EQUITY TREVI - FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001074_CC_FIRB         4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001075_CC_FIRB 815600B8027C92F0DA07 4257672 1189360066     VIBAC S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001076_CC_FIRB 549300YSFQKM1C0X4E45 11321265 884361   WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001077_CC_FIRB 549300DHPOF90OYYD780       5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001078_CC_FIRB 549300IZYK3206QECG76       CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001079_CC_FIRB 549300MIFE1VEW02GY83     JP3298600002   COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001080_CC_FIRB 549300T6IPOCDWLKC615       6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001081_CC_FIRB J48DJYXDTLHM30UMYI18       8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001082_CC_FIRB 5493004LQ0B4T7QPQV17       6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001083_CC_FIRB 4P4N3ORD02UGQT1T1W12   0100-01-008776   8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001084_CC_FIRB KVIPTY4PULAPGC1VVD26       8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001085_CC_FIRB 5493008VBQD43X8QCS14         Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001086_CC_FIRB 5493000QYMPFRTEY4K28       6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001087_CC_FIRB         7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001088_CC_FIRB 5493003BZYYYCDIO0R13       9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001089_CC_FIRB 5493004SE33MRLPB1W98       2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001090_CC_FIRB         6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001091_CC_FIRB V82KK8NH1P0JS71FJC05       8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001092_CC_FIRB 54930074QUY8RD0UZM08         Suntory Holdings Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001093_CC_FIRB 549300ZLMVP4X0OGR454       4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001094_CC_FIRB 549300LBHTST91VKHO68       6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001095_CC_FIRB 5493006W3QUS5LMH6R84       TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001096_CC_FIRB         004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001097_CC_FIRB         000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001098_CC_FIRB 549300MGHLPT1EFHGF84       2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001099_CC_FIRB 549300IHVJRWVT07S523       3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001100_CC_FIRB 5493003DTPH8AMMK4P51       NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001101_CC_FIRB 549300FNENFFSMO3GT38     XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001102_CC_FIRB 213800S7DNJQX6LHTQ21   133818917     AB "Kauno grūdai" LT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001103_CC_FIRB       LU1014539529   ALTICE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001104_CC_FIRB 5493003BU7PAH5RRM092       APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001105_CC_FIRB 2EULGUTUI56JI9SAL165       MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001106_CC_FIRB 549300GJ79DYFBBF5T83       0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001107_CC_FIRB 5493007GVB1I2FDSS786   B0155849   CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001108_CC_FIRB 549300938QUWMPITJ642       COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001109_CC_FIRB 529900W1S8TJDDH8YB29         Encevo S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001110_CC_FIRB     350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001111_CC_FIRB 213800568PRHV2JR9650     XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001112_CC_FIRB 213800WHKNIC1JQQG433       8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001113_CC_FIRB 8XJ8KF85PBKK1TLMFN29         Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001114_CC_FIRB 549300MBM5B61VCW5A23         International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001115_CC_FIRB RUOKPID0PZ0UWJYU9J61       DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001116_CC_FIRB 529900XUC6PXMN6ABU42       TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001117_CC_FIRB 549300CTHC1CP86P2G96       MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001118_CC_FIRB         0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001119_CC_FIRB 213800IUIRBFRNCYVR24       3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001120_CC_FIRB 549300VEJMMZCY6OBU06       PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001121_CC_FIRB 529900UUYBCBB7HMVI56         Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001122_CC_FIRB 549300OZSHE4H5BFQA66         QUILVEST SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001123_CC_FIRB 5493000C8J3C3SZYS040       RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001124_CC_FIRB 5493008JPA4HYMH1HX51       SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001125_CC_FIRB 549300CJ7LW6QSGIL444         Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001126_CC_FIRB 529900BSBZ853DKUP675         TRAXYS SARL LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001127_CC_FIRB 549300RIG2CXWN6IV731         CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001128_CC_FIRB 5493008KEVFYPMGTXO33       KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001129_CC_FIRB 5493000XJLJ6C4T0PG82       GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001130_CC_FIRB 5493000RIXURZEBFEV60       BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001131_CC_FIRB 549300QOAB2GJSFM0381       1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001132_CC_FIRB 549300CAZKPF4HKMPX17         PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001133_CC_FIRB 549300FW3RGHPHT21D10       ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001134_CC_FIRB 5493000MY3DAIB0BP706   TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001135_CC_FIRB 549300EMP9DT6Q35HZ31     NL0000852564   AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001136_CC_FIRB 549300J93WR5DPG0P466   KVK 33232124   ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001137_CC_FIRB 5493007WHKI5H75YJ358   KVK 34215458   ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001138_CC_FIRB 7245007QUMI1FHIQV531   KVK 33235189     Achmea B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001139_CC_FIRB 724500HIKX3QVUQF9G08   KVK 28080300     Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001140_CC_FIRB O4QK7KMMK83ITNTHUG69   KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001142_CC_FIRB 724500XYIJUGXAA5QD70   KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001143_CC_FIRB 724500XBZ9QOPTI11U82   KVK 34108286     Alliander N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001144_CC_FIRB 549300KYQ7B0H0K66406   KVK 33055009   AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001145_CC_FIRB 724500MCUU6QOFRFEA53   KVK 33256360 0000   792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001146_CC_FIRB 7245000UZH70GO047N03     NL0006237562   ARCADIS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001147_CC_FIRB 7245001I22ND6ZFHX623   KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001148_CC_FIRB 724500Y6DUVHQD6OXN27   KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001149_CC_FIRB 7245004JOPUJ0OOWTU73   KVK 30031823     ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001150_CC_FIRB 724500XFMNHF1GFPYJ05   KVK 08125298   3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001151_CC_FIRB 5299006ZHG3IXU0PNJ56   KVK 27106340 0000   1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001152_CC_FIRB       NL0000852580   BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001153_CC_FIRB       NL0010776944   BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001154_CC_FIRB 529900AOH3NBA8PZFG65   KVK 32097651 0000   0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001155_CC_FIRB 549300WGC2HZ5J67V817       CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001156_CC_FIRB 549300BXVNOCYQ83FU09   KVK 34154633   KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001157_CC_FIRB       NL0000200384   CORE LABORATORIES NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001158_CC_FIRB 549300UNTCLR21YKLL62   KVK 30073501 NL0000288967   Corio N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001159_CC_FIRB       NL0009294552   DELTA LLOYD NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001160_CC_FIRB 724500S75737K2SFDA03   KVK 22031457     Delta N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001161_CC_FIRB 213800N8X49KJRTNDM49   KVK 3419663   DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001162_CC_FIRB 529900M7QSB704RUUT95   KVK 34182495   AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001163_CC_FIRB 724500KRQECMCRGM1971   KVK 14026250     EBN B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001164_CC_FIRB 5299007L43AQDFOW5739   KVK 34121496 0000   1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001165_CC_FIRB 724500R5IP6TFKTNRU48   KvK 24306393   2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001166_CC_FIRB 549300XW2F91G4T4WC42   KVK 34149162   ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001167_CC_FIRB 529900011V8VJ3BUKR64   KVK 17115973   RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001168_CC_FIRB       NL0000288876   EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001169_CC_FIRB       NL0000352565   FUGRO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001170_CC_FIRB 2138005FTXOJUBQ5J563   KVK 24243533   GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001171_CC_FIRB 724500EJ2TDPAITRSJ55   KVK 02089290     GasTerra B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001172_CC_FIRB       NL0000400653   GEMALTO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001173_CC_FIRB 549300L10EVYURBFIH66   KVK 55293980     Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001174_CC_FIRB 529900SNLFF5M6HJ1T36   KVK 33286563 0000   1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001175_CC_FIRB 724500K5PTPSST86UQ23   KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001176_CC_FIRB 7245008C9KMJL9P2UI77   KVK 34323653     Hyva Global B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001177_CC_FIRB 724500CR19MQGFWFBZ64   KVK 34217578 0000   0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001178_CC_FIRB TLLG0UTU6ZHOG003X735         Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001179_CC_FIRB 54930050LBZUR4138I72   KVK 27120438     ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001180_CC_FIRB     KVK 24311905   2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001181_CC_FIRB 724500C9GNBV20UYRX36   KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001182_CC_FIRB 724500V38C5KTDY5BS93   KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001183_CC_FIRB 724500SNT1MK246AHP04   KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001184_CC_FIRB 549300YO0JZHAL7FVP81   KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001185_CC_FIRB H1FJE8H61JGM1JSGM897   KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001186_CC_FIRB 724500HZ4BN317I12G68   KVK 06016321   KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001187_CC_FIRB 724500UL634GFV1KYF10   KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001188_CC_FIRB 529900WQGOTJDYG9NP76   KVK 09151956   LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001189_CC_FIRB 5H8RMHHYTWIP1RKLCE38   KVK 34115238 0000   2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001190_CC_FIRB 549300J6QSW38QNOJK61   KVK 57924562     LYB International Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001191_CC_FIRB BN6WCCZ8OVP3ITUUVN49   KVK 24473890   DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001192_CC_FIRB 635400TMCKVEU87EJ582   KVK 24321697     METINVEST B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001193_CC_FIRB 529900PF6F1OHRZVU341   KVK 33178683 0000   1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001194_CC_FIRB 6354007MKEEGGVUMXO83   KVK 34239108     New World Resources N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001195_CC_FIRB 724500RKMOD48AIWKD94   KVK 24307569 0000   3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001196_CC_FIRB 54930062JS29A5N4GO82   KVK 34248449     Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001197_CC_FIRB 724500GQV9YLNSWECU41   KVK 17179668     Nord Gold N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001198_CC_FIRB 724500TXS5HH3GY4UW42   KVK 30124358     NS Groep N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001199_CC_FIRB 5299000CMF80GY2U0U47   KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001200_CC_FIRB 724500HT4YW45B1Y7859   KVK 57585083     OAK Leaf B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001201_CC_FIRB 549300NCMRGIBJYUOE57     NL0010558797   OCI NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001202_CC_FIRB 724500IM9A059TQLBX63         OCI Nitrogen BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001203_CC_FIRB 72450053F5WRDY8CDZ66   KVK 24291478   OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001204_CC_FIRB Q47A62EK6GMSID3Y8C39   KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001205_CC_FIRB 549300N522D3SS8MKV65   KvK 24320769 0000   3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001206_CC_FIRB 549300VGHFJJ58HE2B54   KVK 17008551   PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001207_CC_FIRB 529900N9UJEHN9UPXN50         PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001208_CC_FIRB 724500Q41FHN0P1GPC53   KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001209_CC_FIRB 54930036WK3GMCN17Z57       QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001210_CC_FIRB 7245009EAAUUQJ0U4T57   KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001211_CC_FIRB 549300XO8R7MPISUO753   KVK 33155037 NL0006144495   Reed Elsevier NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001212_CC_FIRB 5493002YCY6HTK0OUR29   KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001213_CC_FIRB     KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001214_CC_FIRB 5493002N51KZCVBDMS27   24114856 NL0006055329   ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001215_CC_FIRB 213800LBMMAIG1FQP389   KVK 14105351   SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001216_CC_FIRB       NL0000360618   SBM OFFSHORE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001217_CC_FIRB 529900KEH8410ESH1483   KVK 53761790     Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001218_CC_FIRB 724500DX7Q1A19SPY530   KVK 34166584     Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001219_CC_FIRB 7245001TBT3NI9SPNJ75         SHV Netherlands NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001220_CC_FIRB TAFO772JB70PDRN5VS48   KVK 27092998 0000   1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001221_CC_FIRB 724500E9ZG6JMH6E2I14     NL0000817179   SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001222_CC_FIRB 724500ZTKJYJMWVLWJ82   KVK 34297413     SRLEV N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001223_CC_FIRB 5493002SSXOL85X3XC87   KVK 58623701     Syncreon Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001224_CC_FIRB 724500LTUWK3JQG63903   KVK 09083317     TenneT Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001225_CC_FIRB 7245008G22FOV7TYYJ34   KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001226_CC_FIRB 724500978QL7NKMLTQ37   KVK 34210949     TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001227_CC_FIRB       NL0009739424   TNT EXPRESS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001228_CC_FIRB 724500L44K67W7UW1C59         TomTom International B.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001229_CC_FIRB 724500OPA8GZSQUNSR96   KVK 33194984   TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001230_CC_FIRB PX7SUPU7HUNJBQ8BPI65   KVK 33236939   585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001231_CC_FIRB 549300TK7G7NZTVM1Z30   KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001232_CC_FIRB 549300IW6C3SRHUUK147         Vitol Holding BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001234_CC_FIRB 549300FRXSUUW3M2Q281         WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001235_CC_FIRB 724500522D3ORUTUGW47   KVK 05078970   WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001236_CC_FIRB 724500YRQCY3BD9RJZ92     NL0000289213   WERELDHAVE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001237_CC_FIRB 724500TEM53I0U077B74   KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001238_CC_FIRB 5JB3IE65ZU13TA0DGN10         Würth Finance International B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001239_CC_FIRB       NL0006294290   ZIGGO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001240_CC_FIRB         BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001241_CC_FIRB 5493004ZHCILEMZLBS85   00304772770005     FERD AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001242_CC_FIRB 5493009F6KP3UMLPOY27   931186744     ICA Norge AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001243_CC_FIRB 549300ZLJDXBXUNCY824   936738540     National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001244_CC_FIRB 549300N1SDN71ZZ8BO45       NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001245_CC_FIRB 529900J8VSH14TP5VD23         ODFJELL SE NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001246_CC_FIRB 213800T66DRTE6O6BV87   916235291   PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001247_CC_FIRB 529900TH4OAW7WYG1777   987059699     Statkraft AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001248_CC_FIRB OW6OFBNCKXC4US5C7523   923609016   STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001249_CC_FIRB R7NJHU48LTCIOB9BVU57       CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001250_CC_FIRB 259400GYHYZPQ0HTMT82       CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001251_CC_FIRB 259400A9BI23M3K1NK82       LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001252_CC_FIRB 259400WT6MCX3V59XI09         Netia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001253_CC_FIRB 259400TOMPUOLS65II22   10681   TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001254_CC_FIRB 259400TGY6IYEP2EFW87   467426     POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001255_CC_FIRB 259400VVMM70CQREJT74   28860   PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001256_CC_FIRB 259400NAPDFBOTNCRL54       TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001257_CC_FIRB Q1ECZWEVT6ZTFERCPG94     PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001258_CC_FIRB 213800RQXBBZ6KSP1I72   500311390     AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001259_CC_FIRB 2138002PLGLYW8EP7248         AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001260_CC_FIRB 213800V5Z38TLIRQW516   500700834     ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001261_CC_FIRB     502607920     AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001262_CC_FIRB 54930011KNBNPPKW7528   500038015     AUTO SUECO LDA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001263_CC_FIRB 549300RU6UYW1UMYOP92   500194670     BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001264_CC_FIRB       PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001265_CC_FIRB 549300FREK460JU7RG08   500060266     CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001266_CC_FIRB 549300TF1SUYCFUO3840   503309362     COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001267_CC_FIRB     507195515     CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001268_CC_FIRB 213800X28CMB8LAIT849   502557400     CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001269_CC_FIRB 549300RGQV4M16FESU23   500832234     CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001270_CC_FIRB 529900CLC3WDMGI9VH80     PTEDP0AM0009 EDP PL EQUITY EDP - Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001271_CC_FIRB 529900LOXJVWGOH84656   503293695     EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001272_CC_FIRB     504885367     ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001273_CC_FIRB 2138003319Y7NM75FG53   504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001274_CC_FIRB 213800Y3V72PI6W8KG10   511220448     GRUPO PESTANA - SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001275_CC_FIRB 259400A8SZP10GB5IB19     PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001276_CC_FIRB     500073880     LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001277_CC_FIRB 549300SNYKYW15R3UE62   502011475     MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001278_CC_FIRB 549300TLPT6W9R3CLQ86   500197814     MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001279_CC_FIRB 5493003NN4LXUF8JA244         Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001280_CC_FIRB 54930071D35BVUPC5942   502604751     OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001281_CC_FIRB     507979265     OPWAY - SGPS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001282_CC_FIRB 213800ZWKG61JG7ZCF61   500697370     PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001283_CC_FIRB 259400DRC6WOXNVW8B57 500829993 500829993   90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001284_CC_FIRB 549300UNIB7M2AXUXS35     PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001285_CC_FIRB 549300FR1FN48IGHR915     PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001286_CC_FIRB     500246963     REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001287_CC_FIRB 5493002X2CCY60HWCU94   500243590     SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001288_CC_FIRB 549300PXZF74GVQM6867   500058580     SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001289_CC_FIRB 549300EZYIURQ5RGSE56   500278571     SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001290_CC_FIRB 549300KFJPELBPMQH079   500833532     SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001291_CC_FIRB 95980020140005813290   505042037     SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001292_CC_FIRB     500097488     TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001293_CC_FIRB 549300CNE5R74B3XKF57   505266202     UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001294_CC_FIRB   503933139 503933139   3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001295_CC_FIRB 213800IDK8UTYDSFOG74   502544180     VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001296_CC_FIRB   500302200 500302200   0265472D PL EQUITY ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001297_CC_FIRB 549300VOFQC1SPGTZM19   503039063     ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001298_CC_FIRB 549300D3EIDZJB62TR20   21183   ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001299_CC_FIRB 549300UKYDM6L8HEPU79       SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001300_CC_FIRB 549300F8ZIGJVUPIU797   24297754     Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001301_CC_FIRB         GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001302_CC_FIRB         ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001303_CC_FIRB         TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001304_CC_FIRB 5493007RN7O98MYBX124         AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001305_CC_FIRB 549300UCKT2UK88AG251     SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001306_CC_FIRB 549300YECS8HKCIMMB67     SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001307_CC_FIRB 213800T8PC8Q4FYJZR07   5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001308_CC_FIRB 2138002GW5WN1UYZAO32   55611256900004     BILIA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001309_CC_FIRB 549300YJUYJ9A24RXL71     SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001310_CC_FIRB 549300ZACGIQHBBMOD20   5560269549   BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001311_CC_FIRB 213800SE6FV3UDEIEY92   72317831     CAPIO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001312_CC_FIRB 549300GU5OHTR1T5IY68     SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001313_CC_FIRB 549300HCT1WLHEXNLZ18         Dometic Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001314_CC_FIRB 549300Y3HHZB1ZGFPJ93       ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001315_CC_FIRB 549300JNPI46XNH0PM97         Fabege AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001316_CC_FIRB 5493003PZ4F570G3W735         GETINGE AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001317_CC_FIRB 529900XKWB408ZZYBF68         GREEN CARGO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001318_CC_FIRB 213800YUV362W4E1LP46         H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001319_CC_FIRB 54930033BTSY61VHUR49   55601011550004     HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001320_CC_FIRB 549300VOTS5OZ82UTG69     SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001321_CC_FIRB 549300WJFW6ILNI4TA80   5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001322_CC_FIRB 52990080SH3454F0QE68   5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001323_CC_FIRB 549300GYQIIJ3UXB7655     SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001324_CC_FIRB 549300VEBQPHRZBKUX38   556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001325_CC_FIRB 529900X0UEM9DOM6FK12   5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001326_CC_FIRB 549300VD6SNNS5N5V183         KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001327_CC_FIRB 5493005OXRTBK0WSJN46   5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001328_CC_FIRB 529900AB08F05L4HWU11         LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001329_CC_FIRB 213800NS2XXVRYS7WP40     SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001330_CC_FIRB 549300SNQNTHQLZQON04   5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001331_CC_FIRB 549300E8NDODRSX29339   5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001332_CC_FIRB 213800WRGLW3CY4MHW53   55603451740004     NCC SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001333_CC_FIRB 549300KUJMRC9NW93S96         Nobina sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001334_CC_FIRB 5493007VGEKBZGZ6PC69         NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001335_CC_FIRB 549300ES84TRW7EWGU35         Perstorp Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001336_CC_FIRB 549300S2D8BDH1CKLI47         PostNord AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001337_CC_FIRB 549300MIHCMD8DCSBY41   55607269770034     Preem SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001338_CC_FIRB 549300ZHO4JCQQI13M69   556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001339_CC_FIRB 5299008ZUAXN43LVZF54       SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001340_CC_FIRB 5299001G94UPTI8C7N54   5566577416   0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001341_CC_FIRB 529900AE1FZNUH6EVS39     SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001342_CC_FIRB 529900BZYSUQLQSPNR07   5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001343_CC_FIRB 635400TTYKE8EIWDS617       SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001344_CC_FIRB 5493004WOSC31U83UG49   5561063834   SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001345_CC_FIRB 549300MA1BZYJU87BW55   5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001346_CC_FIRB 549300X6MQ0GG8BRY481         SKF sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001347_CC_FIRB 5493002FIVSWBLEV7P15         SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001348_CC_FIRB 529900329VS14ZIML164   5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001349_CC_FIRB 529900J0C48FH28HNQ19   5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001350_CC_FIRB 213800CWLTI7WZCC2R35   5560010802   1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001351_CC_FIRB 5299005HSK597UX55629         SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001352_CC_FIRB 549300FW5JDRV1IJ0M67       SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001353_CC_FIRB 529900ZERGNJBEQEX179   55679708180004     SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001354_CC_FIRB 5493005DU3003SGUC166         SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001355_CC_FIRB 529900YVXCGNWAUYZG78     SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001356_CC_FIRB 213800EKD193RVI9HL76   5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001357_CC_FIRB 549300W9JLPW15XIFM52   556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001358_CC_FIRB 213800FSR9RNDUOTXO25       TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001359_CC_FIRB 5493006LU5JO4P7HQ305         THULE HOLDING AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001360_CC_FIRB 213800XY16PAWG2PAD14       TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001361_CC_FIRB 5493007LNZSEWN5KTV42     SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001362_CC_FIRB 549300T5RZ1HA5HZ3109       VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001363_CC_FIRB 549300HGV012CNC8JD22     SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001364_CC_FIRB 54930083GODGBHODQ153   189744     Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001365_CC_FIRB 33D7DTWH8BNIUWE0IF81       OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001366_CC_FIRB         7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001367_CC_FIRB 549300QOGMPTKB6W7G56   1.07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001368_CC_FIRB 8RS0AKOLN987042F2V04       NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001369_CC_FIRB LUZQVYP4VS22CLWDAR65     US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001370_CC_FIRB HQD377W2YR662HK5JX27   IL08142220   ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001371_CC_FIRB FR5LCKFTG8054YNNRU85   DE5126809   4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001372_CC_FIRB 549300T0GJTEK811VI53       WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001373_CC_FIRB 549300QKBENKLBXQ8968   PA724325   AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001374_CC_FIRB LYOM0B2GCF1JWXK5ZG04       AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001375_CC_FIRB QUIX8Y7A2WP0XRMW7G29       A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001376_CC_FIRB 9PO87UV78U1JHLR68X04       8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001377_CC_FIRB 7QEON6Y1RL5XR3R1W237       APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001378_CC_FIRB ABPN11VOHLHX6QR7XQ48       AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001379_CC_FIRB XSGZFLO9YTNO9VCQV219       MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001380_CC_FIRB ZXTILKJKG63JELOEG630   DE2620453   AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001381_CC_FIRB IWUQB36BXD6OWD6X4T14   DE0332421   AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001382_CC_FIRB B6Q2VFHD1797Q7NZ3E43   CAC0951492   7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001383_CC_FIRB 5493006ORUSIL88JOE18       AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001384_CC_FIRB 549300D3L3G0R4U4VT04       APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001385_CC_FIRB B78FQ7XBQFLP4AYJ6F79       APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001386_CC_FIRB 72ZZ1XRHOOU9P9X16K08       APA US Equity Apache Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001387_CC_FIRB HWUPKR0MPOU8FGXBT394   CAC0806592   AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001388_CC_FIRB 42YMHYH0XMHJEXDUB065         ARAMARK Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001389_CC_FIRB W47HVZ7Q6FXL86RELH91   DE0717711   ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001390_CC_FIRB 549300LO13MQ9HYSTR83   DE0152524   ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001391_CC_FIRB 0C0SZC7H22UWI2NA3R46       ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001392_CC_FIRB 549300YNNLBXT8N8R512   NYCARREUS   ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001393_CC_FIRB 6O4MRU8C1MS0K34UQF79   KY0580261   ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001394_CC_FIRB 549300Z40J86GGSTL398   DE2018584   T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001395_CC_FIRB QVLWEGTD2S8GJMO8D383       ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001396_CC_FIRB HGBOLILQXWER4SAL2I23       ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001397_CC_FIRB GA3JGKJ41LJKXDN23E90         Autozone Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001398_CC_FIRB XN8R4HH1TVC1XOCL5P21       CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001399_CC_FIRB XJI53DCPL7QABOWK4Z75   NYCAVNTUS   AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001400_CC_FIRB 5493007RY69UEB1F1B45       AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001401_CC_FIRB MF62XBVMNYTYMC18DL76   DE2416636   BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001402_CC_FIRB         BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001403_CC_FIRB EWRDABCN7XBHM37LIA98   DE2072335     Beam Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001404_CC_FIRB HL5XPTVRV0O8TUN5LL90   MN1K-1056   BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001405_CC_FIRB KK5MZM9DIXLXZL9DZL15   DE2322568   BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001406_CC_FIRB 549300DSFX2IE88NSX47       BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001407_CC_FIRB Y6ZDD9FP4P8JSSJMW954   DE0874815   BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001408_CC_FIRB 549300GMUCJ08527GQ81   IN182869-107   BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001409_CC_FIRB 549300YYMNSW7KWZH127       BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001410_CC_FIRB HLYYNH7UQUORYSJQCN42       BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001411_CC_FIRB 5493007M0RIN8HY3MM77       BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001412_CC_FIRB Y7ET3D9SDOFUZ515FE28   DE0799956   CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001413_CC_FIRB 43R4VPJBXTU2O15HEF41         Calpine Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001414_CC_FIRB 5493007JDSMX8Z5Z1902       CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001415_CC_FIRB CCU46N3GJMF4OK4N7U60   OH535613   CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001416_CC_FIRB QXZYQNMR4JZ5RIRN4T31       3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001417_CC_FIRB EDBQKYOPJUCJKLOJDE72   DE0921323   CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001418_CC_FIRB WRJR7GS4GTRECRRTVX92       CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001419_CC_FIRB 5KYC8KF17ROCY24M3H09   DE2106821   C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001420_CC_FIRB CD30XVRLT4QO00B1C706   DE3780476   CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001421_CC_FIRB 4SIHMF0MOSTTL8CD0X64       CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001422_CC_FIRB 21TPXMRRHFKOBHDC8J74         CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001423_CC_FIRB 8E6NF1YAL0WT6CWXXV93       CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001424_CC_FIRB 549300IA9XFBAGNIBW29         CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001425_CC_FIRB B0QU0GIVGFFMCOP5RJ72   DE4789658   CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001426_CC_FIRB 2V9V7M0RUQG9M2J4IC47         Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001427_CC_FIRB YMEGZFW4SBUSS5BQXF88   DE0156313   CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001428_CC_FIRB 51M0QTTNCGUN7KFCFZ59   PA3039985   CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001429_CC_FIRB 549300OQS2LO07ZJ7N73   DE0406521   CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001430_CC_FIRB 6113F6JQLWIUGTBN1L36       CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001431_CC_FIRB 54930035UDEIH090K650   DE0818944   CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001432_CC_FIRB SYHS7HRDXLL4I0IQ8776       CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001433_CC_FIRB 6VJJ5GQWIRDQ06DUXG89   DE0064324   COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001434_CC_FIRB 549300JK3KH8PWM3B226   DE2277631   CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001435_CC_FIRB 29DX7H14B9S6O3FD6V18       CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001436_CC_FIRB 549300BO9IWPF3S48F93       COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001437_CC_FIRB TVRMNZKRGA8LPW6XPG60         Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001438_CC_FIRB RPPGGRL1J75WGF2DFO04   PA3337938   CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001439_CC_FIRB ZUNI8PYC725B6H8JU438   IN194062-043   CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001440_CC_FIRB S4BKK9OTCEWQ3YHPFM11       DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001441_CC_FIRB PWFTNG3EI0Y73OXWDH08       DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001442_CC_FIRB 3E70L4WYANTIWWIPHC81       DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001443_CC_FIRB Q2CCMS6R0AS67HJMBN42       DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001444_CC_FIRB 54930042348RKR3ZPN35   DE2155705   DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001445_CC_FIRB F14FQJ2EEHW5VPYUHL14       DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001446_CC_FIRB 549300Z1UGYT5725XB67   DE3535468   DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001447_CC_FIRB ILUL7B6Z54MRYCF6H308       D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001448_CC_FIRB 549300FMC2ALGA7N9E80   DE0412823   DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001449_CC_FIRB ZQUIP1CSZO8LXRBSOU78       DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001450_CC_FIRB 549300IX8SD6XXD71I78       DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001451_CC_FIRB FDPVHDGJ1IQZFK9KH630   DE2345566   EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001452_CC_FIRB 0NZWDMRCE180888QQE14       ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001453_CC_FIRB OML71K8X303XQONU6T67   DE2871352   EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001454_CC_FIRB FRDRIPF3EKNDJ2CQJL29       LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001455_CC_FIRB FGLT0EWZSUIRRITFOA30       EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001456_CC_FIRB GHFPUH0OZ5JLGJXWCO16       ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001457_CC_FIRB 4XM3TW50JULSLG8BNC79       ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001458_CC_FIRB 549300EVUN2BTLJ3GT74   DE2911438   EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001459_CC_FIRB 549300RO2XES74KQGG63       XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001460_CC_FIRB 3SOUA6IRML7435B56G12       EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001461_CC_FIRB CI7MUJI4USF3V0NJ1H64   WA601975803   EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001462_CC_FIRB J3WHBG0MTS7O8ZVMDC91   NJ3793794100   XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001463_CC_FIRB 549300E707U7WNPZN687       FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001464_CC_FIRB 6WQI0GK1PRFVBA061U48   GA0110597   FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001465_CC_FIRB 549300NPYMLM4NHTOF27         First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001466_CC_FIRB 549300SVYJS666PQJH88   OH953140   FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001467_CC_FIRB 6Y0GK87T6V7NJKZJVM41   NYCDRRCUS   FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001468_CC_FIRB CQ7WZ4NOFWT7FAE6Q943       FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001469_CC_FIRB CKDHZ2X64EEBQCSP7013       FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001470_CC_FIRB EMQFUEY7DV1MVNKAUT87   DE3315658   FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001471_CC_FIRB 20S05OYHG0MQM4VUIC57       F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001472_CC_FIRB 2MNR4Q42DBL85U7RD221         Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001473_CC_FIRB A0WMBJD47C49E2JJOM88   DE4594648   FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001474_CC_FIRB 549300FNRIXILI56M704       0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001475_CC_FIRB 9C1X8XOOTYY2FNYTVH06       GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001476_CC_FIRB 3C7474T6CDKPR9K6YT90   NYCGECYUS   GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001477_CC_FIRB 2TGYMUGI08PO8X8L6150       GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001478_CC_FIRB 549300PDWRZX0BR28B12   DE4717789   GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001479_CC_FIRB L2EVHWFHVAQK72TMH265   DE4275413     Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001480_CC_FIRB 5493002BI0S2ZQUY3437       GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001481_CC_FIRB 7ZW8QJWVPR4P1J1KQY45       GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001482_CC_FIRB ENYF8GB5SMQZ25S06U51   DE2681775   HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001483_CC_FIRB KAO98FK89NPNNPQGUZ43   DE0497602   HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001484_CC_FIRB 549300NUB6D2R1ITYR45       HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001485_CC_FIRB 549300PD0C69OJ0NLB27       766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001486_CC_FIRB UASVRYNXNK17ULIGK870   DE0097017   AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001487_CC_FIRB WHKXQACZ14C5XRO8LW03       HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001488_CC_FIRB 5493003STKEZ2S0RNU91       HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001489_CC_FIRB ISRPG12PN4EIEOEMW547   DE2061772   HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001490_CC_FIRB KNX4USFCNGPY45LOCE31       4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001491_CC_FIRB VGRQXHF3J8VDLUA7XE92       IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001492_CC_FIRB F9HV8ZL85LRIQ6D60098   NVC7491-1980   IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001493_CC_FIRB 824LMFJDH41EY779Q875       IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001494_CC_FIRB 5493008IUOJ5VWTRC333         Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001495_CC_FIRB 24F6LSZD18II6ICG6S41         Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001496_CC_FIRB YB2O5TUONPB3W1X7WJ88       ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001497_CC_FIRB KD833U13JEIGETBW2749       JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001498_CC_FIRB 549300XR6O4ACB0KLV08         JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001499_CC_FIRB E0KSF7PFQ210NWI8Z391       DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001500_CC_FIRB 549300G0CFPGEF6X2043   NJ5106301000   JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001501_CC_FIRB 3LB2NG8VUULSCV2NO430       JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001502_CC_FIRB LONOZNOJYIBXOHXWDB86       K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001503_CC_FIRB AGX0G2MXE54NFNNICD28       KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001504_CC_FIRB MP3J6QPYPGN75NVW2S34       KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001505_CC_FIRB 549300PDHUGWPWGOT525   DE2301470     Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001506_CC_FIRB 5493005158BXZWGOX572       3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001507_CC_FIRB 549300JF6LPRTRJ0FH50       KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001508_CC_FIRB V1BYR0MM295ZFWYYS367       KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001509_CC_FIRB GR3KVMWVCR54YWQNXU90   DE0933796   LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001510_CC_FIRB         LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001511_CC_FIRB 5493007B9BM9ZXJINO78   DE4009151   LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001512_CC_FIRB DPRBOZP0K5RM2YE8UU08       LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001513_CC_FIRB WAFCR4OKGSC504WU3E95   NC0087443   LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001514_CC_FIRB 2RTSLGQ89VMY18RHX631         Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001515_CC_FIRB 1FRVQX2CRLGC1XLP5727   DE3395371   MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001516_CC_FIRB 3BNYRYQHD39K4LCKQF12   DE4750998   MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001517_CC_FIRB 225YDZ14ZO8E1TXUSU86   DE2798413   MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001518_CC_FIRB 54930073HKEO6GZBSS03       4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001519_CC_FIRB 549300XMP3KDCKJXIU47   DE0706226   MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001520_CC_FIRB 5GCSNMQXHEYA1JO8QN11   DE0585027   MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001521_CC_FIRB AR5L2ODV9HN37376R084   DE3390142   MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001522_CC_FIRB 549300VELLG24KHTJ564   DE0673809   MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001523_CC_FIRB UE2136O97NLB5BYP9H04       MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001524_CC_FIRB 549300WZWOM80UCFSF54   DE2417015   MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001525_CC_FIRB 4DL8C98Z5G5IXZLH3578       MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001526_CC_FIRB D56MRZY2INAN94ZONZ37       MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001527_CC_FIRB 4YV9Y5M8S0BRK1RP0397       MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001528_CC_FIRB INR2EJN1ERAN0W5ZP974   WA600413485   MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001529_CC_FIRB 54930073LBBH6ZCBE225       TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001530_CC_FIRB 549300DV9GIB88LZ5P30   VA05501796   KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001531_CC_FIRB NONUZEX43GHIPSVDD938   DE3174788   MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001532_CC_FIRB 6S552MUG6KGJVEBSEC55   DE0789650   MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001533_CC_FIRB MOM4570XTJ5YYX7JKH83   DE2977161   NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001534_CC_FIRB 549300VSP3RIX7FGDZ51       NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001535_CC_FIRB UMI46YPGBLUE4VGNNT48       NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001536_CC_FIRB 549300Z2ZSKKGUE3J147       NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001537_CC_FIRB ZHUWIE4VK4MIYES0UG62   IN2000033100151   NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001538_CC_FIRB 7D6DIU2QXTUJRFNNJA49   CAC1059173   7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001539_CC_FIRB 02VFQXG2D1LR5ZH3K186       NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001540_CC_FIRB 549300S3IZB5P35KNV16   WA178071138   JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001541_CC_FIRB RIMU48P07456QXSO0R61       NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001542_CC_FIRB 6B6FQLPMMKB14LX6NY57         Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001543_CC_FIRB 549300GGJCRSI2TIEJ46       NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001544_CC_FIRB IM7X0T3ECJW4C1T7ON55       OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001545_CC_FIRB 52990006VBKYFQMQJX90   KVK 34311273 0000   OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001546_CC_FIRB HKUPACFHSSASQK8HLS17       OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001547_CC_FIRB 1Z4GXXU7ZHVWFCD8TV52   DE2457805   ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001548_CC_FIRB 549300TOPQ8NG4HGVK16         Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001549_CC_FIRB PH3S12DWZBHHQKVYZ297   WA177005077   PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001550_CC_FIRB KDTEY8BWE486IKZ3CC07       PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001551_CC_FIRB SGY07Y7FNYBNLM6Z1M11   OR085297-86   BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001552_CC_FIRB 5493002CONDB4N2HKI23       PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001553_CC_FIRB EJCO258LNNVSKAR2JX59   DE2864939   BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001554_CC_FIRB FJSUNZKFNQ5YPJ5OT455   NC0198463   PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001555_CC_FIRB 765LHXWGK1KXCLTFYQ30       PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001556_CC_FIRB 8YQ2GSDWYZXO2EDN3511         PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001557_CC_FIRB HL3H1H2BGXWVG3BSWR90   VA0670281-5   PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001558_CC_FIRB TWSEY0NEDUDCKS27AH81         Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001559_CC_FIRB 549300N2O26NW4ST6W55   DE0101728   PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001560_CC_FIRB 5MRSWZYSSE4064ED3F25         Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001561_CC_FIRB 549300BKPEP01R3V6C59   PA284424   PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001562_CC_FIRB ZU69GUVJQGZ6Z1UOOO79       PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001563_CC_FIRB 6S3X7J22E861RNTJSA74       3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001564_CC_FIRB 2572IBTT8CCZW6AU4141       PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001565_CC_FIRB 5PRBRS5FEH7NREC8OR45   NJ0100802453   PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001566_CC_FIRB PUSS41EMO3E6XXNV3U28       PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001567_CC_FIRB 123WALMHY1GZXG2YDL90       PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001568_CC_FIRB 8MCWUBXQ0WE04KMXBX50   DE2249088   DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001569_CC_FIRB HO1QNWM0IXBZ0QSMMO20       RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001570_CC_FIRB YR6K3WJN0KKLUPZSNL57   DE0472015   RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001571_CC_FIRB NKNQHM6BLECKVOQP7O46       RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001572_CC_FIRB PQQ60KVT5SJX0ETQT497       RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001573_CC_FIRB VH3R4HHBHH12O0EXZJ88       ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001574_CC_FIRB 549300LJXD867XMVE759       ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001575_CC_FIRB K2NEH8QNVW44JIWK7Z55   C-38863   RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001576_CC_FIRB 549300TJCKW4BRXPJ474       RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001577_CC_FIRB 549300VXRTBPBK07QT94       0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001578_CC_FIRB ZXJ6Y2OSPZXIVGRILD15   FL590739250   R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001579_CC_FIRB 549300NKZ6VCN5P3K723   DE2096948   SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001580_CC_FIRB RLTHESQ0RNFQJWPBJN60   DE2258732   SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001581_CC_FIRB Q0M0CZB4YN6JZ65WXI09       SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001582_CC_FIRB PBBKGKLRK5S5C0Y4T545   CAC1991515   SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001583_CC_FIRB KAF673KJXD92C8KSLU49       SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001584_CC_FIRB MR92GTD0MJTTTTQDVG45   DE2360269     Simon Property Group, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001585_CC_FIRB HHWAT5TDOYZMM26KKQ73       SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001586_CC_FIRB 549300FC3G3YU2FBZD92         Southern Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001587_CC_FIRB EFWMP121W54QV9MGOP87   DE4116263   SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001588_CC_FIRB P761FCI0CPOG24I8JE10       SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001589_CC_FIRB 549300DJ09SMTO561131       SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001590_CC_FIRB XQM2JINI1UL7642TU573       SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001591_CC_FIRB 5493002F0SC4JTBU5137   MI148492   SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001592_CC_FIRB 549300TXO070764WUH65       SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001593_CC_FIRB YF6ZV0M6AU4FY94MK914       SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001594_CC_FIRB 5RGWIFLMGH3YS7KWI652       SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001595_CC_FIRB 8WDDFXB5T1Z6J0XC1L66       TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001596_CC_FIRB 6HL0C5LCIE4TN8UZHL06   DE2980513   TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001597_CC_FIRB UUL85LWXB4NGSWWXIQ25       TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001598_CC_FIRB YAWJZJYEQ7M1SYMOS462   DE2106001   TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001599_CC_FIRB CMTK1YBYNLPLIS3QLI53       TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001600_CC_FIRB 549300VFZ8XJ9NUPU221         The Estee Lauder Companies US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001601_CC_FIRB HCHV7422L5HDJZCRFL38   DE0558016   TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001602_CC_FIRB KNG3XRAA0RHN9H62OK76       TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001603_CC_FIRB B0I35MLPFXZSE70ASS73       TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001604_CC_FIRB 549300V2JRLO5DIFGE82   DE3058821   DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001605_CC_FIRB R1JB4KXN77XFCXOQKV49   DE7324254   TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001606_CC_FIRB 3NWOXIHJSQCX0SM5Z749   DE3589359   TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001607_CC_FIRB G8NWFN4YP7CR6FOP4886         Tupperware Brands Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001608_CC_FIRB WD6L6041MNRW1JE49D58       TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001609_CC_FIRB MYF1DAS6G5WY7PRWCU78   DE0945814   ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001610_CC_FIRB K1OQBWM7XEOO08LDNP29   DE0890080   UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001611_CC_FIRB D01LMJZU09ULLNCY6Z23       UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001612_CC_FIRB JNLUVFYJT1OZSIQ24U47       X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001613_CC_FIRB I07WOS4YJ0N7YRFE7309       UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001614_CC_FIRB 549300VSXHFQVR770L55   DE4426189     Univar Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001615_CC_FIRB 549300BZXZ66F6DTIF20   VA0016487-1   UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001617_CC_FIRB KOO0397YRO83WY5MGD97       VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001618_CC_FIRB 549300XTO5VR8SKV1V74       VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001619_CC_FIRB 2S72QS2UO2OESLG6Y829       VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001620_CC_FIRB CWAJJ9DJ5Z7P057HV541       VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001621_CC_FIRB X0ST5BPF0CZG9FE5OV61       VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001623_CC_FIRB CQKUMNNZVDJLRYV2PT43         Virginia Electric & Power Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001624_CC_FIRB 549300JZ4OKEHW3DPJ59       V US Equity Visa Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001625_CC_FIRB 549300BMOJ05INE4YK86   DE2669712     Vornado Realty L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001626_CC_FIRB 549300UUPJ2NXDB68M19   DE0911551     VW Credit, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001627_CC_FIRB Y87794H0US1R65VBXU25       WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001628_CC_FIRB 7260JQNI6SCF9FIV2392       DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001629_CC_FIRB IQN3XTJNANI73KWRED03         Walter Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001630_CC_FIRB 549300YX8JIID70NFS41       WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001631_CC_FIRB 3CYEJKBUJZO3UW777J80   DE3797582     WEA Finance LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001632_CC_FIRB WHENKOULSSK7WUM60H03       WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001633_CC_FIRB D3W7PCXCBRQLL17DZ313         World Fuel Services Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001634_CC_FIRB T4VNTWMFQ7JQB65L7T35   DE3664441   WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001635_CC_FIRB LGJNMI9GH8XIDG5RCM61   MN37-AA   XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001636_CC_FIRB 4KF48RN45X1OO8UBLY20       XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001637_CC_FIRB 6EY4K7ZMF9UX1CU6KC79       XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001638_CC_FIRB 549300DF5MV96DRYLQ48       XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001639_CC_FIRB 2P2YLDVPES3BXQ1FRB91   DE3343799   ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001640_CC_FIRB 549300HD9Q1LOC9KLJ48       ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001641_CC_FIRB 5493007CO5W5OBFG7L21         RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001642_CC_FIRB 549300QSUNKAEBMYIR16         RAVAGO S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001643_CC_FIRB 549300O3SGMD4K45DN61     BE 0404621642   ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001644_CC_FIRB 54930031IF9XW7PCY637     BE 0403992231   Atlas Copco Airpower BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001645_CC_FIRB 549300PR82EONF1NKE18     BE 0473566965   BELFIMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001646_CC_FIRB 549300UOBXCS79E82606     BE 0404535431   Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001647_CC_FIRB 549300VSM2RG55U2QU15     BE 0400853488   BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001648_CC_FIRB 5493007ZLRNTTT9B6384         Carrefour Finance SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001649_CC_FIRB 529900P0HVIO92I8AU52     BE 0422362447   COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001650_CC_FIRB 549300VWVXR1GOHG0E16     BE 0425702910   COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001651_CC_FIRB 5493003N7PPOYDZI1G90     BE 0400464795   COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001652_CC_FIRB 5299009GDDJ20VCTA286     BE 0404411707   CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001653_CC_FIRB 549300NF0J86QSGBSV95     BE 0413572663   DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001654_CC_FIRB 549300KT827RUL680A73     BE0428741087   D'IETEREN Treasury BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001655_CC_FIRB 5493000G720YN71E2S86     BE 0435305514   DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001656_CC_FIRB 529900YOYR5FW12UBJ80     BE 0471811661   EDF Luminus BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001657_CC_FIRB 549300F203XBWYK45D98     BE 0411515075   Emmaüs vzw BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001658_CC_FIRB 529900T3V512W5JEJF78     BE 0406183144   Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001659_CC_FIRB 5493006GOR72R0ZYBN98     BE 0860409202   EXMAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001660_CC_FIRB 52990071WX2UW1WNHC16     BE 0402954628   FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001661_CC_FIRB 529900RL1B6NSLKU7P45     BE 0821382439   FLUXYS FINANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001662_CC_FIRB 549300EL1OTYCHBFUV17     BE 0442100363   GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001663_CC_FIRB 549300AS6JDY8GAUB274     BE 0831958211   GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001664_CC_FIRB 6IM6CQKADLNCQGUEU352     BE0439255986   GEMS Services SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001665_CC_FIRB 549300UFHGFY5IOON989     BE 0220324117   Gimv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001666_CC_FIRB 5493004EAZQ20FYJKT70     BE 0438202052   greif services belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001667_CC_FIRB 5299004FBX5DGG463D98     BE 0430060188   HERAEUS ELECTRO - NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001668_CC_FIRB 5493002TTO3072KC6L60     BE 0402220594   Hewlett - Packard Belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001669_CC_FIRB 549300VI27GGJFIOCP26     BE 0440113348   INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001670_CC_FIRB 5493002RVRZ1S3CPUI26     BE 0428750985   ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001671_CC_FIRB 54930073JZQL85NE3817     BE 0222343301   IVERLEK BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001672_CC_FIRB 549300YEC7519H8CBF72     BE 0473587751   J.C. General Services CVBA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001673_CC_FIRB 549300U0BLKP6Y8LPX16     BE 0404778426   Katoen Natie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001674_CC_FIRB 529900X1VAF3IXDZJ071         LE PEIGNE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001675_CC_FIRB 549300ROPVHSEKEMW107     BE 0807049797   LOCORAIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001676_CC_FIRB 549300L6DOLPEQSOI005     BE 0405580655   MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001677_CC_FIRB 5493007JS0ZHJVBUWP18     BE 0456810810   MOBISTAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001678_CC_FIRB 549300V3ES7BVGYNRZ58     BE 0413630071   N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001679_CC_FIRB 529900P78BT1RIIYWY69     BE 0458885719   NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001680_CC_FIRB 549300XHGK09MEWMOL68     BE 0419457296   Ontex bvba BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001681_CC_FIRB 5299009CBE6VJXABZS81     BE 0436410522   RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001682_CC_FIRB 529900P4SONA6KVTRT86     BE 0428343981   RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001683_CC_FIRB 529900LK4T42CNH2U882     BE 0434475767   S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001684_CC_FIRB 529900FTYUE9QOXMU884     BE 0434284638   SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001685_CC_FIRB 549300CCKFF44A550J72     BE 0400747580   SARENS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001686_CC_FIRB 549300JTFH1WHCEMIN40     BE 0407139583   SD WORX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001687_CC_FIRB HB7FFAZI0OMZ8PP8OE26     BE 0413330856   Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001688_CC_FIRB 213800IS5GA1OZ8RBM85     BE 0473416418   TELENET nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001689_CC_FIRB 529900R7MYQQO8CHR962     BE 0403063902   TOTAL BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001690_CC_FIRB 5299003N2SCVNU16O909     BE 0403079441   Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001691_CC_FIRB 549300ZSTW3D1UXOXY91     BE 0412639681   TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001693_CC_FIRB 549300J5X4E65PJHE355     BE 0464538245   VPK SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001694_CC_FIRB 5493002MUOV04NSPT571 2796756-1       RBC INVESTOR SERVICES TRUST CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001695_CC_FIRB 549300G6ZUFBJVLAJQ46         MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001696_CC_FIRB 5299009K1FINARYDEC72         RENAULT FINANCE SA CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001697_CC_FIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685     Schweizerische Rückversicherungs-Gesellschaft AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001698_CC_FIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498     LBBW Dublin Management GmbH DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001699_CC_FIRB 529900GHE5268QPEOH13 2537992-6 HRB106727     LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001700_CC_FIRB 529900USFSZYPS075O24 1144838-8 HRB3790     VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001701_CC_FIRB 549300Y5BJOTCMUYT658         ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001702_CC_FIRB 969500KY4MRVCLM9HE48         EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001703_CC_FIRB 529900QI55ZLJVCMPA71         TOTAL CAPITAL FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001704_CC_FIRB 2138006E2VG89XLORJ06   02366682     YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001705_CC_FIRB 549300BPQYQ838KE1X51         UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001706_CC_FIRB 213800SKZTSE2L1BII69         THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001707_CC_FIRB 0YQH6LCEF474UTUV4B96   KVK 34313428 0000     ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001708_CC_FIRB 4ME66GO1Q4T87C52WS37   KVK 33134831 0000     GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001709_CC_FIRB         1310Z AR Equity Argentina AR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001710_CC_FIRB         1525Z AU Equity Australia AU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001711_CC_FIRB         1480Z AV Equity Austria AT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001712_CC_FIRB         43886Z BD Equity Bangladesh BD Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001713_CC_FIRB         111136Z BB Equity Belgium BE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001714_CC_FIRB         1323Z BZ Equity Brazil BR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001715_CC_FIRB         129225Z BU Equity Bulgaria BG Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001716_CC_FIRB         80710Z CN Equity Canada CA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001717_CC_FIRB         45793Z CI Equity Chile CL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001718_CC_FIRB         PRCH CH Equity China CN Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001719_CC_FIRB         1153Z CB Equity Colombia CO Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001720_CC_FIRB         1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001721_CC_FIRB         1271Z DC Equity Denmark DK Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001722_CC_FIRB         1083Z EY Equity Egypt EG Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001723_CC_FIRB         1000Z ET Equity Estonia EE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001724_CC_FIRB         1306Z FH Equity Finland FI Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001725_CC_FIRB         223727Z FP Equity France FR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001726_CC_FIRB         3413Z GR Equity Germany DE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001727_CC_FIRB         1004Z GA Equity Greece GR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001728_CC_FIRB         1182Z HB Equity Hungary HU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001729_CC_FIRB         1504Z IN Equity India IN Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001730_CC_FIRB         1133Z IJ Equity Indonesia ID Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001731_CC_FIRB         1266Z ID Equity Ireland IE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001732_CC_FIRB         3343943Z IT Equity Israel IL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001733_CC_FIRB         2103Z IM Equity Italy IT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001734_CC_FIRB         JAPZ JP Equity Japan JP Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001735_CC_FIRB         1001Z KN Equity Kenya KE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001736_CC_FIRB         3344606Z LR Equity Latvia LV Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001737_CC_FIRB         1092Z LH Equity Lithuania LT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001738_CC_FIRB         1110Z LX Equity Luxembourg LU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001739_CC_FIRB         1124Z MK Equity Malaysia MY Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001740_CC_FIRB         5753Z US Equity Malta MT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001741_CC_FIRB         1426Z MM Equity Mexico MX Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001742_CC_FIRB         1096Z MC Equity Morocco MA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001743_CC_FIRB         1533Z NA Equity Netherlands NL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001744_CC_FIRB         46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001745_CC_FIRB         1233Z NO Equity Norway NO Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001746_CC_FIRB         279379Z PM Equity Philippines PH Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001747_CC_FIRB         1084Z PW Equity Poland PL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001748_CC_FIRB         1174Z PL Equity Portugal PT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001749_CC_FIRB         1089Z RO Equity Romania RO Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001750_CC_FIRB         4458Z RU Equity Russia RU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001751_CC_FIRB         3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001752_CC_FIRB         1545Z SP Equity Singapore SG Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001753_CC_FIRB         1023Z SK Equity Slovakia SK Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001754_CC_FIRB         1091Z SV Equity Slovenia SI Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001755_CC_FIRB         50184Z SJ Equity South Africa ZA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001756_CC_FIRB         ROKZ KS Equity South Korea KR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001757_CC_FIRB         1841Z SM Equity Spain ES Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001758_CC_FIRB         204283Z EK Equity Sudan SD Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001759_CC_FIRB         1179Z SS Equity Sweden SE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001760_CC_FIRB         344758Z SW Equity Switzerland CH Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001761_CC_FIRB         116657Z TT Equity Taiwan TW Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001762_CC_FIRB         1179Z TB Equity Thailand TH Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001763_CC_FIRB         114144Z TI Equity Turkey TR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001764_CC_FIRB         1089Z UZ Equity Ukraine UA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001765_CC_FIRB         3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001766_CC_FIRB         6152Z LN Equity United Kingdom GB Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001768_CC_FIRB         3352Z US Equity United States US Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001769_CC_FIRB         1069Z VC Equity Venezuela VE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001770_CC_FIRB         231715Z VN Equity Vietnam VN Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001771_CC_FIRB ZTMSNXROF84AHWJNKQ93         INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach GG_0001772_CC_FIRB QKL54NQY28TCDAI75F60         INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001773_CC_FIRB BFXS5XCH7N0Y05NIXW11       3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001774_CC_FIRB       CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001775_CC_FIRB 3U8WV1YX2VMUHH7Z1Q21     IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001776_CC_FIRB 5299009N55YRQC69CN08     GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001777_CC_FIRB JHE42UYNWWTJB8YTTU19     AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001778_CC_FIRB 549300CTUU1RFXHQJE44     US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001779_CC_FIRB JU1U6S0DG9YLT7N8ZV32     PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001780_CC_FIRB QE0Q0253K88YAGNPE356     BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001781_CC_FIRB 5493006P8PDBI8LC0O96     IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001782_CC_FIRB 9DJT3UXIJIZJI4WXO774     US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001783_CC_FIRB 54930053HGCFWVHYZX42     CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001784_CC_FIRB       CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001785_CC_FIRB CO6GC26LCGGRTUESIP55     HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001786_CC_FIRB Q2GQA2KF6XJ24W42G291     IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001787_CC_FIRB NQQ6HPCNCCU6TUTQYE16     CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001788_CC_FIRB WFLLPEPC7FZXENRZV188     US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001789_CC_FIRB L3I9ZG2KFGXZ61BMYR72     CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001790_CC_FIRB 549300685QG7DJS55M76     ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001791_CC_FIRB VWMYAEQSTOPNV0SUGU82     ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001792_CC_FIRB G5GSEF7VJP5I7OUK5573     GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001794_CC_FIRB VDYMYTQGZZ6DU0912C88 1103165-5     BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001795_CC_FIRB K8MS7FD7N5Z2WQ51AZ71     ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001796_CC_FIRB A5GWLFH3KM7YV2SFQL84       CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001797_CC_FIRB R0MUWSFPU8MPRO8K5P83     FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001798_CC_FIRB 9695005MSX1OYEMGDF46       3692594z fp equity BPCE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001799_CC_FIRB 7CUNS533WID6K7DGFI87     ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001800_CC_FIRB 2IGI19DL77OX0HC3ZE78     CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001801_CC_FIRB       CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001802_CC_FIRB 5493001KQW6DM7KEDR62     CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001803_CC_FIRB       CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001804_CC_FIRB 549300MKO5B60FFIHF58     CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001805_CC_FIRB 549300HBUGSQD1VCXG94     CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001806_CC_FIRB 6SHGI4ZSSLCXXQSBB395     US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001807_CC_FIRB 851WYGNLUQLFZBSYGB56 1106139-7   DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001808_CC_FIRB MSFSBD3QN1GSN7Q6C537     AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001809_CC_FIRB 969500TJ5KRTCJQWXH05     FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001810_CC_FIRB 9695000CG7B84NLR5984       CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001811_CC_FIRB ANGGYXNX0JLX3X63JN86     CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001812_CC_FIRB MAES062Z21O4RZ2U7M96     DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001813_CC_FIRB 7LTWFZYICNSX8D621K86 1106989-5   DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001814_CC_FIRB 549300GKFG0RYRRQ1414     NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001815_CC_FIRB 529900HNOAA1KXQJUQ27 1107041-4   DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001816_CC_FIRB JEUVK5RWVJEN8W0C9M24     GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001817_CC_FIRB PQOH26KWDF7CG10L6792     AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001818_CC_FIRB 549300GGF3CSCFS5UT61     PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001819_CC_FIRB THRNG6BD57P9QWTQLG42     US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001820_CC_FIRB 784F5XWPLTWKTBV3E584     US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001821_CC_FIRB MLU0ZO3ML4LN2LL2TL39     GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001823_CC_FIRB       CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001824_CC_FIRB 5493002ERZU2K9PZDL40     CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001825_CC_FIRB 3TK20IVIUJ8J3ZU0QE75     NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001826_CC_FIRB 2W8N8UU78PMDQKZENC08     IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001827_CC_FIRB 635400DTNHVYGZODKQ93       ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001828_CC_FIRB BZO2P8KHO2O10H5QQ663     BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001829_CC_FIRB 8I5DZWZKVSZI1NUHU748     US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001830_CC_FIRB 3M5E1GQGKL17HI6CPN30     DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001831_CC_FIRB 213800X3Q9LSAKRUWY91     BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001832_CC_FIRB 549300XXMOJSIW8P4769     KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001833_CC_FIRB B81CK4ESI35472RHJ606 1001144-3     2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001834_CC_FIRB 549300PPXHEU2JF0AM85     GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001836_CC_FIRB 4ZHCHI4KYZG2WVRT8631     AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001837_CC_FIRB PSNL19R2RXX5U3QWHI44 1012492 343508 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001838_CC_FIRB       JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001839_CC_FIRB RB0PEZSDGCO3JS6CEU02     JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001840_CC_FIRB J4CP7MHCXR8DAQMKIL78     IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001841_CC_FIRB IGJSJL3JD5P30I6NJZ34     US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001842_CC_FIRB F8SB4JFBSYQFRQEH3Z21     AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001843_CC_FIRB 549300XFX12G42QIKN82       0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001845_CC_FIRB 549300B3CEAHYG7K8164     JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001846_CC_FIRB DSNHHQ2B9X5N6OUJ1236 1124864-8     2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001847_CC_FIRB 6SCPQ280AIY8EP3XFW53     SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001848_CC_FIRB 549300GLF98S992BC502     US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001849_CC_FIRB 7437003B5WFBOIEFY714         OP Osuuskunta FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001850_CC_FIRB CFGNEKW0P8842LEUIA51     US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001851_CC_FIRB DG3RU1DBUFHT4ZF9WN62       682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001852_CC_FIRB EVOYOND2GGP3UHGGE885     AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001853_CC_FIRB ES7IP3U3RHIGC71XBU11     CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001854_CC_FIRB 2138005O9XJIJN4JPN90     GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001856_CC_FIRB 5493006QMFDDMYWIAM13     ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001857_CC_FIRB 549300WE6TAF5EEWQS81     RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001858_CC_FIRB F3JS33DEI6XQ4ZBPTN86     SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001859_CC_FIRB       CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001860_CC_FIRB O2RNE8IBXP4R0TD8PU41     FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001861_CC_FIRB U4LOSYZ7YG4W3S5F2G91     GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001863_CC_FIRB 5493001JZ37UBBZF6L49     INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001864_CC_FIRB 549300ZFEEJ2IP5VME73     US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001865_CC_FIRB       JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001866_CC_FIRB 7E1PDLW1JL6TS0BS1G03     US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001867_CC_FIRB NHBDILHZTYCNBV5UYZ31     SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001868_CC_FIRB M312WZV08Y7LYUC71685     SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001869_CC_FIRB GP5DT10VX1QRQUKVBK64     DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001870_CC_FIRB         NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001871_CC_FIRB PT3QB789TSUIDF371261     CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001872_CC_FIRB N1GZ7BBF3NP8GI976H15     US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001873_CC_FIRB 81560097964CBDAED282       UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001874_CC_FIRB BFM8T61CT2L1QCEMIK50       UBSN VX EQUITY UBS CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001875_CC_FIRB 549300TRUWO2CD2G5692     IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001876_CC_FIRB IO66REGK3RCBAMA8HR66     SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001877_CC_FIRB       RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001878_CC_FIRB PBLD0EJDB5FWOLXP3B76     US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001879_CC_FIRB EN5TNI6CI43VEPAMHL14     AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001880_CC_FIRB       KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001881_CC_FIRB 2138002Y3WMK6RZS8H90         NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001882_CC_FIRB A6NZLYKYN1UV7VVGFX65     BE 0404453574   Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001883_CC_FIRB 529900WPR59SSV2AOJ29     BE 0414392710   BNP Paribas Fortis Factor BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001884_CC_FIRB KGCEPHLVVKVRZYO1T647     BE 0403199702   BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001885_CC_FIRB 549300OZ46BRLZ8Y6F65     BE 0429875591   Euroclear Bank SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001886_CC_FIRB JLS56RAMYQZECFUF2G44     BE 0403200393   ING BELGIUM SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001887_CC_FIRB 5493008QOCP58OLEN998     BE 0404453475   Investar BE Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001888_CC_FIRB 6B2PBRV1FCJDMR45RZ53     BE 0462920226   KBC BANK NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001889_CC_FIRB Q5BP2UEQ48R75BOTCB92         Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001890_CC_FIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242     UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001891_CC_FIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148     Unicredit Bank AG DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001892_CC_FIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819     VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001893_CC_FIRB CXW2O4H2U3MBVXMY1773         NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001894_CC_FIRB 969500VHCVGOH0RM3X42         AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001895_CC_FIRB 549300WCGB70D06XZS54         BNP Paribas Securities Services FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001896_CC_FIRB 1VUV7VQFKUOQSJ21A208         CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001897_CC_FIRB F4G136OIPBYND1F41110         DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001898_CC_FIRB KX1WK48MPD4Y2NCUIZ63         NATIXIS SA FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001899_CC_FIRB QP3XKRKS0CX2T3O07L95   02857033     CARGILL GLOBAL FUNDING PLC GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001900_CC_FIRB 549300ZT0RVWCG8T4L55   03196171     CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001901_CC_FIRB TXDSU46SXBWIGJ8G8E98   00995939     RBC EUROPE GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001902_CC_FIRB 0LC1OXN013FUKQASJB58 1466050-0       ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001903_CC_FIRB 2HI3YI5320L3RW6NJ957 1116658-4       THE HONGKONG AND SHA HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001904_CC_FIRB N1FBEDJ5J41VKZLO2475       3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001905_CC_FIRB HRRVUBV0XN84YQZT6245     XS0227637500   DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001906_CC_FIRB EQYXK86SF381Q21S3020       3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001907_CC_FIRB 549300F99IL9YJDWH369 1105105-9       HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001908_CC_FIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846     THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001909_CC_FIRB 549300OL514RA0SXJJ44   B9248     CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001910_CC_FIRB 5493006YXS1U5GIHE750         European Investment Bank LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001911_CC_FIRB 549300X34UUBDEUL1Z91       XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001912_CC_FIRB G8ZTNESVNKW4NN761W05   KVK 33170459 0000     ABN AMRO CLEARING BANK NV NL Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001913_CC_FIRB X3CZP3CK64YBHON1LE12   KVK 33002587 1594     THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001914_CC_FIRB HZSN7FQBPO5IEWYIGC72         ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001915_CC_FIRB 54930044PULMORCKB765         SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001916_CC_FIRB CWZ8NZDH5SKY12Q4US31         Citibank AS TR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001917_CC_FIRB B4TYDEB6GKMZO031MB27         Bank of America NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001918_CC_FIRB HPFHU0OQ28E4N0NFVK49         BANK OF NEW YORK MELLON US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001919_CC_FIRB E57ODZWZ7FF32TWEFA76         Citibank NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001920_CC_FIRB 7H6GLXDRUGQFU57RNE97   KVK 33278302 0000     JPMorgan Chase Bank N US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001921_CC_FIRB 571474TGEMMWANRLN572 1203023-5       STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000001_CC_AIRB   1040 58237v   0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000002_CC_AIRB 5299005VO3GJ18GL5F14 8670870 310593f     AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000003_CC_AIRB 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000004_CC_AIRB 529900LMTI8YSE62EI88       LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000005_CC_AIRB 5299004QD601B8U1HD44 131830 109445z     Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000006_CC_AIRB 529900J7EWWGQ375DL84 2410 53507m     AVL List GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000007_CC_AIRB   226424 58036y     Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000008_CC_AIRB   160431 89102h     BENE AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000009_CC_AIRB 529900ZAFSOBVFCKF263   319670d   0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000010_CC_AIRB 5299000SY4448XU04857 847216 86959g     CAG Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000011_CC_AIRB 5299003V84MVB5A3C324 5762600 231192p     CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000012_CC_AIRB 529900G8XM6H1XVZBJ73 67504 99639d     Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000013_CC_AIRB 529900VN62L73X2OJX85 5200326 212163f     conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000014_CC_AIRB   7161956 270027z     DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000015_CC_AIRB   76350 67493f     dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000016_CC_AIRB 5299002NFQKOBT1E8569 3570614 156765m     DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000017_CC_AIRB 5299004ARAOQMGTWCI13 125709 70342w     Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000018_CC_AIRB 54930060U4XOVED1T359         OMV Gas Marketing & Trading GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000019_CC_AIRB 529900WJZJAEI0VBLP60         Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000020_CC_AIRB 52990048A4N0S24VG982 159026 42973x     Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000021_CC_AIRB 529900N8OA1GVSR5R946 30988 76532y     Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000022_CC_AIRB 529900BMPGUGAFYYAV45 6106 126805d     Energie Burgenland AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000023_CC_AIRB 529900WID59A60HHYX13 2795493 145825z     Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000024_CC_AIRB 529900P4JZBFEVNEAE60       EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000025_CC_AIRB   9907106 347483f     Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000026_CC_AIRB 549300FQ2ILBH7DJ6I45 1754530 42984m     Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000027_CC_AIRB 529900RJAN0LNMW7Q775 1312138 89381v     HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000028_CC_AIRB 5299000X53SAWQMDFF06 58114 26451z     Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000029_CC_AIRB   1640348 47654f     Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000030_CC_AIRB 529900RQJADHH91ABP14 2777363 144991y     Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000031_CC_AIRB 529900DSSMPIR6R3GO43 130311 64543t     J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000032_CC_AIRB 5299008ARRNJFPBNTM78 4155033 178368g     Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000033_CC_AIRB 529900A9NX1TM65N4176 21369 99133i     KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000034_CC_AIRB   1376136 94579m     Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000035_CC_AIRB   25798 32725a     Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000036_CC_AIRB   1216520 106825x     Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000037_CC_AIRB 529900JYVV57QBKV9G11 1991078 35673k     MFC Commodities GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000038_CC_AIRB 529900WFARKZGRCQ8652         MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000039_CC_AIRB 213800CUWJ54846X6779 1760513 40450k     Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000040_CC_AIRB 529900UUANUJ60MNMX97   71396w   7716424Z AV EQUITY ÖBB - Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000041_CC_AIRB 529900UOHXZ1BIORCV04 6467385 248742y     ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000042_CC_AIRB 529900B76VL5KG71J029 6515541 250198p     ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000043_CC_AIRB 529900UZY47TEIFNF978 6496644 249666g     ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000044_CC_AIRB 549300V62YJ9HTLRI486   93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000045_CC_AIRB   3512231 154148p     Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000046_CC_AIRB 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000047_CC_AIRB   957313 115289v     QuadraCir AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000048_CC_AIRB 5299000HTNHA5ACH9N32 1074393 56247t   495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000049_CC_AIRB 529900ENFTO28GS3KF76 1813722 78563i     Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000050_CC_AIRB 5299005U4ZMMSYUJ5G02 7113951 267218v     ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000051_CC_AIRB 5493000C4S664YT7T556 38229 51350s     Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000052_CC_AIRB 549300XBCUMUR5CI0181         Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000053_CC_AIRB 5299002XAOMQWAIZMA51 271020 128056v     Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000054_CC_AIRB 52990021T5LVTQOGSU18 39594 60562m     Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000055_CC_AIRB 52990020WIPPT0HC0V31         Steinhoff Europe AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000056_CC_AIRB 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000057_CC_AIRB 529900BTWJ6SISLJ5854 5880980 235264b     SWARCO AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000058_CC_AIRB 529900SCL1LJL8PZNI48 501247 83175t     Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000059_CC_AIRB 529900V54UV5XQUK5S85   FN155563W   TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000060_CC_AIRB 529900OOW8ELHOXWZP82       UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000061_CC_AIRB 549300IFXHQIB5POT565 3734340 162844b     VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000062_CC_AIRB 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000063_CC_AIRB 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000064_CC_AIRB 5299008VQJD65XCUPR16 1134770-5 HRA661038   6830553Z AV EQUITY Voith Turbo GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000065_CC_AIRB 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000066_CC_AIRB 529900OS67T49AW45S74 194255 121150m   665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000067_CC_AIRB 529900OJFTLS1RYWIF55 9565779 336561v     XXXLutz KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000068_CC_AIRB 529900IIODYNYAZ2ID26         ZUMTOBEL AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000069_CC_AIRB 54930002QM8QVWM56E14         Amcor Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000070_CC_AIRB WZE1WSENV6JSZFK0JC28       BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000071_CC_AIRB         6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000072_CC_AIRB JOR7RJTXUXBRJ4UA5G70       CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000073_CC_AIRB 549300HPMK7UWN02N804   PA3337938   CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000074_CC_AIRB         LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000075_CC_AIRB ACMHD8HWFMFUIQQ8Y590       MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000076_CC_AIRB ZSN2LWNPYW6ISMRUC664       ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000077_CC_AIRB 5493008XVFHYYV0YHN70       HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000078_CC_AIRB YLXNW6TI6QSK1H8H0N82       QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000079_CC_AIRB     520433129   SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000080_CC_AIRB PCTXNQGRJVR3OG33JG65       TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000081_CC_AIRB 5493003L32ZX9557ST85       WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000082_CC_AIRB QNWEWQBS7HP85QHXQL92         Woolworths Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000083_CC_AIRB G05OZ4J4E05KDATL0J93         AG Insurance BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000084_CC_AIRB 549300IHBDUTUNQJJB79 16342     AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000085_CC_AIRB 549300N22C0GCT5BUD97 26198       AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000086_CC_AIRB   116163       ALBELEC BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000087_CC_AIRB   225626       ALCATAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000088_CC_AIRB 5493008H3828EMEXB082       ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000089_CC_AIRB 549300BKDDQ56JWCBT72 1098030       AQUAFIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000090_CC_AIRB 549300B4HNIJSAWU1C95 1138391       ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000091_CC_AIRB 213800R1F1EJYM4ICO85   444734706 BE 0444734706   Barry Callebaut Services BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000092_CC_AIRB 549300CWRXC5EP004533       BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000093_CC_AIRB 549300R9I8GUZLNIV408   890082292     Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000094_CC_AIRB   433287       CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000095_CC_AIRB   81095       CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000096_CC_AIRB 549300IP2F5TKUC0GF38 82988       CHEMITEX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000097_CC_AIRB 549300TM914CSF6KI389 149177     COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000098_CC_AIRB   184723       COLLIGNON ENG. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000099_CC_AIRB   201775       COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000100_CC_AIRB 213800DMG7PUQHINO388     BE 0401641663   Louis Delhaize - Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000101_CC_AIRB   255648       DOD BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000102_CC_AIRB   1145532       EDIFICIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000103_CC_AIRB T0YOOBZO4L6YAD6SAV65 14206 403170701   ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000104_CC_AIRB 549300JC3HI3K7ZSYU66 1329681       ELEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000105_CC_AIRB 549300S1MP1NFDIKT460     BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000106_CC_AIRB 5493001XW6MSHRMFLU28       ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000107_CC_AIRB 549300VO7PUETX031S03 10309   BE 0860004176   ETEXCO SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000108_CC_AIRB   13771       ETS DE SIMONE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000109_CC_AIRB 52990053AH5LF0YZWD07         Euler Hermes Europe BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000110_CC_AIRB 549300D80RYON74MEJ03 18181     EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000111_CC_AIRB 8RDWFWPP4PLMZ5PPQH32         Fluxys G SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000112_CC_AIRB   25281       G EN J VASTGOED BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000113_CC_AIRB   65807       HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000114_CC_AIRB 549300M48VNC2Z0MDG47 71844       HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000115_CC_AIRB 549300GR6U0KHJD7DG07         IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000116_CC_AIRB   84089       INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000117_CC_AIRB   85640       JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000118_CC_AIRB   111717       M.G.S. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000119_CC_AIRB 5493004FKZI586397240         Magotteaux International SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000120_CC_AIRB 549300Q80KFPKZC6BQ79 144096       MENOUQUIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000121_CC_AIRB   166601       N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000122_CC_AIRB 5493002HHHFTG6G3BG36     BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000123_CC_AIRB   168945       OPIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000124_CC_AIRB   192350       PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000125_CC_AIRB 54930064JCEXFA8M0W31 202291   BE 0405747040   PRAYON BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000126_CC_AIRB   204834       PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000127_CC_AIRB 549300NMIBTX17HWF142 233001       RARE GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000128_CC_AIRB 549300X72GEQB1X8K911 247664       ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000129_CC_AIRB 529900PY79CWSUGVK810 249233       S.A. CORMAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000130_CC_AIRB 549300O3VKWJUM16UI64 257312       SAMIR GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000131_CC_AIRB 213800WWE8U6DC99NP03         SCR Sibelco NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000132_CC_AIRB   257564       SEADCO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000133_CC_AIRB 213800WDGKCVWZAN1N02 1051701 465409265   0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000134_CC_AIRB   294964       SOBEMO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000135_CC_AIRB   302642       SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000136_CC_AIRB 549300BB5CXGL9YV0D53 303429       SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000137_CC_AIRB   303783       SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000138_CC_AIRB 549300MMVL80RTBP3O28 556814     SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000139_CC_AIRB   923107       TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000140_CC_AIRB 549300ZKLIF7RP6EH823     BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000141_CC_AIRB   953398       TEX ALLIANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000142_CC_AIRB   1044409       TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000143_CC_AIRB 2138008J191VLSGY5A09       UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000144_CC_AIRB 529900F3AIQECS8ZSV61       UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000145_CC_AIRB 5493008MCDJ4Y6D5SI04 1113512       UNISTEEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000146_CC_AIRB   1140588       UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000147_CC_AIRB 549300TRHV6F6IE14H93 1159858   BE 0404060032   Van Hool nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000148_CC_AIRB   1231271       VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000149_CC_AIRB 529900RAZGQHX0VFTK05         Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000150_CC_AIRB 549300NWW2UDYHH65J03 1911623       WILDO PROPERTIES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000151_CC_AIRB 5299007TSQVOLXOABA65 1364744       ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000152_CC_AIRB 4P8GJCF52NVFW7UL4C95   18630   ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000153_CC_AIRB 549300J3KKX1PEJGDW36       ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000154_CC_AIRB UNZWILHE4KMRP9K2L524   34678   NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000155_CC_AIRB V5EGRCZCH7FN6WX41891       OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000156_CC_AIRB 549300F7ZDOIMR4PZW67       IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000157_CC_AIRB V7TL7UQFHNWUEMDZ3X02       RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000158_CC_AIRB 5493008CA3NMHYEVT131         VimpelCom Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000159_CC_AIRB       BMG455841020   HAL TRUST BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000160_CC_AIRB 5493001QYTIDILBVYO18         Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000161_CC_AIRB 549300TH5Q6VRP8OT012       ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000162_CC_AIRB 549300EM51WYXFHUY333         Embraer S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000163_CC_AIRB         FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000164_CC_AIRB 5493000J801JZRCMFE49       XPBR SQ Equity Petroleo Brasileiro S.A. - PETROBRAS BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000165_CC_AIRB         VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000166_CC_AIRB LXVM6T3LO7QIZ8LUZ688         Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000167_CC_AIRB 55S3547PRDP469JRO238   2880814   AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000168_CC_AIRB 4B4HI3CGXMBDC0G6BM51       AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000169_CC_AIRB 549300OSW32RVX8CCZ87       ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000170_CC_AIRB DR5LKEURSR8SXLM64266   7501889   ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000171_CC_AIRB 0O4KBQCJZX82UKGCBV73       ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000172_CC_AIRB 5493001I9203PRB5KR45       BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000173_CC_AIRB 549300VPM8ERH1Q42198         Bell Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000174_CC_AIRB W7L3VLU8EHQY34Z36697       BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000175_CC_AIRB 36ZUFRRMJERSM4Q0S289   746053   BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000176_CC_AIRB 3SU7BEP7TH9YEQOZCS77       CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000177_CC_AIRB 5493008IGIA1HJMDJS40   1722453   CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000178_CC_AIRB NXIVWPYOIVYXFF6WCZ47       CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000179_CC_AIRB 549300WSRCZY73ZG3090   00326711660005     CGI GROUP INC. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000180_CC_AIRB XYSIJOU3HNVROZWNA008       UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000181_CC_AIRB 98TPTUM4IVMFCZBCUR27       ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000182_CC_AIRB CZ72ZHBVKZXQRV3XFE26       ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000183_CC_AIRB 549300679TRDUXPT7415   206654303     EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000184_CC_AIRB I2YOHH65IBBT53JFYQ52       G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000185_CC_AIRB B1EEF6ML54YDWRC6ZK53   2015335496     Harvest Operations Corp. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000186_CC_AIRB 549300UEBMAQDN0K0R06       K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000187_CC_AIRB 95RWVLFZX6VGDZNNTN43       MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000188_CC_AIRB 6Q7WW7FQZR6X22IL2I79         Nexen Energy ULC CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000189_CC_AIRB 549300O4ZJZZOHH4H804   3572862   NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000190_CC_AIRB 5493007M1XGU5E55ZJ25         NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000191_CC_AIRB 549300HDLRTPBQU69P29       BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000192_CC_AIRB 549300A0QNNPY14D9106       SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000193_CC_AIRB 3XCBVWUPHGBZ5GF7TY15       SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000194_CC_AIRB NQWTWUIL1PK7V7N5Y468       TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000195_CC_AIRB T8KI5SQ2JRWHL7XY0E11       TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000196_CC_AIRB YHKQM2RIPKZYOZ6RVZ46       TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000197_CC_AIRB L2TEUTQ8OSHMJWVLCE40       T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000198_CC_AIRB 549300561UZND4C7B569   884903   TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000199_CC_AIRB HJZQGXYTVV2NWJZLPW74       TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000200_CC_AIRB 5BV01I6231JPDAPMGH09       TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000201_CC_AIRB PRAQ4VOSFIK7OQ8Z2512   4406354   VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000202_CC_AIRB WT03B8BB1IX8WI9ZGV02         Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000203_CC_AIRB 549300WHE4O6UJ2KU013         Yamana Gold Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000204_CC_AIRB 5493003DNMEAO1DT3F51       ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000205_CC_AIRB NI14Y5UMU60O7JE9P611       ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000206_CC_AIRB 549300Q3WREIMQYFBC20       0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000207_CC_AIRB 5493007KVRV2OKRXFA55   CH-020.3.035.716-8   AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000208_CC_AIRB 529900H7ZPIGI2U3CJ14         AXPO TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000209_CC_AIRB 213800Y5RWKLDPUTT265       BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000210_CC_AIRB 529900UPDCU6WEL7W167       BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000211_CC_AIRB   2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000212_CC_AIRB 5493002MXX2JLKWLE880       567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000213_CC_AIRB 549300I08UA8SMJON743   CH-270.3.002.354-9   DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000214_CC_AIRB 549300ADLU67CYBFIW70   CH-645.1.008.684-9     Elsevier Finance SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000215_CC_AIRB 529900Y8BGAFVVVYVN24       GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000216_CC_AIRB 213800SVRMQA1TD91D41       GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000217_CC_AIRB 213800PSSU2QXF1WLR89       GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000218_CC_AIRB 549300DHSS9U1QKJZG57   KVK 34275373 0000   1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000219_CC_AIRB 529900EHPFPYHV6IQO98       HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000220_CC_AIRB 529900Q0YED3805QXQ66         KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000221_CC_AIRB 52990074N8ID7UPV7A95         LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000222_CC_AIRB 549300EFW4H2TCZ71055         Lonza Group AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000223_CC_AIRB KY37LUS27QQX7BB93L28   CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000224_CC_AIRB 529900I2PEF1FN6N6723       2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000225_CC_AIRB         NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000226_CC_AIRB 549300HUJ5CJUX02RS52         OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000227_CC_AIRB 5299002JRTT699WFOV74         OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000228_CC_AIRB 549300HMJAFUW4NSKI73         Paul Reinhart AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000229_CC_AIRB         ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000230_CC_AIRB 529900PTQ0Z1J44SHZ08   CH-100.3.010.656-7   STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000231_CC_AIRB 549300R3N69ECGYPU434       SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000232_CC_AIRB 213800Z8NOHIKRI42W10     NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000233_CC_AIRB 5493000KUC3Z24U77V93       SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000234_CC_AIRB 5493005SL9HHOXS3B739   CHE-102.753.938   SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000235_CC_AIRB 549300HTOMQG20JYV568       SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000236_CC_AIRB KSVC38RP5WL6C6LJGG03       TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000237_CC_AIRB 549300VBJS7MG74G2H60         Weatherford International Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000238_CC_AIRB         WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000239_CC_AIRB         XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000240_CC_AIRB 50ZCTKCMUDIABGHX3R52         Zurich Insurance Company CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000241_CC_AIRB 549300IF4IFG0FS0RM26       AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000242_CC_AIRB 549300NLTGCFV7482429       CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000243_CC_AIRB 549300YP3P0JZBLIV197         EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000244_CC_AIRB 549300G475ACIABB4385     USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000245_CC_AIRB 549300HX3UUDPEFTG707       LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000246_CC_AIRB 549300RUPF4SKMJPUR70       BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000247_CC_AIRB         600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000248_CC_AIRB A25574TZFLBNK7NWQT47       PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000249_CC_AIRB 724500JV0VHPRVANL538   5778 ANN4327C1220   HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000250_CC_AIRB 213800MRTA64ULUE9919         CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000251_CC_AIRB 549300OEZB4GETCGFX34         GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000252_CC_AIRB 549300IVA1PZNX2MN285       0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000253_CC_AIRB 2138001LK2Z2HSER4U15       PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000254_CC_AIRB 31570010000000137835 1131604 29287391     ALTA, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000255_CC_AIRB 31570010000000116592 657856 25572881     ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000256_CC_AIRB 31570010000000075367 765380 28402758     BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000257_CC_AIRB 31570010000000115525 834699 46504940     Cerea, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000258_CC_AIRB 31570010000000034336 1023328 70994226     České dráhy, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000259_CC_AIRB 315700CTFRL3U2DNMO58 633919 25085689     CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000260_CC_AIRB 529900S5R9YHJHYKKG94     CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000261_CC_AIRB 315700XJHXU2PD40RU82 865668 48589837     DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000262_CC_AIRB 529900C5PL4JGDILRZ94 837043 46678468     HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000263_CC_AIRB 31570010000000099520 644725 25322257     IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000264_CC_AIRB 31570010000000032687 1086806 931     METALIMEX a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000265_CC_AIRB 315700JDC49X4VSP6Z49 601013 14915     Metrostav a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000266_CC_AIRB 31570066GBSS7JYFEL35 817880 45193592     MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000267_CC_AIRB 31570010000000120084 832322 46342796     OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000268_CC_AIRB 31570010000000009116 699640 26463318     OTE, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000269_CC_AIRB 31570010000000026285 671247 25860038     Pars nova a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000270_CC_AIRB 315700LTSCT2O45NWM28 805950 43873189     PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000271_CC_AIRB 31570010000000115622 817271 45148155     Primagra, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000272_CC_AIRB 549300KL08IFWLTWLQ52 691287 26271303     Skanska a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000273_CC_AIRB 529900I8XOZDM4ZQSQ21       1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000274_CC_AIRB 31570010000000031135 923751 62623753     ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000275_CC_AIRB 213800Z39ZW4XHAAUA27 725860 27195147     SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000276_CC_AIRB 3157004ICDH3MRKW7534 889798 60193336     Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000277_CC_AIRB 31570010000000055191 617997 18050646     TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000278_CC_AIRB 3157007C98ILJK5ST356 609769 15886492     UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000279_CC_AIRB 315700EFFOU65ETZ0V16 886003 531766     UNISTAV a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000280_CC_AIRB 31570010000000001356 672337 25877950     VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000281_CC_AIRB 31570010000000003490 710607 26823357     VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000282_CC_AIRB 31570010000000015033 697350 26415623     W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000283_CC_AIRB 5493005KH7FO1T5TMX47 1236614-2     ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000284_CC_AIRB 549300JSX0Z4CW0V5023 1319784-3       ADIDAS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000285_CC_AIRB 549300X1WWPGMS47QQ72 1215807-7     ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000286_CC_AIRB 529900SO83U6ISM6DL85 2832395-4 HRA36525B     ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000287_CC_AIRB 529900K9B0N5BT694847 1100627-7     ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000288_CC_AIRB 529900C058B9OTVFTU36 2033673-1 HRB98981     ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000289_CC_AIRB 549300FJWANEIJ25D318 1545974-6       Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000290_CC_AIRB 529900YNBT62HCUPRG10 1106210-6       AUGUST STORCK KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000291_CC_AIRB 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000292_CC_AIRB 529900PXZU3YHO6HMD80 1130123-1       Axel Springer SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000293_CC_AIRB 529900AJX4TCFW0QT666 1104883-2       B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000294_CC_AIRB 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000295_CC_AIRB 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000296_CC_AIRB 549300J4U55H3WP1XT59 1109561-9     BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000297_CC_AIRB YEH5ZCD6E441RHVHD759 1103190-3     BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000298_CC_AIRB 529900SM0FDLLYATXU36 1103233-1       BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000299_CC_AIRB 5299001BUUGXAREGE533 1103821-3     BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000300_CC_AIRB 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296   GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000301_CC_AIRB 529900XBEZ2EYI9ZOV89 3010079-6       BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000302_CC_AIRB 529900FOTM78R9Q9NY89 1163617-2 HRB75534   2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000303_CC_AIRB NNROIXVWJ7CPSR27SV97 2926464-5     BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000304_CC_AIRB 529900OQDCYXCLQOAY53 1105482-2       Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000305_CC_AIRB 5299000XH7YX33EJZP65 2730972-3       CARL ZEISS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000306_CC_AIRB 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000307_CC_AIRB 529900O4ND7T8ABIXF67 1235957-6       Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000308_CC_AIRB 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000310_CC_AIRB 5299007VZZKH65OCN774 2781995-2       Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000311_CC_AIRB 5299008ODF4EFHRI0G60 2402196-6 HRB8957   7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000312_CC_AIRB 5299005LEM60UYKU5235 1106512-5       DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000313_CC_AIRB 529900R27DL06UVNT076 2344103-3 HRB19360   DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000314_CC_AIRB 5299006S0UKN6D9ZP412 2451917-5       DB NETZ AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000315_CC_AIRB 529900I2DLZPTFPENJ05 1106744-4       DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000316_CC_AIRB 5299005A2ZEP6AP7KM81 2537834-0     ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000317_CC_AIRB 52990063S23N13HU4E98 1818189-1 HRB50000B   DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000318_CC_AIRB 529900PH63HYJ86ASW55 1107110-7 HRB2168   LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000319_CC_AIRB 52990063W8KQHQMF4M43 2623414-6     DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000320_CC_AIRB 529900ITHU5Y51F1S257 1107106-5       DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000321_CC_AIRB 549300V9QSIG4WX4GJ96 2185287-6 HRB6794   DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000322_CC_AIRB 529900KSWLV9JYE7NC83 2095980-5 HRB34977     DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000323_CC_AIRB 529900QTO8D2QK2TJG32 1107340-0       Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000324_CC_AIRB 529900Y1AT9MQF6UYT42 2836050-1 HRB203044     DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000325_CC_AIRB 529900YZNQ3MUUZ02M47 1117002-4 HRB242     Douglas Holding AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000326_CC_AIRB 5299004W7VTLPROHR533 1125242-6 HRA8242     DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000327_CC_AIRB 529900EWEX125AULXI58 3008027-9     PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000328_CC_AIRB 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000329_CC_AIRB 52990076FKBR9THZ8C62 2779318-1       DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000330_CC_AIRB 529900Z8W8S8J1P7U364 1105067-1 HRA9905     E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000331_CC_AIRB Q9MAIUP40P25UFBFG033 1134262-3 HRB22315   EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000332_CC_AIRB 5299000MT7P9STUCL908 1137158-0       Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000333_CC_AIRB 529900JSFZ4TS59HKD79 2331844-7     EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000334_CC_AIRB 549300OQ94C7KRGGC351 2177540-8     ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000336_CC_AIRB 41GUOJQTALQHLF39XJ34 1518676-0     154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000337_CC_AIRB 529900L64X6KZZW19R71 1108854-9     4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000338_CC_AIRB 529900D7N2PTTZWFWN57 2579145-0       F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000339_CC_AIRB 529900EI7R9SCEJP4T76 1109776-3 00311027000005     FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000340_CC_AIRB 529900WBP9HFX10RKB30 1110203-5       FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000341_CC_AIRB 529900VHM89GUAJ1RK35 1114926-7 HRB25   1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000342_CC_AIRB 5299001ERX0K10IZUL40 1110198-7       FRAPORT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000343_CC_AIRB XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000344_CC_AIRB 5299006NS9FCLFHZVL76 1578686-6 HRB714579     Freudenberg SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000345_CC_AIRB 529900KXMB40SPYJD743 2052428-6 HRB36569B   7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000346_CC_AIRB 549300PHUU0ZZWO8EO07 1122951-5     GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000347_CC_AIRB 529900JGEOQMCDYOK785 1135188-9       Gelsenwasser AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000348_CC_AIRB 529900F916IVP0TJZK88 1051383-6 HRA11722     GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000349_CC_AIRB 5299006GD4UWSYZOKC28 2877346-3 HRB56040   GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000350_CC_AIRB 529900OJM5EX75OD8032 1113335-2       Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000351_CC_AIRB 529900K6BWO03KP4GU58 1113443-4       Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000352_CC_AIRB 529900J0V7C8Z8MLN980 2943243-2       Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000353_CC_AIRB 529900LPAX2H9S4NKU05 1215951-3       Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000354_CC_AIRB 529900F4P4RV4Z50PI82 1114066-2 HRB527     GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000355_CC_AIRB HD52L5PJVBXJUUX8I539 2294348-4     HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000356_CC_AIRB 5299007CE1VJWKM99H49 1130882-2 HRB2680KI   4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000357_CC_AIRB 529900MKHOFQI4A0XC48 2873755-9       HAWE Hydraulik SE DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000358_CC_AIRB 52990022107L9199GO56 2588017-0       HDI Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000359_CC_AIRB 529900755OZXM37H4975 1115355-8       Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000360_CC_AIRB LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000361_CC_AIRB 529900ZM98OISTG16932 1115394-7     HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000362_CC_AIRB 529900PLX4ADJFWIY024 1135805-8     2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000363_CC_AIRB 52990027B9ARY5AC8476 1115622-1       HELM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000364_CC_AIRB 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000365_CC_AIRB 5493007EO7JOPWXHBJ27 1740986-3 HRB3364     Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000366_CC_AIRB 529900BVZYMVDRRSXY68 1306869-7 HRB390485   3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000367_CC_AIRB 529900O7US4NP0J6XD12 1179777-6       HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000368_CC_AIRB 529900Y25S8NZIYTT924 1116241-9     HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000369_CC_AIRB 5299008WW53GLXRORN29 1350826-2 HRB2311   HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000370_CC_AIRB 529900LFVU534EBRXD13 1104693-5       HUGO BOSS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000371_CC_AIRB TSI2PJM6EPETEQ4X1U25 2443536-4     IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000372_CC_AIRB 529900FFRTWZQXTTUB07 1193155-7     7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000373_CC_AIRB 529900DJMOF0DTSWHO38 2850239-1 HRB40163     JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000374_CC_AIRB 529900YURAYD4IJX2J91 1128982-4 HRB2669   SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000376_CC_AIRB 529900WFRVF4SQ2EV734 1121308-9 HRA102851   509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000377_CC_AIRB 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486   KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000378_CC_AIRB 5299001GRRO0Z25YZT52 1130169-4       Knorr-Bremse AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000379_CC_AIRB 529900IQ90WSXBWSTD78 1131272-5       KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000380_CC_AIRB 529900LUYJ0V8SOOT260 1173404-3 HRA4415   3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000381_CC_AIRB 529900MAU9591GT2S236 2849255-1       KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000382_CC_AIRB 529900NY2GSZWWUBW049 1120219-9       KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000383_CC_AIRB 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000384_CC_AIRB 529900VPRFDDIN7BE119 1117324-2 HRB22709   IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000385_CC_AIRB 529900FR2K4P9L9XLV21 1119187-1       KWS SAAT SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000386_CC_AIRB 529900PTLRE72EMYIJ77 2451186-7 HRB53652   LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000387_CC_AIRB 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000388_CC_AIRB 529900EW0ZH7KAZ11H71 1797294-4       Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000389_CC_AIRB WTV8QGD5UD7MMD4HS345 1121375-8     LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000390_CC_AIRB 529900SL1W4KHVE18T81 1121582-9       LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000391_CC_AIRB 52990098TR1QJBWIYG58 1147145-5       MAHLE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000392_CC_AIRB 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000393_CC_AIRB 5299009Z8B0YE4ECMJ92 1044964-3       Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000394_CC_AIRB 5299009WLGROB3HKM878 1522457-9       MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000395_CC_AIRB 529900OAREIS0MOPTW25 2198479-4 HRB6164   MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000396_CC_AIRB 5299001X9L42HXEBCZ51 1188960-7       Ceconomy AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000397_CC_AIRB 529900ZYVEIYJRO6TG34 3328361-5       Meyer Werft GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000398_CC_AIRB 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959   MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000399_CC_AIRB 529900807L67JY81RD65 2755947-5     MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000400_CC_AIRB 529900ISR2VNZV1C0T93 1182822-5       MVV Energie AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000401_CC_AIRB 529900UXIUW801PQDI37 2597701-8       N-ERGIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000402_CC_AIRB 529900HVDYCUWVD0OE76 2551585-9       NORDEX SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000403_CC_AIRB 549300UH52ZS8O00MO03 1125476-0       Osram GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000404_CC_AIRB 529900LMI5FN0KFOE272 1125552-8 HRA62024   OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000405_CC_AIRB 529900ELIX8Z8PQ6CU28 2593300-3       PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000406_CC_AIRB 529900HT3KJHBHNHDT64 1397102-3 HRB6100   259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000407_CC_AIRB 52990037VWJGYKGP9877 1131747-6 HRA3551   2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000408_CC_AIRB 5299008XQJHPTOF8R354 2696731-5 241336g   661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000409_CC_AIRB 529900NY0WWQUKOMWQ37 2399699-4     PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000410_CC_AIRB 529900Z5KBA9KJP6EK09 1196360-0       R+V Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000411_CC_AIRB 5299001OU9CSE29O6S05 1127893-4     RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000412_CC_AIRB 529900F0LT5OP4SV6122 1104684-4       Robert Bosch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000413_CC_AIRB 529900BZ1C5S5WQENF25 2820967-4 HRB721056     ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000414_CC_AIRB 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000415_CC_AIRB 529900Q5SR06C5T8NO26 1128992-3 HRB8372   7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000416_CC_AIRB 529900D6BF99LW9R2E68 1308819-0     SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000417_CC_AIRB 529900JL0HDVGZMUJF32 3043578-8       IHO Verwaltungs GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000418_CC_AIRB 529900D8QMD1LL0E2393 2800313-5       Schletter GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000419_CC_AIRB 529900DG0F6AGQAP6N55 1131407-7 55234831     SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000420_CC_AIRB 5299009QTM3SJL9BNR19 2209676-2       Schott AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000421_CC_AIRB 529900ZCRUJ3J5PYWX81 2577577-6     RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000422_CC_AIRB 52990038IB31TYK07X63 1129569-8     SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000423_CC_AIRB W38RGI023J3WT1HWRP32 1129508-6 HRB12300B   SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000424_CC_AIRB 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000425_CC_AIRB 549300WM0X4AUT710770 3278292-2       Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000426_CC_AIRB 529900FMTTLMH0P0DL10 1473528-6       STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000427_CC_AIRB 549300YTRYZPM57T3319 1132051-2       STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000428_CC_AIRB 529900QOJGJ2975GD560 2971375-7       Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000429_CC_AIRB 5299003M4PGUGL48LS74 3094881-4       Styrolution Group GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000430_CC_AIRB 529900Y2V1QWBDCBT818 2653119-4       Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000431_CC_AIRB 529900S8QNB101D40S72 1130211-4     SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000432_CC_AIRB 529900D82I6R9601CF26 2819960-2 HRB200436     SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000433_CC_AIRB 529900P710MOUBKZDL27 2269857-5 HEESHRB85143     Techem GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000434_CC_AIRB 529900COI81IT9N2Y682 3009289-4 HRB180660     THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000435_CC_AIRB 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000436_CC_AIRB 529900JBK6KNC4HSW032 1672825-5       Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000437_CC_AIRB 52990021AYVJLL2XMK94 2182800-9 HRB16654   7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000438_CC_AIRB 529900SL2WSPV293B552 1126744-0     TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000439_CC_AIRB 3VEKWPJHTD4NKMBVG947 2353095-9       United Internet AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000440_CC_AIRB XQMNIROSQAS7Y9TT7I97 2515082-2 NRWKOHRA24116   LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000441_CC_AIRB 529900I1IDJLEXFUYN67 3340688-5       WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000442_CC_AIRB 529900AGED6PJE9AVL37 3185940-8       Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000443_CC_AIRB 52990023338VFV5AIN59 1134669-9 HRA3389     VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000444_CC_AIRB W24EDTPHEV8NJOD4FA29 1627667-7       VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000445_CC_AIRB 5299004TYSI0Z73QUE46 1227804-0 HRB725621     Voith GmbH & Co. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000446_CC_AIRB 529900NNUPAGGOMPXZ31 1134796-0     VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000447_CC_AIRB 0NURKC5Q3CJYZPPK5046 1134904-0       WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000448_CC_AIRB 529900KKY5IMBX35M241 2679160-8 HRB7736     Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000449_CC_AIRB 529900KQ44OJDIDU6J81 1135571-6       WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000450_CC_AIRB 5299006E92R0717GXP27 3189637-6 HRA16706   0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000451_CC_AIRB 529900A8LX4KL0YUTH71 2543621-3     WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000452_CC_AIRB 529900CAYOWB8YIG7X25 1136858-6       ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000453_CC_AIRB 549300D2K6PKKKXVNN73   22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000454_CC_AIRB     63965812     A/S SCHOUW & CO DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000455_CC_AIRB 549300ADWYS7RRJ8BG19   14244441     Aalborg Portland A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000456_CC_AIRB 549300Y047DQV30CKT47   49723911     ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000457_CC_AIRB 549300PLP6WVTICKLD32   10526949     ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000458_CC_AIRB 529900IJ6T4P1O10R377   25313763     ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000459_CC_AIRB     25511484     Atea A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000460_CC_AIRB 213800KB128IK92MCD10   44782510     AVK Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000461_CC_AIRB 2138009LJ6FGTV868W59   22069519     BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000462_CC_AIRB 5493008YL42784DMWN61   25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000463_CC_AIRB     27626904     Catering Engros A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000464_CC_AIRB 213800JF2XSR5NXGL660   12760043     Cheminova A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000465_CC_AIRB 549300MKPW8ZF3E8MW37   28318677     Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000466_CC_AIRB 213800AWZ8U3FVALIO26   26259495     Coop Danmark A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000467_CC_AIRB 213800UW822WLK2HZF47         Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000468_CC_AIRB 529900BWY373HVUNIC90   28527411     Dagrofa ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000469_CC_AIRB     13878595     Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000470_CC_AIRB 213800FJJH5XFNFIAK90   23256118     Damstahl A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000471_CC_AIRB 5493007I2KABJNYPD639   20165715     DANFOSS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000472_CC_AIRB     59789317     Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000473_CC_AIRB 21380063C9WS18D6WJ21   26121264     Danish Crown A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000474_CC_AIRB 2138007QUZXQLFGCSV45   24246930     DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000475_CC_AIRB 549300FQY6MX8USM0112   35954716   4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000476_CC_AIRB 549300JUFTJMOTC28B39   28113951     Danske Commodities A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000477_CC_AIRB 213800ZCQ8X5QYJWVQ60   42344613     Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000478_CC_AIRB 549300JZVW1Y1UZ5UK38   14194711     DFDS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000479_CC_AIRB W9NG6WMZIYEU8VEDOG48   36213728     DONG Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000480_CC_AIRB 529900X41C0BSLK67H70   58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000481_CC_AIRB 213800K83X1E9HF1MD69   55828415     DT Group A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000482_CC_AIRB 529900C0U279ORGJC950   45349918     Ecco Sko A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000483_CC_AIRB 213800Z47P2HZJKJSK23   75272014     EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000484_CC_AIRB 549300JN1F17UXJMM315   17225898     ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000485_CC_AIRB 5299003X050CWGDW1Z87         Energinet.dk SOV DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000486_CC_AIRB 213800MXXDGQ3ITPXI41   58180912 DK0010234467   FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000487_CC_AIRB 549300036WZGCBDPDZ92         GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000488_CC_AIRB 5493006R4KC2OI5D3470   56759913     H. Lundbeck A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000489_CC_AIRB 213800HTGI1CTA7CKP20   34728712     Hedegaard A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000490_CC_AIRB 213800NLXK98F6PC2R37         ISS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000491_CC_AIRB 549300RIPHN847476O42         J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000492_CC_AIRB 54930032G32N1F8JBV10         KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000493_CC_AIRB UGKYQUOFW6QSIS3P4P93   47458714   LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000494_CC_AIRB 52990077KVK7QCK2NG31   56759514     LEO PHARMA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000495_CC_AIRB 529900B5B2U7TIJN7757         MONJASA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000496_CC_AIRB 213800WNLA5AH3U4WI67   12562233     MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000497_CC_AIRB 549300UQ0QRC1KXGRE08   20293195     NEAS Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000498_CC_AIRB     10845858     Nellemann Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000499_CC_AIRB 529900197LKWCEQ0NL18   62725214     NKT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000500_CC_AIRB 2138007XB7AUOGS4N159   11142141     NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000501_CC_AIRB 2138005ON7KF6M74P542   81203113     Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000502_CC_AIRB 549300DAQ1CVT6CXN342       NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000503_CC_AIRB 529900T6WNZXD2R3JW38   10007127     NOVOZYMES A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000504_CC_AIRB 213800LALFCP5FJXW153   62497718     Nowaco A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000505_CC_AIRB 213800PRY3GUP6B5GG04   39170418     OK A.m.b.A. DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000506_CC_AIRB 213800RE7TE67AUCJS21   11369677     Polar Seafood Denmark DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000507_CC_AIRB 213800QRC7LNX935OZ09   54879415     Rockwool International A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000508_CC_AIRB     42997811     SANISTÅL A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000509_CC_AIRB 549300M5XVDYG4I7CC28   14049673     Scan Global Logistics DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000510_CC_AIRB 5299003KG4JS99TRML67   31080185     SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000511_CC_AIRB 529900N96EOVRB114D28   14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000512_CC_AIRB 549300ZSIJREG4GDWJ45         Topdanmark A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000513_CC_AIRB 213800A5UXABGUQ3PX11   22460218     TORM A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000514_CC_AIRB 213800BIA5L8OPBER229         Tryg Forsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000515_CC_AIRB 213800O8J7U9F8Q8VQ80         Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000516_CC_AIRB     14003606     Tulip Food Company A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000517_CC_AIRB 54930026SJ2OBLO6M470   25481968     Verdo A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000518_CC_AIRB 549300DYMC8BGZZC8844   00311171460005     VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000519_CC_AIRB 213800RM6L9LN78BVA56   71186911     WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000520_CC_AIRB 5493005044RTLQ5RZU70         Eesti Energia AS EE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000521_CC_AIRB 549300YENFNR57ZJ3X76         ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000522_CC_AIRB 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288   ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000523_CC_AIRB 549300GKFVWI02JQ5332 ESA08209769 A08209769   ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000524_CC_AIRB 95980020140005800000       ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000525_CC_AIRB 95980020140005558665 ESA28004885 A28004885   ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000526_CC_AIRB 213800NKU21ZN7P7RT54 ESA84409408 A84409408   AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000527_CC_AIRB   ESA26019992 A26019992   0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000528_CC_AIRB 95980020140005491929   A78839271   A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000529_CC_AIRB 549300MXEGOT8MV1B924 ESA62186556 A62186556   ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000530_CC_AIRB 549300CGERG48M7P5E96         CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000531_CC_AIRB   ESA46146387 A46146387   0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000532_CC_AIRB   ESA20001020 A20001020   CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000533_CC_AIRB 95980020140005319366 ESA48012009 A48012009   OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000534_CC_AIRB 54930063C6K2TNFL6H10         DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000535_CC_AIRB   ESA15139314 A15139314   DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000536_CC_AIRB 529900U1P1JEV71EBO44 ESA28006104 A28006104   4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000537_CC_AIRB 95980020140005374753 ESA28017895 A28017895   1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000538_CC_AIRB 95980020140005491250   A48027056   ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000539_CC_AIRB 213800VIN4XHLVFIOE10   A86484334   ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000540_CC_AIRB 549300LHK07F2CHV4X31 ESA28023430 A28023430   ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000541_CC_AIRB 95980020140005732198         ESCAL UGS S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000542_CC_AIRB 95980020140005757903 ESA81939209 A81939209   FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000543_CC_AIRB 95980020140005178328 ESA28037224 A28037224   FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000544_CC_AIRB 549300CKUXDA0CKRQJ56 ESA80477144 A80477144   GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000545_CC_AIRB TL2N6M87CW970S5SV098 ESA08015497 A08015497   GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000546_CC_AIRB 95980020140005484363 ESB48943864 B48943864   495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000547_CC_AIRB   ESA58389123 A58389123   GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000548_CC_AIRB 213800OILC5Q9AR63B63   A09092305     Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000549_CC_AIRB   ESA84173947 A84173947   1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000550_CC_AIRB 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615   IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000551_CC_AIRB 549300GEL7LRGKK0DG70         Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000552_CC_AIRB GGYEFW27TI7Q3C3XB343         INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000553_CC_AIRB 95980020140005007414         INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000554_CC_AIRB 549300D4HOJHH0LSET81 ESA41694266 A41694266   4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000555_CC_AIRB 95980020140005317620         ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000556_CC_AIRB 95980020140005606874         IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000557_CC_AIRB 529900S4UWJNVO9LEH81   A60195278   4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000558_CC_AIRB UIUPNLHSQI58ZL7O2J82   A78346558   MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000559_CC_AIRB 95980020140005021479 ESA79075438 A79075438     MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000560_CC_AIRB   ESA78304516 A78304516   MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000561_CC_AIRB 95980020140005311703         NAVANTIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000562_CC_AIRB 95980020140005395317 ESA48010573 A48010573   OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000563_CC_AIRB   ESA36603587 A36603587   PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000564_CC_AIRB 549300N94L4D5NDBFG97 ESA28430882 A28430882     PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000565_CC_AIRB 54930070W8XSY31XK130 ESA78003662 A78003662   REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000566_CC_AIRB BSYCX13Y0NOTV14V9N85   A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000567_CC_AIRB   ESA08000820 A08000820   DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000568_CC_AIRB 549300QHD5DP0GOPGX63         SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000569_CC_AIRB 213800JEZBUPZKWJGF49 ESA28092583 A28092583   TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000570_CC_AIRB 549300EEJH4FEPDBBR25   KvK 24269798 0000   TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000571_CC_AIRB   ESA08356727 A08356727   TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000572_CC_AIRB 549300FM9ZIJB5FCS825         TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000573_CC_AIRB 95980020140005462150 ESA79524054 A79524054   571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000574_CC_AIRB 5299008CBH6EAEH1VZ37 ESA28293348 A28293348     WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000575_CC_AIRB 743700FHGZEV5UGCB005     FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000576_CC_AIRB 529900Q14KI1SCMIMO82         Bayer Nordic SE FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000577_CC_AIRB 5493002B0GOVF42KWX33         Cargotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000578_CC_AIRB 549300P8N0P6KDGTJ206     XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000579_CC_AIRB 743700TU2S3DXWGU7H32   0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000580_CC_AIRB 7437006ZZI1F7CUA5518         Fingrid Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000581_CC_AIRB 213800SB6EOB8SSK9W63     FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000582_CC_AIRB 743700BKTW4EQIVKYY42     FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000583_CC_AIRB 635400IUIZZIUJSAMF76     FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000584_CC_AIRB 74370031Y7RK5H88CQ48     FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000585_CC_AIRB 743700OX6HSVMCAHPB95         KESKO OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000586_CC_AIRB 2138001CNF45JP5XZK38 1927400-1 HRB57225   KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000587_CC_AIRB 2138007FRMWVPUDCMA45     FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000588_CC_AIRB 5493009GY1X8GQ66AM14     FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000589_CC_AIRB 549300A0JPRWG1KI7U06     FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000590_CC_AIRB 743700YQIO8Y4L4WKR40         Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000591_CC_AIRB 74370061PO7C10E3PA54         Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000592_CC_AIRB 5493009YRUJJDCFF0R80     FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000593_CC_AIRB 549300R0VN9C371W0E07     FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000594_CC_AIRB 743700X6KUJ0Z8GJIF03         POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000595_CC_AIRB 743700CIR72J2LJZO637         Ramirent Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000596_CC_AIRB 743700XJC24THUPK0S03     FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000597_CC_AIRB 743700IFQI6W89M1IY95         STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000598_CC_AIRB 7437000ZP669LKUTZ738       STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000599_CC_AIRB 743700LQ48IZBTZN4S52   0196656-0 XS1043513529   Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000600_CC_AIRB 743700PKLY067IZIF588         Tikkurila Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000601_CC_AIRB 213800EC6PW5VU4J9U64     FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000602_CC_AIRB 743700G7A9J1PHM3X223     FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000603_CC_AIRB 549300TLDC3IQX97WU26         Wihuri Packaging Oy FI Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000604_CC_AIRB 529900M13GM4VSTE6W80         YIT Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000605_CC_AIRB 969500QZC2Q0TK11NV07       AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000606_CC_AIRB 969500PJMBSFHYC37989       ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000607_CC_AIRB 969500AQW31GYO8JZD66     FR0000031122   AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000608_CC_AIRB 969500MMPQVHK671GT54       AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000609_CC_AIRB 969500RAZNDFVFATTJ14         ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000610_CC_AIRB 969500CCRD8GYWLG6R54   542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000611_CC_AIRB 969500TZFFAS8XMVPQ44       ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000612_CC_AIRB 549300W64S5Q0I46LK20         ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000613_CC_AIRB 96950032TUYMW11FB530       ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000614_CC_AIRB 9695007B0RXQCHHTGR34   305207169   AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000615_CC_AIRB 96950026BLIV09FMSM49       AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000616_CC_AIRB         ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000617_CC_AIRB 213800U12KWYZEECZ934   572139996   ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000618_CC_AIRB 9695002SV2VP9CU42826       ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000619_CC_AIRB F5WCUMTUM4RKZ1MAIE39         AXA SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000620_CC_AIRB 969500MOCLNQFNZN0D63   572015246   EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000621_CC_AIRB 96950077L0TN7BAROX36       CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000622_CC_AIRB 549300B8P6MUJ1YWTS08       CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000623_CC_AIRB 969500VHL8F83GBL6L29   554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD - PERRACHON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000624_CC_AIRB 9695001K81BDUET02H66       CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000625_CC_AIRB 969500FCVQ5SLAAUJV59       GA S1 Equity CGG FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000626_CC_AIRB 969500WESYQMQ1F2C272         CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000627_CC_AIRB 969500BZJ49IICIBZZ08         CMA CGM S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000628_CC_AIRB 969500QKVPV2H8UXM738       CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000629_CC_AIRB 213800CP8292W9E8LJ69   552115891   DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000630_CC_AIRB 969500DZBBMYHB8NAM93   552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000631_CC_AIRB NFONVGN05Z0FMN5PEC35       SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000632_CC_AIRB 549300SOSI58J6VIW052       ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000633_CC_AIRB 969500D8BWYH453FLN28         CRISTAL UNION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000634_CC_AIRB 85OKW2SW05RZFQS1W718       JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000635_CC_AIRB 969500H6VMRN7AY1ZU14   441133808   85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000636_CC_AIRB 9695006LOD5B2D7Y0N70       EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000637_CC_AIRB       FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000638_CC_AIRB 549300X3UK4GG3FNMO06     FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000639_CC_AIRB 9695001HM585I0NEI780   380543678     Elior FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000640_CC_AIRB 549300LUH78PG2MP6N64         Eramet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000641_CC_AIRB 549300M3VH1A3ER1TB49   712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000642_CC_AIRB 529900HC20ELW4B6XI30         Euler Hermes France FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000643_CC_AIRB 52990087UKA0U2TO8412         AIRBUS HELICOPTERS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000645_CC_AIRB 549300MCOOY1V7P2PG30       ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000646_CC_AIRB 969500WASBF8AZP8TC02   323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000647_CC_AIRB 969500F0VMZLK2IULV85     FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000648_CC_AIRB 969500UPKU9VF8XAEU18   775625767   1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000649_CC_AIRB 969500P8M3W2XX376054         Fonciere des Regions FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000650_CC_AIRB 969500MCOONR8990S771       FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000651_CC_AIRB 5493005GNGE7UFJCIL03       FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000652_CC_AIRB 969500YWO65OHPVAHN71         GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000653_CC_AIRB LAXUQCHT4FH58LRZDY46     FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000654_CC_AIRB 5299007I0OJCYZX6IL07         GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000655_CC_AIRB 9695003E4MMA10IBTR26   592014476     Gecina FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000656_CC_AIRB 9695004TMMZ3JBKJO332   377791967   UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000657_CC_AIRB 969500ASEC557H5A4F22   476180625     Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000658_CC_AIRB 969500KMUQ2B6CBAF162       BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000659_CC_AIRB 969500O3KMCBQT8KGK58         Groupe Soufflet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000660_CC_AIRB 969500FY5T5MLH4G9A95       RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000661_CC_AIRB 969500LYSYS0E800SQ95   408168003     Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000662_CC_AIRB 969500I3QVK40XEORU25   495137077     HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000663_CC_AIRB 969500UDH342QLTE1M42   582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000664_CC_AIRB 969500FZ9BTRZS3JNB97   342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000665_CC_AIRB 54930075MZSSIB2TGC64   449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000666_CC_AIRB 9695002OY2X35E9X8W87         Ipsos SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000667_CC_AIRB 549300ORN5E1P46ATH26   440413730   IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000668_CC_AIRB 9695009KV7AFPDEI5S30       DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000669_CC_AIRB 549300VGEJKB7SVUZR78   552075020   PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000670_CC_AIRB 969500PB4U31KEFHZ621   780152914     Klepierre S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000671_CC_AIRB 969500L0T16HX3R78P61         La Mondiale FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000672_CC_AIRB 9695000YG7TR7PAP0L59       222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000673_CC_AIRB 969500O558W10MK2JF76         Labco SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000674_CC_AIRB 549300DNNL29KCEPRZ85     FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000675_CC_AIRB 969500VX2NV2AQQ65G45       MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000676_CC_AIRB 969500TJLHIZLFRWEQ48     FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000677_CC_AIRB 969500C0B8YR7HT3OM14       221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000678_CC_AIRB 529900JI1GG6F7RKVI53     FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000679_CC_AIRB IOG4E947OATN0KJYSD45       MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000680_CC_AIRB         MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000681_CC_AIRB 969500081CGAXB7YS433   424064707     Mercialys FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000682_CC_AIRB 969500DZ56QVIKRIU954         Monoprix SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000683_CC_AIRB 96950015FU78G84UIV14       NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000684_CC_AIRB 549300DMQNOND6LEVJ13         Novacap SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000685_CC_AIRB 969500CDLQKYAR1PT761         NutriXo SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000686_CC_AIRB 969500SHDTSMKBXKKO85         Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000687_CC_AIRB 52990097YFPX9J0H5D87     FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000688_CC_AIRB 969500TZ5950IT5FPQ42       UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000689_CC_AIRB 969500C0PA29TV19CT55       221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000690_CC_AIRB         PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000691_CC_AIRB 2138004KW8BV57III342     FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000692_CC_AIRB 969500AI7V5V0J9TOU58       RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000693_CC_AIRB 5493004V6A3Z027YT216       RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000694_CC_AIRB 969500F7JLTX36OUI695     FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000695_CC_AIRB 969500VZN4KDEZ14C105   412280737   224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000696_CC_AIRB 969500N6AVPA51648T62       RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000697_CC_AIRB 969500FO141C5967KC72         Roquette Freres FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000698_CC_AIRB 969500JRJW0K2ET1UP76   444619258   226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000699_CC_AIRB 969500UIC89GT3UL7L24       SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000700_CC_AIRB 549300E9PC51EN656011   395030844   SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000701_CC_AIRB 969500A1YF1XUYYXS284       SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000702_CC_AIRB 96950056ULJ4JI7V3752       SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000703_CC_AIRB 969500WP61NBK098AC47       SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000704_CC_AIRB 969500KDAUM9TYWQTR36   470801168   286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000705_CC_AIRB 969500LCBOG12HXPYM84       SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000706_CC_AIRB 9695005U38X1SF184325   552028425   QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000707_CC_AIRB 969500VEVOWR22R2YR86       9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000708_CC_AIRB 969500A4MXJ3ESPHK698         SNCF MOBILITES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000709_CC_AIRB 9695001UJ7FMZ37G6N39   572119550   593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000710_CC_AIRB 9695002EVBYM5B2OIP31       4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000711_CC_AIRB 969500NQMNC0PVUY8V74       TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000712_CC_AIRB 529900FNDVTQJOVVPZ19       HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000713_CC_AIRB     542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000714_CC_AIRB 969500BWNQ1B0PI06I59   492520333     Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000715_CC_AIRB 969500SHQITWXSIS7N89   682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000716_CC_AIRB 5493006IH2N2WMIBB742       FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000717_CC_AIRB 969500P2Q1B47H4MCJ34       VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000718_CC_AIRB 969500LENY69X51OOT31       VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000719_CC_AIRB 9695009YI1863TOVDP79         Vicat SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000720_CC_AIRB 213800WFQ334R8UXUG83       DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000721_CC_AIRB 969500FU4DRAEVJW7U54       VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000722_CC_AIRB 969500M98ZMIZYJD5O34   572174035   MF FP Equity Wendel FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000723_CC_AIRB 969500SFFMSIHH11UO32       ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000724_CC_AIRB 549300MJIRPTCHAYW359   7847174     ABP Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000725_CC_AIRB 213800B4XZJ3ZDM7CL47       AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000726_CC_AIRB 2138003R7TGCSVF27H47   SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000727_CC_AIRB 213800HPMHRN3PT62M97   06279732   0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000728_CC_AIRB DTA07N5U5HK2KC1SCM04   01675285 GB0000282623   AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000729_CC_AIRB 2Y33NQ5FPI8PR8L9QX13   2854310   AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000730_CC_AIRB 213800DL377MH46PDY63   4330322     Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000731_CC_AIRB 549300S9XF92D1X8ME43   3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000732_CC_AIRB VVT2B79I2Z4U3R6BY589   7876075   AON UN Equity Aon plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000733_CC_AIRB       GB00B15Y0C52   AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000734_CC_AIRB 549300F4RYR1DNTO2O39   6137924     Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000735_CC_AIRB GBQKSY6W7G0OHCQ8OQ72   293262   ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000736_CC_AIRB PY6ZZQWO2IZFZC3IOL08   2723534   ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000737_CC_AIRB YF0Y5B0IB8SM0ZFG9G81   2468686   AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000738_CC_AIRB 213800TSKOLX4EU6L377   02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000739_CC_AIRB 8SVCSVKSGDWMW2QHOH83   1470151   BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000740_CC_AIRB CT4UIJ3TUKGYYHMENQ17   395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000741_CC_AIRB 2138006R85VEOF5YNK29   604574   BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000742_CC_AIRB 2138001T2QEV5RXMFI32   00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000743_CC_AIRB     1480047   BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000744_CC_AIRB         0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000745_CC_AIRB V1LV067AJN766PCJIG11   3763515   BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000746_CC_AIRB 549300C116EOWV835768   3196209   BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000747_CC_AIRB VK07P8T49UYFO085O712   3114356   BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000748_CC_AIRB 213800V93QFW53NB7Y29   1036959     Bodycote International Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000749_CC_AIRB 213800TGK6XXFA2TBO31   3558065     Boparan Holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000750_CC_AIRB 213800M11ELCLQ8VF938   4011660     Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000751_CC_AIRB 549300ZPID4GQRDWI318 1104733-9 HRB113611   BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000752_CC_AIRB G1KG0OQD10NOMCMLDZ35   00542515   BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000753_CC_AIRB 213800MBRRUVQIONAN53   4578621   BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000754_CC_AIRB 549300136VSBKI0Q8750   5262170     Brenntag UK Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000755_CC_AIRB 375X9PSJLLOV7F21O626   01777777   IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000756_CC_AIRB 2138001S874P3WKNCV04   3407696   BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000757_CC_AIRB 5493000IBP32UQZ0KL24   RC000057     British Broadcasting Corporation GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000758_CC_AIRB RV5B68J2GV3QGMRPW209   621920     British Land Company PLC (The) GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000759_CC_AIRB 2138003TS48MQKF4BZ29   9256967   BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000760_CC_AIRB 549300OWFMSO9NYV4H90   01800000   BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000761_CC_AIRB 635400L3NVMYD4BVCI53   5604923   BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000762_CC_AIRB     358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000763_CC_AIRB ZIMCVQHUFZ8GVHENP290   2779134     Bupa Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000764_CC_AIRB 213800J3MPR8KO94D535   3458224   BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000765_CC_AIRB 213800UL7Z7B6GLBZ213   3314066     C&J Clark Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000766_CC_AIRB CMIGEWPLHL4M7ZV0IZ88   2081330   CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000767_CC_AIRB 6SNZTEXLR1M5211YYB89       CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000768_CC_AIRB 4DR1VPDQMHD3N3QW8W95   4039524   CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000769_CC_AIRB 2138001E12GWLLDQQF16   7105905   CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000770_CC_AIRB E26EDV109X6EEPBKVH76   3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000771_CC_AIRB 549300IF6EUDVXYQI061   5900853     CEVA Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000772_CC_AIRB 213800U9A54VQJ5P2J41   86662   CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000773_CC_AIRB 213800J2J3TOOI176M73   5212407   CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000774_CC_AIRB 213800A41R9NL49E5632   00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000775_CC_AIRB 2138008M6MH9OZ6U2T68   4083914   CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000776_CC_AIRB 6354003CVDDPNXREIR29   FC031117     CPUK Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000777_CC_AIRB 4OFD47D73QFJ1T1MOF29   184594   DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000778_CC_AIRB 213800NPR9YDSBO86U08   03162897 GB0002502812   DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000779_CC_AIRB 5493007MMUEIF4NJG110   5448421   DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000780_CC_AIRB 213800J4UVB5OWG8VX82   3369634   DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000781_CC_AIRB 213800BXKQ9KZNUR1M61   1819699     Derwent London PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000782_CC_AIRB 213800ZVIELEA55JMJ32   23307   DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000783_CC_AIRB 2138005HMFMTYXNEEX13   SC000750     DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000784_CC_AIRB 5299004HGJWHJ71M5T77   5671205     DNL UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000785_CC_AIRB 2138001GRMZ39JRSE316   01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000786_CC_AIRB 39RSBE4RCI4M15BLWH36   1377658   SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000787_CC_AIRB 2138001LSWETH5TDQG53   2366777     DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000788_CC_AIRB 213800U5R8Q5KGM2KU56   2366906     Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000789_CC_AIRB 549300XUUK1H52EDCK10         EDC Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000790_CC_AIRB 549300ZM2QCFG22BOJ03   2366949     Electricity North West Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000791_CC_AIRB 549300KVXDURRKVW7R37   647788   ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000792_CC_AIRB 2138008LJU6WFQWOXJ73   7140891   ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000793_CC_AIRB 7N0UJMJLXD0MDT5D5086   7023598     Ensco plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000794_CC_AIRB 549300V1O67HJV48FS61   6845434     ENW Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000795_CC_AIRB 5493007MOZNA03BVNE96   5444653   ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000796_CC_AIRB 21380023G8LF55V46281   02954623     EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000797_CC_AIRB 213800SVCZ6YZ8YJI569   2462001   4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000798_CC_AIRB 5493002X7O83FCJVYO69   7329930     Eversholt Funding Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000799_CC_AIRB JPO68XMABX4DR21BNE65   8263590   0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000800_CC_AIRB 54930080DFVZ551GGT17       EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000801_CC_AIRB 635400RXXHHYT1JTSZ26   653331     EXPERIAN PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000802_CC_AIRB 213800JLG5TPE3RBYG56   4094619     FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000803_CC_AIRB 549300DEJZCPWA4HKM93   SC157176   FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000804_CC_AIRB 549300JXWH1UV5J0XV81   6344120   FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000805_CC_AIRB 213800WTATMITUGXJQ69   FC031364     Friends Life Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000806_CC_AIRB 549300L3KWKK8X35QR12   4992207   GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000807_CC_AIRB 213800OOHUV3HHP46A02   00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000808_CC_AIRB 213800E8KX2VV9YDY362   1991018     Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000809_CC_AIRB 549300IK25CZHKVLAL89   03768267   1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000810_CC_AIRB 5493007Q8VD7Q3ZYZS59   2258699   GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000811_CC_AIRB     3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000812_CC_AIRB 213800N9W2D8A4GJGR36   04542769   2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000813_CC_AIRB 213800QIJMYMW6TSBG41   5333192   GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000814_CC_AIRB 213800R9N5F2WRMGTR50   24511   GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000815_CC_AIRB 213800U8JEPF65PSKU22   6143540     GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000816_CC_AIRB 2138007FRGLUR9KGBT40   00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000817_CC_AIRB 213800G1C9KKVVDN1A60   360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000818_CC_AIRB 529900N6RQR0PX7ZTR62   4626078   HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000819_CC_AIRB 213800QC8AWD4BO8TH08   2150950   HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000820_CC_AIRB 549300J5R8AWMHPE7O05   1991017     Heathrow Airport Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000821_CC_AIRB 7TI96JO3DYEIQWZ7Z726   99529     Heathrow Funding Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000822_CC_AIRB 213800YRHAPNN54BKN78   5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000823_CC_AIRB 213800UTXVFRH9XBL453   7939278     Iceland Acquico Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000824_CC_AIRB 213800FGWQXPVI86SE26   5879252     Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000825_CC_AIRB     3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000826_CC_AIRB 2138002D68XDR4LZCG32   7084307     Ineos Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000827_CC_AIRB     5134420   IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000828_CC_AIRB 549300OGASR5WRKJ8R68   2234775     INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000829_CC_AIRB       GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000830_CC_AIRB ZLECI7ED2QMWFGYCXZ59   4967001   ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000831_CC_AIRB 213800VGZAAJIKJ9Y484   185647   SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000832_CC_AIRB 529900RRNKUM3INJGF98   KvK 34233247 0000   JBH LN EQUITY JAB Holdings B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000833_CC_AIRB 213800CHWARFAAN7UB85   1709784   JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000834_CC_AIRB 5493008LNN1X4R79PJ89   SC034970 GB0005790059   JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000835_CC_AIRB 549300PLYY6I10B6S323   SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000836_CC_AIRB 2138001AVBSD1HSC6Z10   33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000837_CC_AIRB 213800JFIBCR4LGUA242   SC015382 GB0004769682   JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000838_CC_AIRB     06467400   KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000839_CC_AIRB 2138002RKCU2OM4Y7O48   02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000840_CC_AIRB 213800KBMEV7I92FY281   1664812   KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000841_CC_AIRB 213800QOWHF5R9VLL274   1429533   LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000842_CC_AIRB 213800JH9QQWHLO99821   1417162   LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000843_CC_AIRB 549300BSGXG3QLIQYT84   8379990     Liberty Global plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000844_CC_AIRB 213800JDI3GTKPG4XI38   3929195     London Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000845_CC_AIRB 213800QAUUUP6I445N30   05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000846_CC_AIRB 213800JP7STUK5WKRE92   1000608   MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000847_CC_AIRB 213800IU37OVVT5ZXP41   8338561     Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000848_CC_AIRB 213800CN1RI3UCIZWB95   214436   MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000849_CC_AIRB 213800HQB746UJ9UWM15   5135049   MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000850_CC_AIRB 213800Q6RP3ZJ2CZR962   31461     Marston's PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000851_CC_AIRB 213800HX7FMPA2CIEF02   2798634     McBride plc GB Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000852_CC_AIRB YMFO3TKB4UAWQTDZJJ31   432989   MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000853_CC_AIRB 213800E7QA1U8BF34219   4778667   MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000854_CC_AIRB 213800LOZA69QFDC9N34   6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0000855_CC_AIRB 4PQUHN3JPFGFNF3BB653   2068222     Morgan Stanley & Co. International plc GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000856_CC_AIRB 213800A8IQEMY8PA5X34   2590560   NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000857_CC_AIRB 8R95QZMKZLJX5Q2XR704   4031152   NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000858_CC_AIRB 213800H88F5EE4B1D697   5090412     Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000859_CC_AIRB 213800UGAULQ1FVD4B35   1618428     NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000860_CC_AIRB 213800WQD8ECPZP9PH98   4412362   NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000861_CC_AIRB 549300JIM3ERGZFGGL27   6428375     North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000862_CC_AIRB 635400GPHRFKZQIBUK45   NI026892     Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000863_CC_AIRB 213800B3ZUTDOZYVJB41   53171   NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000864_CC_AIRB 213800PWPM9HZIEEO670   2366703     Northumbrian Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000865_CC_AIRB 213800WWVCAPAMOZ1M98   5584873     NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000866_CC_AIRB         2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000867_CC_AIRB 213800G8P2ULTOP62Q95   5915896     Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000868_CC_AIRB 213800J364EZD6UCE231   00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000869_CC_AIRB 213800NL5NLBY6YIBI88   2019023   6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000870_CC_AIRB 2138004JBXWWJKIURC57   53723   PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000871_CC_AIRB     2304195   PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000872_CC_AIRB 213800V1CCTS41GWH423   02366640 GB00B18V8630   PENNON GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000873_CC_AIRB     1818486   PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000874_CC_AIRB 549300OPFWKTD6BUFP71   4267536   PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000875_CC_AIRB 213800U93SZC44VXN635   00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000876_CC_AIRB XB3CXKKKED7OMV80FY35   00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000877_CC_AIRB 213800791EF5XP7WW494   2641728   QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000878_CC_AIRB 213800NRSZ1N2Y6LEX44   5777981     R&R Ice Cream plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000879_CC_AIRB 5493003JFSMOJG48V108   6270876   RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000880_CC_AIRB 549300WSX3VBUFFJOO66   2746616     Relx Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000881_CC_AIRB 549300VN4WV7Z6T14K68   5393279   RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000882_CC_AIRB 549300JJKH86IWQ78005   191285   REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000883_CC_AIRB 2138009113L7IDGEM175   358901   RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000884_CC_AIRB X57JK1U580XATGR67572   1003142   RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000885_CC_AIRB 213800ANK59AYB612F23   93792   RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000886_CC_AIRB 213800JQB9FWF5SD6F42   4138203     ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000887_CC_AIRB     2578443   RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000888_CC_AIRB 549300HOGQ7E0TY86138   2339826   RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000889_CC_AIRB Y4DQT2X5DDRE70QFR206   3528416   SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000890_CC_AIRB 549300Y7M5CC1U5DBX07   SC264065     Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000891_CC_AIRB 549300KI75VYLLMSK856   SC117119   SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000892_CC_AIRB 213800X1T29YFAYMPC26   SC144517   AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000893_CC_AIRB 21380085VKJ5NICZBA52   SC193794   IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000894_CC_AIRB 549300WPVG0TZSPBYR76   SC199549   LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000895_CC_AIRB 213800XC35KGM9NFC641   167591     SEGRO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000896_CC_AIRB 549300PT2CIHYN5GWJ21   02048608 GB0007973794   SERCO GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000897_CC_AIRB 213800RPBXRETY4A4C59   2366619   SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000898_CC_AIRB 213800CNEIDZBL17KU22   SC077438   SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000899_CC_AIRB 213800VDC1BKJEZ8PV53   00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000900_CC_AIRB 213800ZTMDN8S67S1H61   00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000901_CC_AIRB 213800MJL6IPZS3ASA11   137013   SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000902_CC_AIRB AJOW550HA7E8YNKF5D89   4120046   6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000903_CC_AIRB 213800H7NWVLCWAVKA15   3043097     South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000904_CC_AIRB 213800YQRUOQE9HPX193   4295398     South Staffordshire PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000905_CC_AIRB 213800FR2VAOKRYRHX45   2366665     South West Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000906_CC_AIRB 549300SR1GYYNBZQGX56   4094290   SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000907_CC_AIRB 549300SPX8573VZ2SK79   5167021     Southern Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000908_CC_AIRB 213800NCZLJFDE8Y8D88   7581353     Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000909_CC_AIRB 213800Z4CO2CZO3M3T10   02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000910_CC_AIRB 4L663LRNTBQ008OK2N07   SC100764   SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000911_CC_AIRB 0TMBS544NMO7GLCE7H90   SC286832   SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000912_CC_AIRB 549300GUNF6FFGH4LN53   9743802   532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000913_CC_AIRB 213800QHYTM5QRFSEM66   3355631   SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000914_CC_AIRB 213800WF53FVDRRHRF44   7105891   TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000915_CC_AIRB 213800TR86P337IE8605   2280000   0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000916_CC_AIRB 2138008K14474WPKZ244   76535   TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000917_CC_AIRB 21380089BTRXTD8S3R66   296805   TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000918_CC_AIRB 2138002P5RNKC5W2JZ46   445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000919_CC_AIRB 213800JKM5UQHFJOTZ25   2366661     Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000920_CC_AIRB 2138009TF1SYOMQLBJ60   02100855 GB0003753778   THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000921_CC_AIRB 213800VZ4671W3DVB860   6575598   TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000922_CC_AIRB 2138003BOFNAAO14YV58   2553288   8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000923_CC_AIRB 2138001I27OUBAF22K83   824821   TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000924_CC_AIRB 213800B6YQZAE8LHAW84   6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000925_CC_AIRB 2138003EYHWO75RKS857   3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000926_CC_AIRB 549300MKFYEKVRWML317   41424   ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000927_CC_AIRB 213800Y1TEVS8REY1M35   5957557     United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000928_CC_AIRB 2138008EZCXK4ANQHF89   3207231     United Business Media holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000929_CC_AIRB 213800KYT12UFB2VE455   2366616   UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000930_CC_AIRB XCJQ23OWIJNLHN7RQC93   1022786   271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000931_CC_AIRB 213800F3BD6N3G6XHU16   251977   CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000932_CC_AIRB 213800TB53ELEUKM7Q61   1833679   VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000933_CC_AIRB 549300UPYDURLSSFVL38   9223384     Western Power Distribution Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000934_CC_AIRB 2138006LIAYQKUCYBB20   29423   WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000935_CC_AIRB     4212563   WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000936_CC_AIRB 213800Z5WTW8QKOHWQ82   04178808 GB0030329360   WINCANTON PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000937_CC_AIRB 213800IN6LSRGTZSOS29   358949   MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000938_CC_AIRB 549300HTNGX0DU8W1F65   5537577   WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000939_CC_AIRB 635400LNUHA2LDXXV850       GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000940_CC_AIRB 8NUHUXWN9LG4XBGJ7O17   241565   CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000941_CC_AIRB 635400CHHI1XZLVQH675         Coillte Teoranta IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000942_CC_AIRB 549300MIDJNNTH068E74     IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000943_CC_AIRB 213800UPS1QEE4TD3T45       DCC LN Equity DCC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000944_CC_AIRB 635400HRFGVKXFHZ8O77   9401     Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000945_CC_AIRB 635400UFHDIQCDZ6JK11     IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000946_CC_AIRB 635400VCPRSU89DLMZ57   480184 XS0856023493   ESB Finance Limited IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000947_CC_AIRB 635400RKRK5EGXSPC782       EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000948_CC_AIRB 635400YN51CDCGBYFZ31         Fyffes plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000949_CC_AIRB 5493008VFFOIPWCZJK45     IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000950_CC_AIRB 635400BE9SBAG61DJ963       GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000951_CC_AIRB 6354007LIXWZ5WPPT308   519799   GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000952_CC_AIRB 9XTI53MZJ013RO12SX05   2936 IE00B59HWB19   INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000953_CC_AIRB       IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000954_CC_AIRB 635400HM7V74SUB9OG75         Kingspan Group plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000955_CC_AIRB 635400JJOWHIYAJER733         MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000956_CC_AIRB 635400EG4YIJLJMZJ782     IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000957_CC_AIRB 635400WKFIPCHCKVW376   104547   RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000958_CC_AIRB 396PBGKP6TE3O062MS44       STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000959_CC_AIRB 635400CPLP8H5ITDVT56     IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000960_CC_AIRB 549300INUT2G0ST5K268   327184   TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000961_CC_AIRB 635400K7UEIKHMNKLJ02         Total Produce plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000962_CC_AIRB     482042     XL Group PLC IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000963_CC_AIRB VZVOSGGS8JITR4J7J704         Amtek Auto Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000964_CC_AIRB 8GRDBX1TJ0PU5NCSHT72   MH008931   BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000965_CC_AIRB         BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000966_CC_AIRB         IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000967_CC_AIRB FMVY1IZCSYXSAFRDIT05       LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000968_CC_AIRB         RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000969_CC_AIRB 5493003UOETFYRONLG31       RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000970_CC_AIRB 1GZWF073IJTD6XPRUU65         Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000971_CC_AIRB 213800Z3CFZOLXPJWN61         Landsvirkjun IS Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000972_CC_AIRB 81560076E3944316DB24 3812211 493995   A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000973_CC_AIRB 8156000962B2EB41FE28 5988397 1497770   4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000974_CC_AIRB 8156004FCECE0879E118 15161747 191346   7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000975_CC_AIRB 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000976_CC_AIRB 8156008183686996C911 25090618 3567090232     ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000977_CC_AIRB 8156007259ABDEA3F444 15214381 971268     Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000978_CC_AIRB 549300H2RFDYI3YP5R63 13960200 263011   337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000979_CC_AIRB 529900EKXEGSRCGAAC89 14856155 2791070044   4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000980_CC_AIRB ZYXJDNVM2JI3VBM8G556       AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000981_CC_AIRB 815600B611746717CC98       50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000982_CC_AIRB 549300FZRH46R7DWAX12 1248024 557390   4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000983_CC_AIRB 815600049A1F9AFE6666 4140157 1192794   MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000984_CC_AIRB 8156000BEB8FC062F442 1020333 120591   2168Z IM EQUITY ARTSANA - SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000985_CC_AIRB 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000986_CC_AIRB 81560001F41A81948348       AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000987_CC_AIRB 8156008DEC771409C487 18631331 1023691   AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000988_CC_AIRB 5299003D9N2698I3C257 1367700 188902   AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000989_CC_AIRB 815600149448CEB9B230 19402720 1037417   3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000990_CC_AIRB   26926563 1057205   3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000991_CC_AIRB 529900RRESEDV68K0S54 28770346 235460   BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000993_CC_AIRB 8156004C04255952AB77 1076562 821225   BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000994_CC_AIRB 5299003DX5YLKSVJ6K59 2930031 134288   BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000995_CC_AIRB 8156006BEAA911EC0A47 1019726 587878     CANDY SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000996_CC_AIRB 8156008B101B97A43B02 1053555 160498   CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000997_CC_AIRB 815600F3213951394367 40014779 2001719     Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000998_CC_AIRB   4544552 8114020152     CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000999_CC_AIRB 8156009034C1A5108284 15716081 61357     Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001000_CC_AIRB 815600DBF6DC4BC94832 1061039 260769   0310548D IM EQUITY CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001001_CC_AIRB   8327877 819280157     COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001002_CC_AIRB 815600A5C1DD6C3A8455 1093853 154950364     CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001003_CC_AIRB 81560039BF5C1D8E5A15 2836130 60793   3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001004_CC_AIRB 5493005TWX96RDJ9I655         De Agostini Invest SA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001005_CC_AIRB 529900WS2E20BA5J4L49 16183303 1698754   EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001006_CC_AIRB WOCMU6HCI0OJWNPRZS33       ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001007_CC_AIRB BUCRF72VH5RBN7X3VL35     IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001008_CC_AIRB 81560081EE079FBED395 19377159 3544950961     ENOVA S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001009_CC_AIRB 8156004604684CA44A90         ERG S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001011_CC_AIRB 8156004CE82074779D19 13870596 1664630223     FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001012_CC_AIRB 549300J4SXC5ALCJM731       1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001013_CC_AIRB 5493004C1SL445NFDR90       F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001014_CC_AIRB 8156001B8AD051794959         FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001015_CC_AIRB 529900X4EEX1U9LN3U39 1053767 7031   FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001016_CC_AIRB 815600C3CCA800EF5D96 1134215       FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001017_CC_AIRB 815600E12249DD563C29 26650695 1143814     Gamenet S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001018_CC_AIRB 81560098DBDD66154985         GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001019_CC_AIRB 8156001250E819E30127       GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001020_CC_AIRB 8156001294017C870346 11027526 10022100159     GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001021_CC_AIRB 8156005113BD16699393 24907200 RM1117269   LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001022_CC_AIRB   15541251 1638878   4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001023_CC_AIRB 8156009414FD99443B48 3201267 363550   HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001024_CC_AIRB 815600D86992FDA7B908 1035363 149288   IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001025_CC_AIRB 815600A7D7C7A85F8B51 2733792 1168660262     I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001026_CC_AIRB 81560033824BE53C7D28 3585262 1303501215     IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001027_CC_AIRB 549300KTGKED5E25JR59       IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001028_CC_AIRB 213800M4YYCP6E8YUX94 2714789 2589327     IPLOM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001029_CC_AIRB 8156001EBD33FD474E60 10431674 281364   IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001030_CC_AIRB 8156009D23D0FDC70C93 1007005 50   ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001031_CC_AIRB 815600236A6B5AE5B406 26754254 167186     Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001032_CC_AIRB 549300I1NMOBS4B1LT88     IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001033_CC_AIRB   7003703 481230266     MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001034_CC_AIRB 815600292DA01BE68971 3755075 152396   3184788Z IM EQUITY MARCEGAGLIA - S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001035_CC_AIRB 815600C8D55034EB5379 3779273 64334     Marcolin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001036_CC_AIRB 213800DIFN7NR7B97A50 552637 1264109   MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001038_CC_AIRB 815600325D15DD92A023 4376875 4846130633     MOBY S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001039_CC_AIRB   1653085 110858   3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001040_CC_AIRB 8156003A100E8AB89697 6794759 1865640369     PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001041_CC_AIRB 8156001B96890989C002 23641842 5411110827     PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001042_CC_AIRB 5493006293RJBDQWJL92 5944540 169833   PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001043_CC_AIRB 8156000256C2431C2E92 4495509 134077   PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001044_CC_AIRB 815600A0C9AFC1F2A709       PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001045_CC_AIRB 815600EDDBB07C9BDB90 15591777 2246400218     PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001046_CC_AIRB 815600354DEDBD0BA991 3465665 842633   POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001047_CC_AIRB 8156000FE0A2DC5B7852 16232311 1343952   PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001048_CC_AIRB 213800VHJ22UE2BRRZ48 3830970 706270410     PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001049_CC_AIRB   23687310 1777895   PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001050_CC_AIRB 815600B9FC8D18A5D034 1058024 291350635     RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001051_CC_AIRB 81560086FA79BEDD6B94 13270817       RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001052_CC_AIRB   5012487 8850400154     SACAL - SOCIETA' ALLUMINIO CARISIO - S.P IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001053_CC_AIRB 815600AF08EE2EC2DE92 1035262 8924   226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001054_CC_AIRB 815600FC906D230A1420 16077541 86111   SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001055_CC_AIRB 549300PHV8MBDHWB8X12 1086637 788744   SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001056_CC_AIRB 549300UKR289DF4UXQ47 1013056 525502   SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001057_CC_AIRB   6524595 3957900487     SAMMONTANA - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001058_CC_AIRB 8156006755200B82EB33 1246827 836320150     SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001059_CC_AIRB 5299005KJSU2AQUJUH84 1066932 49540   SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001060_CC_AIRB 815600D2FC31AF713B07 1012950 166476     SNAI SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001061_CC_AIRB 8156002278562044AF79 16067629 1633443   SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001062_CC_AIRB EOJCGSUI4NX234BL7V57 14234253 1594238   2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001063_CC_AIRB 815600141CFE5F4C4325 19113128 1016401   4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001064_CC_AIRB 815600C3438977CBBE37 1038951 68670397     TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001065_CC_AIRB 81560029415DF1381583 1030384 195810262     TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001066_CC_AIRB 815600AC5599D16D9A40 3335773 574643   MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001067_CC_AIRB 549300W384M3RI3VXU42     IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001068_CC_AIRB 815600CD7323A82E5092 28935694 1763778   2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001069_CC_AIRB   1037712 182850362     TERMOSANITARI CORRADINI - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001070_CC_AIRB 8156009E94ED54DE7C31       TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001071_CC_AIRB 549300IN56S27SDGEI85 18659000 1019536   80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001072_CC_AIRB 8156003E86EBA167A868       0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001073_CC_AIRB 815600FE9E92D9D6C309 3554534 201271   TFI IM EQUITY TREVI - FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001074_CC_AIRB         4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001075_CC_AIRB 815600B8027C92F0DA07 4257672 1189360066     VIBAC S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001076_CC_AIRB 549300YSFQKM1C0X4E45 11321265 884361   WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001077_CC_AIRB 549300DHPOF90OYYD780       5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001078_CC_AIRB 549300IZYK3206QECG76       CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001079_CC_AIRB 549300MIFE1VEW02GY83     JP3298600002   COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001080_CC_AIRB 549300T6IPOCDWLKC615       6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001081_CC_AIRB J48DJYXDTLHM30UMYI18       8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001082_CC_AIRB 5493004LQ0B4T7QPQV17       6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001083_CC_AIRB 4P4N3ORD02UGQT1T1W12   0100-01-008776   8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001084_CC_AIRB KVIPTY4PULAPGC1VVD26       8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001085_CC_AIRB 5493008VBQD43X8QCS14         Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001086_CC_AIRB 5493000QYMPFRTEY4K28       6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001087_CC_AIRB         7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001088_CC_AIRB 5493003BZYYYCDIO0R13       9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001089_CC_AIRB 5493004SE33MRLPB1W98       2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001090_CC_AIRB         6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001091_CC_AIRB V82KK8NH1P0JS71FJC05       8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001092_CC_AIRB 54930074QUY8RD0UZM08         Suntory Holdings Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001093_CC_AIRB 549300ZLMVP4X0OGR454       4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001094_CC_AIRB 549300LBHTST91VKHO68       6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001095_CC_AIRB 5493006W3QUS5LMH6R84       TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001096_CC_AIRB         004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001097_CC_AIRB         000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001098_CC_AIRB 549300MGHLPT1EFHGF84       2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001099_CC_AIRB 549300IHVJRWVT07S523       3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001100_CC_AIRB 5493003DTPH8AMMK4P51       NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001101_CC_AIRB 549300FNENFFSMO3GT38     XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001102_CC_AIRB 213800S7DNJQX6LHTQ21   133818917     AB "Kauno grūdai" LT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001103_CC_AIRB       LU1014539529   ALTICE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001104_CC_AIRB 5493003BU7PAH5RRM092       APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001105_CC_AIRB 2EULGUTUI56JI9SAL165       MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001106_CC_AIRB 549300GJ79DYFBBF5T83       0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001107_CC_AIRB 5493007GVB1I2FDSS786   B0155849   CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001108_CC_AIRB 549300938QUWMPITJ642       COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001109_CC_AIRB 529900W1S8TJDDH8YB29         Encevo S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001110_CC_AIRB     350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001111_CC_AIRB 213800568PRHV2JR9650     XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001112_CC_AIRB 213800WHKNIC1JQQG433       8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001113_CC_AIRB 8XJ8KF85PBKK1TLMFN29         Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001114_CC_AIRB 549300MBM5B61VCW5A23         International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001115_CC_AIRB RUOKPID0PZ0UWJYU9J61       DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001116_CC_AIRB 529900XUC6PXMN6ABU42       TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001117_CC_AIRB 549300CTHC1CP86P2G96       MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001118_CC_AIRB         0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001119_CC_AIRB 213800IUIRBFRNCYVR24       3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001120_CC_AIRB 549300VEJMMZCY6OBU06       PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001121_CC_AIRB 529900UUYBCBB7HMVI56         Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001122_CC_AIRB 549300OZSHE4H5BFQA66         QUILVEST SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001123_CC_AIRB 5493000C8J3C3SZYS040       RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001124_CC_AIRB 5493008JPA4HYMH1HX51       SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001125_CC_AIRB 549300CJ7LW6QSGIL444         Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001126_CC_AIRB 529900BSBZ853DKUP675         TRAXYS SARL LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001127_CC_AIRB 549300RIG2CXWN6IV731         CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001128_CC_AIRB 5493008KEVFYPMGTXO33       KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001129_CC_AIRB 5493000XJLJ6C4T0PG82       GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001130_CC_AIRB 5493000RIXURZEBFEV60       BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001131_CC_AIRB 549300QOAB2GJSFM0381       1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001132_CC_AIRB 549300CAZKPF4HKMPX17         PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001133_CC_AIRB 549300FW3RGHPHT21D10       ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001134_CC_AIRB 5493000MY3DAIB0BP706   TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001135_CC_AIRB 549300EMP9DT6Q35HZ31     NL0000852564   AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001136_CC_AIRB 549300J93WR5DPG0P466   KVK 33232124   ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001137_CC_AIRB 5493007WHKI5H75YJ358   KVK 34215458   ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001138_CC_AIRB 7245007QUMI1FHIQV531   KVK 33235189     Achmea B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001139_CC_AIRB 724500HIKX3QVUQF9G08   KVK 28080300     Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001140_CC_AIRB O4QK7KMMK83ITNTHUG69   KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001142_CC_AIRB 724500XYIJUGXAA5QD70   KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001143_CC_AIRB 724500XBZ9QOPTI11U82   KVK 34108286     Alliander N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001144_CC_AIRB 549300KYQ7B0H0K66406   KVK 33055009   AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001145_CC_AIRB 724500MCUU6QOFRFEA53   KVK 33256360 0000   792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001146_CC_AIRB 7245000UZH70GO047N03     NL0006237562   ARCADIS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001147_CC_AIRB 7245001I22ND6ZFHX623   KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001148_CC_AIRB 724500Y6DUVHQD6OXN27   KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001149_CC_AIRB 7245004JOPUJ0OOWTU73   KVK 30031823     ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001150_CC_AIRB 724500XFMNHF1GFPYJ05   KVK 08125298   3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001151_CC_AIRB 5299006ZHG3IXU0PNJ56   KvK 27106340 0000   1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001152_CC_AIRB       NL0000852580   BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001153_CC_AIRB       NL0010776944   BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001154_CC_AIRB 529900AOH3NBA8PZFG65   KvK 32097651 0000   0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001155_CC_AIRB 549300WGC2HZ5J67V817       CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001156_CC_AIRB 549300BXVNOCYQ83FU09   KVK 34154633   KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001157_CC_AIRB       NL0000200384   CORE LABORATORIES NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001158_CC_AIRB 549300UNTCLR21YKLL62   KVK 30073501 NL0000288967   Corio N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001159_CC_AIRB       NL0009294552   DELTA LLOYD NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001160_CC_AIRB 724500S75737K2SFDA03   KVK 22031457     Delta N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001161_CC_AIRB 213800N8X49KJRTNDM49   KVK 3419663   DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001162_CC_AIRB 529900M7QSB704RUUT95   KVK 34182495   AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001163_CC_AIRB 724500KRQECMCRGM1971   KVK 14026250     EBN B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001164_CC_AIRB 5299007L43AQDFOW5739   KvK 34121496 0000   1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001165_CC_AIRB 724500R5IP6TFKTNRU48   KvK 24306393   2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001166_CC_AIRB 549300XW2F91G4T4WC42   KVK 34149162   ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001167_CC_AIRB 529900011V8VJ3BUKR64   KVK 17115973   RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001168_CC_AIRB       NL0000288876   EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001169_CC_AIRB       NL0000352565   FUGRO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001170_CC_AIRB 2138005FTXOJUBQ5J563   KVK 24243533   GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001171_CC_AIRB 724500EJ2TDPAITRSJ55   KVK 02089290     GasTerra B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001172_CC_AIRB       NL0000400653   GEMALTO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001173_CC_AIRB 549300L10EVYURBFIH66   KVK 55293980     Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001174_CC_AIRB 529900SNLFF5M6HJ1T36   KvK 33286563 0000   1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001175_CC_AIRB 724500K5PTPSST86UQ23   KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001176_CC_AIRB 7245008C9KMJL9P2UI77   KVK 34323653     Hyva Global B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001177_CC_AIRB 724500CR19MQGFWFBZ64   KvK 34217578 0000   0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001178_CC_AIRB TLLG0UTU6ZHOG003X735         Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001179_CC_AIRB 54930050LBZUR4138I72   KVK 27120438     ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001180_CC_AIRB     KVK 24311905   2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001181_CC_AIRB 724500C9GNBV20UYRX36   KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001182_CC_AIRB 724500V38C5KTDY5BS93   KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001183_CC_AIRB 724500SNT1MK246AHP04   KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001184_CC_AIRB 549300YO0JZHAL7FVP81   KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001185_CC_AIRB H1FJE8H61JGM1JSGM897   KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001186_CC_AIRB 724500HZ4BN317I12G68   KVK 06016321   KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001187_CC_AIRB 724500UL634GFV1KYF10   KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001188_CC_AIRB 529900WQGOTJDYG9NP76   KVK 09151956   LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001189_CC_AIRB 5H8RMHHYTWIP1RKLCE38   KvK 34115238 0000   2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001190_CC_AIRB 549300J6QSW38QNOJK61   KVK 57924562     LYB International Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001191_CC_AIRB BN6WCCZ8OVP3ITUUVN49   KVK 24473890   DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001192_CC_AIRB 635400TMCKVEU87EJ582   KVK 24321697     METINVEST B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001193_CC_AIRB 529900PF6F1OHRZVU341   KvK 33178683 0000   1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001194_CC_AIRB 6354007MKEEGGVUMXO83   KVK 34239108     New World Resources N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001195_CC_AIRB 724500RKMOD48AIWKD94   KvK 24307569 0000   3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001196_CC_AIRB 54930062JS29A5N4GO82   KVK 34248449     Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001197_CC_AIRB 724500GQV9YLNSWECU41   KVK 17179668     Nord Gold N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001198_CC_AIRB 724500TXS5HH3GY4UW42   KVK 30124358     NS Groep N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001199_CC_AIRB 5299000CMF80GY2U0U47   KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001200_CC_AIRB 724500HT4YW45B1Y7859   KVK 57585083     OAK Leaf B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001201_CC_AIRB 549300NCMRGIBJYUOE57     NL0010558797   OCI NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001202_CC_AIRB 724500IM9A059TQLBX63         OCI Nitrogen BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001203_CC_AIRB 72450053F5WRDY8CDZ66   KVK 24291478   OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001204_CC_AIRB Q47A62EK6GMSID3Y8C39   KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001205_CC_AIRB 549300N522D3SS8MKV65   KVK 24320769 0000   3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001206_CC_AIRB 549300VGHFJJ58HE2B54   KVK 17008551   PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001207_CC_AIRB 529900N9UJEHN9UPXN50         PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001208_CC_AIRB 724500Q41FHN0P1GPC53   KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001209_CC_AIRB 54930036WK3GMCN17Z57       QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001210_CC_AIRB 7245009EAAUUQJ0U4T57   KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001211_CC_AIRB 549300XO8R7MPISUO753   KVK 33155037 NL0006144495   Reed Elsevier NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001212_CC_AIRB 5493002YCY6HTK0OUR29   KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001213_CC_AIRB     KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001214_CC_AIRB 5493002N51KZCVBDMS27   24114856 NL0006055329   ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001215_CC_AIRB 213800LBMMAIG1FQP389   KVK 14105351   SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001216_CC_AIRB       NL0000360618   SBM OFFSHORE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001217_CC_AIRB 529900KEH8410ESH1483   KVK 53761790     Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001218_CC_AIRB 724500DX7Q1A19SPY530   KVK 34166584     Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001219_CC_AIRB 7245001TBT3NI9SPNJ75         SHV Netherlands NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001220_CC_AIRB TAFO772JB70PDRN5VS48   KvK 27092998 0000   1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001221_CC_AIRB 724500E9ZG6JMH6E2I14     NL0000817179   SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001222_CC_AIRB 724500ZTKJYJMWVLWJ82   KVK 34297413     SRLEV N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001223_CC_AIRB 5493002SSXOL85X3XC87   KVK 58623701     Syncreon Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001224_CC_AIRB 724500LTUWK3JQG63903   KVK 09083317     TenneT Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001225_CC_AIRB 7245008G22FOV7TYYJ34   KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001226_CC_AIRB 724500978QL7NKMLTQ37   KVK 34210949     TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001227_CC_AIRB       NL0009739424   TNT EXPRESS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001228_CC_AIRB 724500L44K67W7UW1C59         TomTom International B.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001229_CC_AIRB 724500OPA8GZSQUNSR96   KVK 33194984   TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001230_CC_AIRB PX7SUPU7HUNJBQ8BPI65   KVK 33236939   585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001231_CC_AIRB 549300TK7G7NZTVM1Z30   KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001232_CC_AIRB 549300IW6C3SRHUUK147         Vitol Holding BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001234_CC_AIRB 549300FRXSUUW3M2Q281         WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001235_CC_AIRB 724500522D3ORUTUGW47   KVK 05078970   WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001236_CC_AIRB 724500YRQCY3BD9RJZ92     NL0000289213   WERELDHAVE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001237_CC_AIRB 724500TEM53I0U077B74   KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001238_CC_AIRB 5JB3IE65ZU13TA0DGN10         Würth Finance International B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001239_CC_AIRB       NL0006294290   ZIGGO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001240_CC_AIRB         BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001241_CC_AIRB 5493004ZHCILEMZLBS85   00304772770005     FERD AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001242_CC_AIRB 5493009F6KP3UMLPOY27   931186744     ICA Norge AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001243_CC_AIRB 549300ZLJDXBXUNCY824   936738540     National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001244_CC_AIRB 549300N1SDN71ZZ8BO45       NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001245_CC_AIRB 529900J8VSH14TP5VD23         ODFJELL SE NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001246_CC_AIRB 213800T66DRTE6O6BV87   916235291   PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001247_CC_AIRB 529900TH4OAW7WYG1777   987059699     Statkraft AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001248_CC_AIRB OW6OFBNCKXC4US5C7523   923609016   STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001249_CC_AIRB R7NJHU48LTCIOB9BVU57       CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001250_CC_AIRB 259400GYHYZPQ0HTMT82       CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001251_CC_AIRB 259400A9BI23M3K1NK82       LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001252_CC_AIRB 259400WT6MCX3V59XI09         Netia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001253_CC_AIRB 259400TOMPUOLS65II22   10681   TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001254_CC_AIRB 259400TGY6IYEP2EFW87   467426     POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001255_CC_AIRB 259400VVMM70CQREJT74   28860   PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001256_CC_AIRB 259400NAPDFBOTNCRL54       TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001257_CC_AIRB Q1ECZWEVT6ZTFERCPG94     PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001258_CC_AIRB 213800RQXBBZ6KSP1I72   500311390     AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001259_CC_AIRB 2138002PLGLYW8EP7248         AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001260_CC_AIRB 213800V5Z38TLIRQW516   500700834     ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001261_CC_AIRB     502607920     AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001262_CC_AIRB 54930011KNBNPPKW7528   500038015     AUTO SUECO LDA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001263_CC_AIRB 549300RU6UYW1UMYOP92   500194670     BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001264_CC_AIRB       PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001265_CC_AIRB 549300FREK460JU7RG08   500060266     CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001266_CC_AIRB 549300TF1SUYCFUO3840   503309362     COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001267_CC_AIRB     507195515     CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001268_CC_AIRB 213800X28CMB8LAIT849   502557400     CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001269_CC_AIRB 549300RGQV4M16FESU23   500832234     CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001270_CC_AIRB 529900CLC3WDMGI9VH80     PTEDP0AM0009 EDP PL EQUITY EDP - Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001271_CC_AIRB 529900LOXJVWGOH84656   503293695     EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001272_CC_AIRB     504885367     ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001273_CC_AIRB 2138003319Y7NM75FG53   504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001274_CC_AIRB 213800Y3V72PI6W8KG10   511220448     GRUPO PESTANA - SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001275_CC_AIRB 259400A8SZP10GB5IB19     PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001276_CC_AIRB     500073880     LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001277_CC_AIRB 549300SNYKYW15R3UE62   502011475     MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001278_CC_AIRB 549300TLPT6W9R3CLQ86   500197814     MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001279_CC_AIRB 5493003NN4LXUF8JA244         Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001280_CC_AIRB 54930071D35BVUPC5942   502604751     OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001281_CC_AIRB     507979265     OPWAY - SGPS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001282_CC_AIRB 213800ZWKG61JG7ZCF61   500697370     PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001283_CC_AIRB 259400DRC6WOXNVW8B57 500829993 500829993   90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001284_CC_AIRB 549300UNIB7M2AXUXS35     PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001285_CC_AIRB 549300FR1FN48IGHR915     PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001286_CC_AIRB     500246963     REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001287_CC_AIRB 5493002X2CCY60HWCU94   500243590     SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001288_CC_AIRB 549300PXZF74GVQM6867   500058580     SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001289_CC_AIRB 549300EZYIURQ5RGSE56   500278571     SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001290_CC_AIRB 549300KFJPELBPMQH079   500833532     SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001291_CC_AIRB 95980020140005813290   505042037     SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001292_CC_AIRB     500097488     TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001293_CC_AIRB 549300CNE5R74B3XKF57   505266202     UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001294_CC_AIRB   503933139 503933139   3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001295_CC_AIRB 213800IDK8UTYDSFOG74   502544180     VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001296_CC_AIRB   500302200 500302200   0265472D PL EQUITY ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001297_CC_AIRB 549300VOFQC1SPGTZM19   503039063     ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001298_CC_AIRB 549300D3EIDZJB62TR20   21183   ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001299_CC_AIRB 549300UKYDM6L8HEPU79       SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001300_CC_AIRB 549300F8ZIGJVUPIU797   24297754     Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001301_CC_AIRB         GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001302_CC_AIRB         ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001303_CC_AIRB         TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001304_CC_AIRB 5493007RN7O98MYBX124         AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001305_CC_AIRB 549300UCKT2UK88AG251     SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001306_CC_AIRB 549300YECS8HKCIMMB67     SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001307_CC_AIRB 213800T8PC8Q4FYJZR07   5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001308_CC_AIRB 2138002GW5WN1UYZAO32   55611256900004     BILIA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001309_CC_AIRB 549300YJUYJ9A24RXL71     SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001310_CC_AIRB 549300ZACGIQHBBMOD20   5560269549   BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001311_CC_AIRB 213800SE6FV3UDEIEY92   72317831     CAPIO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001312_CC_AIRB 549300GU5OHTR1T5IY68     SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001313_CC_AIRB 549300HCT1WLHEXNLZ18         Dometic Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001314_CC_AIRB 549300Y3HHZB1ZGFPJ93       ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001315_CC_AIRB 549300JNPI46XNH0PM97         Fabege AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001316_CC_AIRB 5493003PZ4F570G3W735         GETINGE AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001317_CC_AIRB 529900XKWB408ZZYBF68         GREEN CARGO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001318_CC_AIRB 213800YUV362W4E1LP46         H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001319_CC_AIRB 54930033BTSY61VHUR49   55601011550004     HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001320_CC_AIRB 549300VOTS5OZ82UTG69     SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001321_CC_AIRB 549300WJFW6ILNI4TA80   5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001322_CC_AIRB 52990080SH3454F0QE68   5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001323_CC_AIRB 549300GYQIIJ3UXB7655     SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001324_CC_AIRB 549300VEBQPHRZBKUX38   556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001325_CC_AIRB 529900X0UEM9DOM6FK12   5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001326_CC_AIRB 549300VD6SNNS5N5V183         KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001327_CC_AIRB 5493005OXRTBK0WSJN46   5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001328_CC_AIRB 529900AB08F05L4HWU11         LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001329_CC_AIRB 213800NS2XXVRYS7WP40     SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001330_CC_AIRB 549300SNQNTHQLZQON04   5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001331_CC_AIRB 549300E8NDODRSX29339   5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001332_CC_AIRB 213800WRGLW3CY4MHW53   55603451740004     NCC SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001333_CC_AIRB 549300KUJMRC9NW93S96         Nobina sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001334_CC_AIRB 5493007VGEKBZGZ6PC69         NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001335_CC_AIRB 549300ES84TRW7EWGU35         Perstorp Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001336_CC_AIRB 549300S2D8BDH1CKLI47         PostNord AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001337_CC_AIRB 549300MIHCMD8DCSBY41   55607269770034     Preem SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001338_CC_AIRB 549300ZHO4JCQQI13M69   556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001339_CC_AIRB 5299008ZUAXN43LVZF54       SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001340_CC_AIRB 5299001G94UPTI8C7N54   5566577416   0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001341_CC_AIRB 529900AE1FZNUH6EVS39     SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001342_CC_AIRB 529900BZYSUQLQSPNR07   5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001343_CC_AIRB 635400TTYKE8EIWDS617       SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001344_CC_AIRB 5493004WOSC31U83UG49   5561063834   SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001345_CC_AIRB 549300MA1BZYJU87BW55   5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001346_CC_AIRB 549300X6MQ0GG8BRY481         SKF sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001347_CC_AIRB 5493002FIVSWBLEV7P15         SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001348_CC_AIRB 529900329VS14ZIML164   5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001349_CC_AIRB 529900J0C48FH28HNQ19   5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001350_CC_AIRB 213800CWLTI7WZCC2R35   5560010802   1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001351_CC_AIRB 5299005HSK597UX55629         SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001352_CC_AIRB 549300FW5JDRV1IJ0M67       SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001353_CC_AIRB 529900ZERGNJBEQEX179   55679708180004     SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001354_CC_AIRB 5493005DU3003SGUC166         SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001355_CC_AIRB 529900YVXCGNWAUYZG78     SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001356_CC_AIRB 213800EKD193RVI9HL76   5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001357_CC_AIRB 549300W9JLPW15XIFM52   556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001358_CC_AIRB 213800FSR9RNDUOTXO25       TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001359_CC_AIRB 5493006LU5JO4P7HQ305         THULE HOLDING AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001360_CC_AIRB 213800XY16PAWG2PAD14       TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001361_CC_AIRB 5493007LNZSEWN5KTV42     SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001362_CC_AIRB 549300T5RZ1HA5HZ3109       VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001363_CC_AIRB 549300HGV012CNC8JD22     SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001364_CC_AIRB 54930083GODGBHODQ153   189744     Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001365_CC_AIRB 33D7DTWH8BNIUWE0IF81       OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001366_CC_AIRB         7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001367_CC_AIRB 549300QOGMPTKB6W7G56   1.07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001368_CC_AIRB 8RS0AKOLN987042F2V04       NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001369_CC_AIRB LUZQVYP4VS22CLWDAR65     US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001370_CC_AIRB HQD377W2YR662HK5JX27   IL08142220   ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001371_CC_AIRB FR5LCKFTG8054YNNRU85   DE5126809   4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001372_CC_AIRB 549300T0GJTEK811VI53       WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001373_CC_AIRB 549300QKBENKLBXQ8968   PA724325   AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001374_CC_AIRB LYOM0B2GCF1JWXK5ZG04       AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001375_CC_AIRB QUIX8Y7A2WP0XRMW7G29       A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001376_CC_AIRB 9PO87UV78U1JHLR68X04       8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001377_CC_AIRB 7QEON6Y1RL5XR3R1W237       APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001378_CC_AIRB ABPN11VOHLHX6QR7XQ48       AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001379_CC_AIRB XSGZFLO9YTNO9VCQV219       MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001380_CC_AIRB ZXTILKJKG63JELOEG630   DE2620453   AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001381_CC_AIRB IWUQB36BXD6OWD6X4T14   DE0332421   AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001382_CC_AIRB B6Q2VFHD1797Q7NZ3E43   CAC0951492   7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001383_CC_AIRB 5493006ORUSIL88JOE18       AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001384_CC_AIRB 549300D3L3G0R4U4VT04       APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001385_CC_AIRB B78FQ7XBQFLP4AYJ6F79       APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001386_CC_AIRB 72ZZ1XRHOOU9P9X16K08       APA US Equity Apache Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001387_CC_AIRB HWUPKR0MPOU8FGXBT394   CAC0806592   AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001388_CC_AIRB 42YMHYH0XMHJEXDUB065         ARAMARK Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001389_CC_AIRB W47HVZ7Q6FXL86RELH91   DE0717711   ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001390_CC_AIRB 549300LO13MQ9HYSTR83   DE0152524   ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001391_CC_AIRB 0C0SZC7H22UWI2NA3R46       ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001392_CC_AIRB 549300YNNLBXT8N8R512   NYCARREUS   ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001393_CC_AIRB 6O4MRU8C1MS0K34UQF79   KY0580261   ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001394_CC_AIRB 549300Z40J86GGSTL398   DE2018584   T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001395_CC_AIRB QVLWEGTD2S8GJMO8D383       ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001396_CC_AIRB HGBOLILQXWER4SAL2I23       ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001397_CC_AIRB GA3JGKJ41LJKXDN23E90         Autozone Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001398_CC_AIRB XN8R4HH1TVC1XOCL5P21       CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001399_CC_AIRB XJI53DCPL7QABOWK4Z75   NYCAVNTUS   AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001400_CC_AIRB 5493007RY69UEB1F1B45       AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001401_CC_AIRB MF62XBVMNYTYMC18DL76   DE2416636   BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001402_CC_AIRB         BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001403_CC_AIRB EWRDABCN7XBHM37LIA98   DE2072335     Beam Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001404_CC_AIRB HL5XPTVRV0O8TUN5LL90   MN1K-1056   BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001405_CC_AIRB KK5MZM9DIXLXZL9DZL15   DE2322568   BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001406_CC_AIRB 549300DSFX2IE88NSX47       BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001407_CC_AIRB Y6ZDD9FP4P8JSSJMW954   DE0874815   BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001408_CC_AIRB 549300GMUCJ08527GQ81   IN182869-107   BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001409_CC_AIRB 549300YYMNSW7KWZH127       BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001410_CC_AIRB HLYYNH7UQUORYSJQCN42       BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001411_CC_AIRB 5493007M0RIN8HY3MM77       BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001412_CC_AIRB Y7ET3D9SDOFUZ515FE28   DE0799956   CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001413_CC_AIRB 43R4VPJBXTU2O15HEF41         Calpine Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001414_CC_AIRB 5493007JDSMX8Z5Z1902       CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001415_CC_AIRB CCU46N3GJMF4OK4N7U60   OH535613   CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001416_CC_AIRB QXZYQNMR4JZ5RIRN4T31       3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001417_CC_AIRB EDBQKYOPJUCJKLOJDE72   DE0921323   CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001418_CC_AIRB WRJR7GS4GTRECRRTVX92       CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001419_CC_AIRB 5KYC8KF17ROCY24M3H09   DE2106821   C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001420_CC_AIRB CD30XVRLT4QO00B1C706   DE3780476   CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001421_CC_AIRB 4SIHMF0MOSTTL8CD0X64       CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001422_CC_AIRB 21TPXMRRHFKOBHDC8J74         CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001423_CC_AIRB 8E6NF1YAL0WT6CWXXV93       CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001424_CC_AIRB 549300IA9XFBAGNIBW29         CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001425_CC_AIRB B0QU0GIVGFFMCOP5RJ72   DE4789658   CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001426_CC_AIRB 2V9V7M0RUQG9M2J4IC47         Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001427_CC_AIRB YMEGZFW4SBUSS5BQXF88   DE0156313   CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001428_CC_AIRB 51M0QTTNCGUN7KFCFZ59   PA3039985   CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001429_CC_AIRB 549300OQS2LO07ZJ7N73   DE0406521   CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001430_CC_AIRB 6113F6JQLWIUGTBN1L36       CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001431_CC_AIRB 54930035UDEIH090K650   DE0818944   CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001432_CC_AIRB SYHS7HRDXLL4I0IQ8776       CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001433_CC_AIRB 6VJJ5GQWIRDQ06DUXG89   DE0064324   COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001434_CC_AIRB 549300JK3KH8PWM3B226   DE2277631   CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001435_CC_AIRB 29DX7H14B9S6O3FD6V18       CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001436_CC_AIRB 549300BO9IWPF3S48F93       COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001437_CC_AIRB TVRMNZKRGA8LPW6XPG60         Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001438_CC_AIRB RPPGGRL1J75WGF2DFO04   PA3337938   CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001439_CC_AIRB ZUNI8PYC725B6H8JU438   IN194062-043   CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001440_CC_AIRB S4BKK9OTCEWQ3YHPFM11       DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001441_CC_AIRB PWFTNG3EI0Y73OXWDH08       DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001442_CC_AIRB 3E70L4WYANTIWWIPHC81       DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001443_CC_AIRB Q2CCMS6R0AS67HJMBN42       DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001444_CC_AIRB 54930042348RKR3ZPN35   DE2155705   DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001445_CC_AIRB F14FQJ2EEHW5VPYUHL14       DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001446_CC_AIRB 549300Z1UGYT5725XB67   DE3535468   DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001447_CC_AIRB ILUL7B6Z54MRYCF6H308       D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001448_CC_AIRB 549300FMC2ALGA7N9E80   DE0412823   DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001449_CC_AIRB ZQUIP1CSZO8LXRBSOU78       DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001450_CC_AIRB 549300IX8SD6XXD71I78       DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001451_CC_AIRB FDPVHDGJ1IQZFK9KH630   DE2345566   EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001452_CC_AIRB 0NZWDMRCE180888QQE14       ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001453_CC_AIRB OML71K8X303XQONU6T67   DE2871352   EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001454_CC_AIRB FRDRIPF3EKNDJ2CQJL29       LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001455_CC_AIRB FGLT0EWZSUIRRITFOA30       EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001456_CC_AIRB GHFPUH0OZ5JLGJXWCO16       ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001457_CC_AIRB 4XM3TW50JULSLG8BNC79       ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001458_CC_AIRB 549300EVUN2BTLJ3GT74   DE2911438   EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001459_CC_AIRB 549300RO2XES74KQGG63       XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001460_CC_AIRB 3SOUA6IRML7435B56G12       EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001461_CC_AIRB CI7MUJI4USF3V0NJ1H64   WA601975803   EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001462_CC_AIRB J3WHBG0MTS7O8ZVMDC91   NJ3793794100   XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001463_CC_AIRB 549300E707U7WNPZN687       FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001464_CC_AIRB 6WQI0GK1PRFVBA061U48   GA0110597   FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001465_CC_AIRB 549300NPYMLM4NHTOF27         First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001466_CC_AIRB 549300SVYJS666PQJH88   OH953140   FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001467_CC_AIRB 6Y0GK87T6V7NJKZJVM41   NYCDRRCUS   FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001468_CC_AIRB CQ7WZ4NOFWT7FAE6Q943       FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001469_CC_AIRB CKDHZ2X64EEBQCSP7013       FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001470_CC_AIRB EMQFUEY7DV1MVNKAUT87   DE3315658   FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001471_CC_AIRB 20S05OYHG0MQM4VUIC57       F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001472_CC_AIRB 2MNR4Q42DBL85U7RD221         Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001473_CC_AIRB A0WMBJD47C49E2JJOM88   DE4594648   FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001474_CC_AIRB 549300FNRIXILI56M704       0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001475_CC_AIRB 9C1X8XOOTYY2FNYTVH06       GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001476_CC_AIRB 3C7474T6CDKPR9K6YT90   NYCGECYUS   GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001477_CC_AIRB 2TGYMUGI08PO8X8L6150       GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001478_CC_AIRB 549300PDWRZX0BR28B12   DE4717789   GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001479_CC_AIRB L2EVHWFHVAQK72TMH265   DE4275413     Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001480_CC_AIRB 5493002BI0S2ZQUY3437       GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001481_CC_AIRB 7ZW8QJWVPR4P1J1KQY45       GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001482_CC_AIRB ENYF8GB5SMQZ25S06U51   DE2681775   HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001483_CC_AIRB KAO98FK89NPNNPQGUZ43   DE0497602   HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001484_CC_AIRB 549300NUB6D2R1ITYR45       HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001485_CC_AIRB 549300PD0C69OJ0NLB27       766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001486_CC_AIRB UASVRYNXNK17ULIGK870   DE0097017   AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001487_CC_AIRB WHKXQACZ14C5XRO8LW03       HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001488_CC_AIRB 5493003STKEZ2S0RNU91       HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001489_CC_AIRB ISRPG12PN4EIEOEMW547   DE2061772   HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001490_CC_AIRB KNX4USFCNGPY45LOCE31       4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001491_CC_AIRB VGRQXHF3J8VDLUA7XE92       IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001492_CC_AIRB F9HV8ZL85LRIQ6D60098   NVC7491-1980   IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001493_CC_AIRB 824LMFJDH41EY779Q875       IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001494_CC_AIRB 5493008IUOJ5VWTRC333         Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001495_CC_AIRB 24F6LSZD18II6ICG6S41         Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001496_CC_AIRB YB2O5TUONPB3W1X7WJ88       ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001497_CC_AIRB KD833U13JEIGETBW2749       JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001498_CC_AIRB 549300XR6O4ACB0KLV08         JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001499_CC_AIRB E0KSF7PFQ210NWI8Z391       DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001500_CC_AIRB 549300G0CFPGEF6X2043   NJ5106301000   JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001501_CC_AIRB 3LB2NG8VUULSCV2NO430       JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001502_CC_AIRB LONOZNOJYIBXOHXWDB86       K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001503_CC_AIRB AGX0G2MXE54NFNNICD28       KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001504_CC_AIRB MP3J6QPYPGN75NVW2S34       KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001505_CC_AIRB 549300PDHUGWPWGOT525   DE2301470     Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001506_CC_AIRB 5493005158BXZWGOX572       3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001507_CC_AIRB 549300JF6LPRTRJ0FH50       KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001508_CC_AIRB V1BYR0MM295ZFWYYS367       KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001509_CC_AIRB GR3KVMWVCR54YWQNXU90   DE0933796   LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001510_CC_AIRB         LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001511_CC_AIRB 5493007B9BM9ZXJINO78   DE4009151   LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001512_CC_AIRB DPRBOZP0K5RM2YE8UU08       LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001513_CC_AIRB WAFCR4OKGSC504WU3E95   NC0087443   LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001514_CC_AIRB 2RTSLGQ89VMY18RHX631         Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001515_CC_AIRB 1FRVQX2CRLGC1XLP5727   DE3395371   MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001516_CC_AIRB 3BNYRYQHD39K4LCKQF12   DE4750998   MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001517_CC_AIRB 225YDZ14ZO8E1TXUSU86   DE2798413   MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001518_CC_AIRB 54930073HKEO6GZBSS03       4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001519_CC_AIRB 549300XMP3KDCKJXIU47   DE0706226   MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001520_CC_AIRB 5GCSNMQXHEYA1JO8QN11   DE0585027   MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001521_CC_AIRB AR5L2ODV9HN37376R084   DE3390142   MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001522_CC_AIRB 549300VELLG24KHTJ564   DE0673809   MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001523_CC_AIRB UE2136O97NLB5BYP9H04       MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001524_CC_AIRB 549300WZWOM80UCFSF54   DE2417015   MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001525_CC_AIRB 4DL8C98Z5G5IXZLH3578       MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001526_CC_AIRB D56MRZY2INAN94ZONZ37       MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001527_CC_AIRB 4YV9Y5M8S0BRK1RP0397       MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001528_CC_AIRB INR2EJN1ERAN0W5ZP974   WA600413485   MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001529_CC_AIRB 54930073LBBH6ZCBE225       TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001530_CC_AIRB 549300DV9GIB88LZ5P30   VA05501796   KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001531_CC_AIRB NONUZEX43GHIPSVDD938   DE3174788   MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001532_CC_AIRB 6S552MUG6KGJVEBSEC55   DE0789650   MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001533_CC_AIRB MOM4570XTJ5YYX7JKH83   DE2977161   NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001534_CC_AIRB 549300VSP3RIX7FGDZ51       NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001535_CC_AIRB UMI46YPGBLUE4VGNNT48       NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001536_CC_AIRB 549300Z2ZSKKGUE3J147       NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001537_CC_AIRB ZHUWIE4VK4MIYES0UG62   IN2000033100151   NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001538_CC_AIRB 7D6DIU2QXTUJRFNNJA49   CAC1059173   7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001539_CC_AIRB 02VFQXG2D1LR5ZH3K186       NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001540_CC_AIRB 549300S3IZB5P35KNV16   WA178071138   JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001541_CC_AIRB RIMU48P07456QXSO0R61       NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001542_CC_AIRB 6B6FQLPMMKB14LX6NY57         Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001543_CC_AIRB 549300GGJCRSI2TIEJ46       NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001544_CC_AIRB IM7X0T3ECJW4C1T7ON55       OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001545_CC_AIRB 52990006VBKYFQMQJX90   KvK 34311273 0000   OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001546_CC_AIRB HKUPACFHSSASQK8HLS17       OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001547_CC_AIRB 1Z4GXXU7ZHVWFCD8TV52   DE2457805   ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001548_CC_AIRB 549300TOPQ8NG4HGVK16         Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001549_CC_AIRB PH3S12DWZBHHQKVYZ297   WA177005077   PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001550_CC_AIRB KDTEY8BWE486IKZ3CC07       PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001551_CC_AIRB SGY07Y7FNYBNLM6Z1M11   OR085297-86   BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001552_CC_AIRB 5493002CONDB4N2HKI23       PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001553_CC_AIRB EJCO258LNNVSKAR2JX59   DE2864939   BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001554_CC_AIRB FJSUNZKFNQ5YPJ5OT455   NC0198463   PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001555_CC_AIRB 765LHXWGK1KXCLTFYQ30       PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001556_CC_AIRB 8YQ2GSDWYZXO2EDN3511         PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001557_CC_AIRB HL3H1H2BGXWVG3BSWR90   VA0670281-5   PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001558_CC_AIRB TWSEY0NEDUDCKS27AH81         Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001559_CC_AIRB 549300N2O26NW4ST6W55   DE0101728   PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001560_CC_AIRB 5MRSWZYSSE4064ED3F25         Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001561_CC_AIRB 549300BKPEP01R3V6C59   PA284424   PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001562_CC_AIRB ZU69GUVJQGZ6Z1UOOO79       PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001563_CC_AIRB 6S3X7J22E861RNTJSA74       3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001564_CC_AIRB 2572IBTT8CCZW6AU4141       PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001565_CC_AIRB 5PRBRS5FEH7NREC8OR45   NJ0100802453   PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001566_CC_AIRB PUSS41EMO3E6XXNV3U28       PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001567_CC_AIRB 123WALMHY1GZXG2YDL90       PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001568_CC_AIRB 8MCWUBXQ0WE04KMXBX50   DE2249088   DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001569_CC_AIRB HO1QNWM0IXBZ0QSMMO20       RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001570_CC_AIRB YR6K3WJN0KKLUPZSNL57   DE0472015   RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001571_CC_AIRB NKNQHM6BLECKVOQP7O46       RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001572_CC_AIRB PQQ60KVT5SJX0ETQT497       RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001573_CC_AIRB VH3R4HHBHH12O0EXZJ88       ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001574_CC_AIRB 549300LJXD867XMVE759       ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001575_CC_AIRB K2NEH8QNVW44JIWK7Z55   C-38863   RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001576_CC_AIRB 549300TJCKW4BRXPJ474       RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001577_CC_AIRB 549300VXRTBPBK07QT94       0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001578_CC_AIRB ZXJ6Y2OSPZXIVGRILD15   FL590739250   R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001579_CC_AIRB 549300NKZ6VCN5P3K723   DE2096948   SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001580_CC_AIRB RLTHESQ0RNFQJWPBJN60   DE2258732   SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001581_CC_AIRB Q0M0CZB4YN6JZ65WXI09       SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001582_CC_AIRB PBBKGKLRK5S5C0Y4T545   CAC1991515   SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001583_CC_AIRB KAF673KJXD92C8KSLU49       SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001584_CC_AIRB MR92GTD0MJTTTTQDVG45   DE2360269     Simon Property Group, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001585_CC_AIRB HHWAT5TDOYZMM26KKQ73       SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001586_CC_AIRB 549300FC3G3YU2FBZD92         Southern Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001587_CC_AIRB EFWMP121W54QV9MGOP87   DE4116263   SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001588_CC_AIRB P761FCI0CPOG24I8JE10       SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001589_CC_AIRB 549300DJ09SMTO561131       SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001590_CC_AIRB XQM2JINI1UL7642TU573       SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001591_CC_AIRB 5493002F0SC4JTBU5137   MI148492   SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001592_CC_AIRB 549300TXO070764WUH65       SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001593_CC_AIRB YF6ZV0M6AU4FY94MK914       SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001594_CC_AIRB 5RGWIFLMGH3YS7KWI652       SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001595_CC_AIRB 8WDDFXB5T1Z6J0XC1L66       TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001596_CC_AIRB 6HL0C5LCIE4TN8UZHL06   DE2980513   TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001597_CC_AIRB UUL85LWXB4NGSWWXIQ25       TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001598_CC_AIRB YAWJZJYEQ7M1SYMOS462   DE2106001   TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001599_CC_AIRB CMTK1YBYNLPLIS3QLI53       TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001600_CC_AIRB 549300VFZ8XJ9NUPU221         The Estee Lauder Companies US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001601_CC_AIRB HCHV7422L5HDJZCRFL38   DE0558016   TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001602_CC_AIRB KNG3XRAA0RHN9H62OK76       TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001603_CC_AIRB B0I35MLPFXZSE70ASS73       TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001604_CC_AIRB 549300V2JRLO5DIFGE82   DE3058821   DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001605_CC_AIRB R1JB4KXN77XFCXOQKV49   DE7324254   TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001606_CC_AIRB 3NWOXIHJSQCX0SM5Z749   DE3589359   TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001607_CC_AIRB G8NWFN4YP7CR6FOP4886         Tupperware Brands Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001608_CC_AIRB WD6L6041MNRW1JE49D58       TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001609_CC_AIRB MYF1DAS6G5WY7PRWCU78   DE0945814   ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001610_CC_AIRB K1OQBWM7XEOO08LDNP29   DE0890080   UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001611_CC_AIRB D01LMJZU09ULLNCY6Z23       UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001612_CC_AIRB JNLUVFYJT1OZSIQ24U47       X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001613_CC_AIRB I07WOS4YJ0N7YRFE7309       UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001614_CC_AIRB 549300VSXHFQVR770L55   DE4426189     Univar Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001615_CC_AIRB 549300BZXZ66F6DTIF20   VA0016487-1   UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001617_CC_AIRB KOO0397YRO83WY5MGD97       VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001618_CC_AIRB 549300XTO5VR8SKV1V74       VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001619_CC_AIRB 2S72QS2UO2OESLG6Y829       VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001620_CC_AIRB CWAJJ9DJ5Z7P057HV541       VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001621_CC_AIRB X0ST5BPF0CZG9FE5OV61       VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001623_CC_AIRB CQKUMNNZVDJLRYV2PT43         Virginia Electric & Power Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001624_CC_AIRB 549300JZ4OKEHW3DPJ59       V US Equity Visa Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001625_CC_AIRB 549300BMOJ05INE4YK86   DE2669712     Vornado Realty L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001626_CC_AIRB 549300UUPJ2NXDB68M19   DE0911551     VW Credit, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001627_CC_AIRB Y87794H0US1R65VBXU25       WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001628_CC_AIRB 7260JQNI6SCF9FIV2392       DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001629_CC_AIRB IQN3XTJNANI73KWRED03         Walter Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001630_CC_AIRB 549300YX8JIID70NFS41       WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001631_CC_AIRB 3CYEJKBUJZO3UW777J80   DE3797582     WEA Finance LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001632_CC_AIRB WHENKOULSSK7WUM60H03       WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001633_CC_AIRB D3W7PCXCBRQLL17DZ313         World Fuel Services Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001634_CC_AIRB T4VNTWMFQ7JQB65L7T35   DE3664441   WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001635_CC_AIRB LGJNMI9GH8XIDG5RCM61   MN37-AA   XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001636_CC_AIRB 4KF48RN45X1OO8UBLY20       XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001637_CC_AIRB 6EY4K7ZMF9UX1CU6KC79       XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001638_CC_AIRB 549300DF5MV96DRYLQ48       XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001639_CC_AIRB 2P2YLDVPES3BXQ1FRB91   DE3343799   ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001640_CC_AIRB 549300HD9Q1LOC9KLJ48       ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001641_CC_AIRB 5493007CO5W5OBFG7L21         RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001642_CC_AIRB 549300QSUNKAEBMYIR16         RAVAGO S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001643_CC_AIRB 549300O3SGMD4K45DN61     BE 0404621642   ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001644_CC_AIRB 54930031IF9XW7PCY637     BE 0403992231   Atlas Copco Airpower BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001645_CC_AIRB 549300PR82EONF1NKE18     BE 0473566965   BELFIMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001646_CC_AIRB 549300UOBXCS79E82606     BE 0404535431   Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001647_CC_AIRB 549300VSM2RG55U2QU15     BE 0400853488   BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001648_CC_AIRB 5493007ZLRNTTT9B6384         Carrefour Finance SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001649_CC_AIRB 529900P0HVIO92I8AU52     BE 0422362447   COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001650_CC_AIRB 549300VWVXR1GOHG0E16     BE 0425702910   COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001651_CC_AIRB 5493003N7PPOYDZI1G90     BE 0400464795   COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001652_CC_AIRB 5299009GDDJ20VCTA286     BE 0404411707   CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001653_CC_AIRB 549300NF0J86QSGBSV95     BE 0413572663   DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001654_CC_AIRB 549300KT827RUL680A73     BE0428741087   D'IETEREN Treasury BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001655_CC_AIRB 5493000G720YN71E2S86     BE 0435305514   DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001656_CC_AIRB 529900YOYR5FW12UBJ80     BE 0471811661   EDF Luminus BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001657_CC_AIRB 549300F203XBWYK45D98     BE 0411515075   Emmaüs vzw BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001658_CC_AIRB 529900T3V512W5JEJF78     BE 0406183144   Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001659_CC_AIRB 5493006GOR72R0ZYBN98     BE 0860409202   EXMAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001660_CC_AIRB 52990071WX2UW1WNHC16     BE 0402954628   FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001661_CC_AIRB 529900RL1B6NSLKU7P45     BE 0821382439   FLUXYS FINANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001662_CC_AIRB 549300EL1OTYCHBFUV17     BE 0442100363   GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001663_CC_AIRB 549300AS6JDY8GAUB274     BE 0831958211   GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001664_CC_AIRB 6IM6CQKADLNCQGUEU352     BE0439255986   GEMS Services SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001665_CC_AIRB 549300UFHGFY5IOON989     BE 0220324117   Gimv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001666_CC_AIRB 5493004EAZQ20FYJKT70     BE 0438202052   greif services belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001667_CC_AIRB 5299004FBX5DGG463D98     BE 0430060188   HERAEUS ELECTRO - NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001668_CC_AIRB 5493002TTO3072KC6L60     BE 0402220594   Hewlett - Packard Belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001669_CC_AIRB 549300VI27GGJFIOCP26     BE 0440113348   INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001670_CC_AIRB 5493002RVRZ1S3CPUI26     BE 0428750985   ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001671_CC_AIRB 54930073JZQL85NE3817     BE 0222343301   IVERLEK BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001672_CC_AIRB 549300YEC7519H8CBF72     BE 0473587751   J.C. General Services CVBA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001673_CC_AIRB 549300U0BLKP6Y8LPX16     BE 0404778426   Katoen Natie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001674_CC_AIRB 529900X1VAF3IXDZJ071         LE PEIGNE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001675_CC_AIRB 549300ROPVHSEKEMW107     BE 0807049797   LOCORAIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001676_CC_AIRB 549300L6DOLPEQSOI005     BE 0405580655   MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001677_CC_AIRB 5493007JS0ZHJVBUWP18     BE 0456810810   MOBISTAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001678_CC_AIRB 549300V3ES7BVGYNRZ58     BE 0413630071   N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001679_CC_AIRB 529900P78BT1RIIYWY69     BE 0458885719   NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001680_CC_AIRB 549300XHGK09MEWMOL68     BE 0419457296   Ontex bvba BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001681_CC_AIRB 5299009CBE6VJXABZS81     BE 0436410522   RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001682_CC_AIRB 529900P4SONA6KVTRT86     BE 0428343981   RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001683_CC_AIRB 529900LK4T42CNH2U882     BE 0434475767   S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001684_CC_AIRB 529900FTYUE9QOXMU884     BE 0434284638   SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001685_CC_AIRB 549300CCKFF44A550J72     BE 0400747580   SARENS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001686_CC_AIRB 549300JTFH1WHCEMIN40     BE 0407139583   SD WORX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001687_CC_AIRB HB7FFAZI0OMZ8PP8OE26     BE 0413330856   Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001688_CC_AIRB 213800IS5GA1OZ8RBM85     BE 0473416418   TELENET nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001689_CC_AIRB 529900R7MYQQO8CHR962     BE 0403063902   TOTAL BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001690_CC_AIRB 5299003N2SCVNU16O909     BE 0403079441   Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001691_CC_AIRB 549300ZSTW3D1UXOXY91     BE 0412639681   TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001693_CC_AIRB 549300J5X4E65PJHE355     BE 0464538245   VPK SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001694_CC_AIRB 5493002MUOV04NSPT571 2796756-1       RBC INVESTOR SERVICES TRUST CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001695_CC_AIRB 549300G6ZUFBJVLAJQ46         MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001696_CC_AIRB 5299009K1FINARYDEC72         RENAULT FINANCE SA CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001697_CC_AIRB 549300WZRVQERM819Z90 1141987-6 CH02039235685     Schweizerische Rückversicherungs-Gesellschaft AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001698_CC_AIRB 52990031Q7PCTSUSRW11 2820823-9 HRB40498     LBBW Dublin Management GmbH DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001699_CC_AIRB 529900GHE5268QPEOH13 2537992-6 HRB106727     LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001700_CC_AIRB 529900USFSZYPS075O24 1144838-8 HRB3790     VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001701_CC_AIRB 549300Y5BJOTCMUYT658         ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001702_CC_AIRB 969500KY4MRVCLM9HE48         EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001703_CC_AIRB 529900QI55ZLJVCMPA71         TOTAL CAPITAL FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001704_CC_AIRB 2138006E2VG89XLORJ06   02366682     YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001705_CC_AIRB 549300BPQYQ838KE1X51         UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001706_CC_AIRB 213800SKZTSE2L1BII69         THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001707_CC_AIRB 0YQH6LCEF474UTUV4B96   KvK 34313428 0000     ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001708_CC_AIRB 4ME66GO1Q4T87C52WS37   KvK 33134831 0000     GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001709_CC_AIRB         1310Z AR Equity Argentina AR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001710_CC_AIRB         1525Z AU Equity Australia AU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001711_CC_AIRB         1480Z AV Equity Austria AT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001712_CC_AIRB         43886Z BD Equity Bangladesh BD Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001713_CC_AIRB         111136Z BB Equity Belgium BE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001714_CC_AIRB         1323Z BZ Equity Brazil BR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001715_CC_AIRB         129225Z BU Equity Bulgaria BG Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001716_CC_AIRB         80710Z CN Equity Canada CA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001717_CC_AIRB         45793Z CI Equity Chile CL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001718_CC_AIRB         PRCH CH Equity China CN Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001719_CC_AIRB         1153Z CB Equity Colombia CO Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001720_CC_AIRB         1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001721_CC_AIRB         1271Z DC Equity Denmark DK Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001722_CC_AIRB         1083Z EY Equity Egypt EG Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001723_CC_AIRB         1000Z ET Equity Estonia EE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001724_CC_AIRB         1306Z FH Equity Finland FI Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001725_CC_AIRB         223727Z FP Equity France FR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001726_CC_AIRB         3413Z GR Equity Germany DE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001727_CC_AIRB         1004Z GA Equity Greece GR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001728_CC_AIRB         1182Z HB Equity Hungary HU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001729_CC_AIRB         1504Z IN Equity India IN Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001730_CC_AIRB         1133Z IJ Equity Indonesia ID Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001731_CC_AIRB         1266Z ID Equity Ireland IE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001732_CC_AIRB         3343943Z IT Equity Israel IL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001733_CC_AIRB         2103Z IM Equity Italy IT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001734_CC_AIRB         JAPZ JP Equity Japan JP Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001735_CC_AIRB         1001Z KN Equity Kenya KE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001736_CC_AIRB         3344606Z LR Equity Latvia LV Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001737_CC_AIRB         1092Z LH Equity Lithuania LT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001738_CC_AIRB         1110Z LX Equity Luxembourg LU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001739_CC_AIRB         1124Z MK Equity Malaysia MY Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001740_CC_AIRB         5753Z US Equity Malta MT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001741_CC_AIRB         1426Z MM Equity Mexico MX Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001742_CC_AIRB         1096Z MC Equity Morocco MA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001743_CC_AIRB         1533Z NA Equity Netherlands NL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001744_CC_AIRB         46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001745_CC_AIRB         1233Z NO Equity Norway NO Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001746_CC_AIRB         279379Z PM Equity Philippines PH Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001747_CC_AIRB         1084Z PW Equity Poland PL Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001748_CC_AIRB         1174Z PL Equity Portugal PT Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001749_CC_AIRB         1089Z RO Equity Romania RO Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001750_CC_AIRB         4458Z RU Equity Russia RU Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001751_CC_AIRB         3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001752_CC_AIRB         1545Z SP Equity Singapore SG Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001753_CC_AIRB         1023Z SK Equity Slovakia SK Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001754_CC_AIRB         1091Z SV Equity Slovenia SI Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001755_CC_AIRB         50184Z SJ Equity South Africa ZA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001756_CC_AIRB         ROKZ KS Equity South Korea KR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001757_CC_AIRB         1841Z SM Equity Spain ES Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001758_CC_AIRB         204283Z EK Equity Sudan SD Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001759_CC_AIRB         1179Z SS Equity Sweden SE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001760_CC_AIRB         344758Z SW Equity Switzerland CH Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001761_CC_AIRB         116657Z TT Equity Taiwan TW Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001762_CC_AIRB         1179Z TB Equity Thailand TH Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001763_CC_AIRB         114144Z TI Equity Turkey TR Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001764_CC_AIRB         1089Z UZ Equity Ukraine UA Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001765_CC_AIRB         3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001766_CC_AIRB         6152Z LN Equity United Kingdom GB Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001768_CC_AIRB         3352Z US Equity United States US Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001769_CC_AIRB         1069Z VC Equity Venezuela VE Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001770_CC_AIRB         231715Z VN Equity Vietnam VN Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001771_CC_AIRB ZTMSNXROF84AHWJNKQ93         INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach GG_0001772_CC_AIRB QKL54NQY28TCDAI75F60         INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001773_CC_AIRB BFXS5XCH7N0Y05NIXW11       3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001774_CC_AIRB       CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001775_CC_AIRB 3U8WV1YX2VMUHH7Z1Q21     IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001776_CC_AIRB 5299009N55YRQC69CN08     GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001777_CC_AIRB JHE42UYNWWTJB8YTTU19     AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001778_CC_AIRB 549300CTUU1RFXHQJE44     US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001779_CC_AIRB JU1U6S0DG9YLT7N8ZV32     PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001780_CC_AIRB QE0Q0253K88YAGNPE356     BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001781_CC_AIRB 5493006P8PDBI8LC0O96     IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001782_CC_AIRB 9DJT3UXIJIZJI4WXO774     US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001783_CC_AIRB 54930053HGCFWVHYZX42     CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001784_CC_AIRB       CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001785_CC_AIRB CO6GC26LCGGRTUESIP55     HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001786_CC_AIRB Q2GQA2KF6XJ24W42G291     IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001787_CC_AIRB NQQ6HPCNCCU6TUTQYE16     CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001788_CC_AIRB WFLLPEPC7FZXENRZV188     US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001789_CC_AIRB L3I9ZG2KFGXZ61BMYR72     CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001790_CC_AIRB 549300685QG7DJS55M76     ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001791_CC_AIRB VWMYAEQSTOPNV0SUGU82     ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001792_CC_AIRB G5GSEF7VJP5I7OUK5573     GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001794_CC_AIRB VDYMYTQGZZ6DU0912C88 1103165-5     BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001795_CC_AIRB K8MS7FD7N5Z2WQ51AZ71     ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001796_CC_AIRB A5GWLFH3KM7YV2SFQL84       CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001797_CC_AIRB R0MUWSFPU8MPRO8K5P83     FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001798_CC_AIRB 9695005MSX1OYEMGDF46       3692594z fp equity BPCE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001799_CC_AIRB 7CUNS533WID6K7DGFI87     ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001800_CC_AIRB 2IGI19DL77OX0HC3ZE78     CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001801_CC_AIRB       CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001802_CC_AIRB 5493001KQW6DM7KEDR62     CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001803_CC_AIRB       CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001804_CC_AIRB 549300MKO5B60FFIHF58     CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001805_CC_AIRB 549300HBUGSQD1VCXG94     CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001806_CC_AIRB 6SHGI4ZSSLCXXQSBB395     US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001807_CC_AIRB 851WYGNLUQLFZBSYGB56 1106139-7   DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001808_CC_AIRB MSFSBD3QN1GSN7Q6C537     AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001809_CC_AIRB 969500TJ5KRTCJQWXH05     FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001810_CC_AIRB 9695000CG7B84NLR5984       CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001811_CC_AIRB ANGGYXNX0JLX3X63JN86     CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001812_CC_AIRB MAES062Z21O4RZ2U7M96     DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001813_CC_AIRB 7LTWFZYICNSX8D621K86 1106989-5   DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001814_CC_AIRB 549300GKFG0RYRRQ1414     NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001815_CC_AIRB 529900HNOAA1KXQJUQ27 1107041-4   DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001816_CC_AIRB JEUVK5RWVJEN8W0C9M24     GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001817_CC_AIRB PQOH26KWDF7CG10L6792     AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001818_CC_AIRB 549300GGF3CSCFS5UT61     PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001819_CC_AIRB THRNG6BD57P9QWTQLG42     US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001820_CC_AIRB 784F5XWPLTWKTBV3E584     US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001821_CC_AIRB MLU0ZO3ML4LN2LL2TL39     GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001823_CC_AIRB       CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001824_CC_AIRB 5493002ERZU2K9PZDL40     CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001825_CC_AIRB 3TK20IVIUJ8J3ZU0QE75     NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001826_CC_AIRB 2W8N8UU78PMDQKZENC08     IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001827_CC_AIRB 635400DTNHVYGZODKQ93       ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001828_CC_AIRB BZO2P8KHO2O10H5QQ663     BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001829_CC_AIRB 8I5DZWZKVSZI1NUHU748     US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001830_CC_AIRB 3M5E1GQGKL17HI6CPN30     DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001831_CC_AIRB 213800X3Q9LSAKRUWY91     BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001832_CC_AIRB 549300XXMOJSIW8P4769     KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001833_CC_AIRB B81CK4ESI35472RHJ606 1001144-3     2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001834_CC_AIRB 549300PPXHEU2JF0AM85     GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001836_CC_AIRB 4ZHCHI4KYZG2WVRT8631     AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001837_CC_AIRB PSNL19R2RXX5U3QWHI44 1012492 343508 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001838_CC_AIRB       JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001839_CC_AIRB RB0PEZSDGCO3JS6CEU02     JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001840_CC_AIRB J4CP7MHCXR8DAQMKIL78     IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001841_CC_AIRB IGJSJL3JD5P30I6NJZ34     US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001842_CC_AIRB F8SB4JFBSYQFRQEH3Z21     AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001843_CC_AIRB 549300XFX12G42QIKN82       0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001845_CC_AIRB 549300B3CEAHYG7K8164     JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001846_CC_AIRB DSNHHQ2B9X5N6OUJ1236 1124864-8     2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001847_CC_AIRB 6SCPQ280AIY8EP3XFW53     SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001848_CC_AIRB 549300GLF98S992BC502     US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001849_CC_AIRB 7437003B5WFBOIEFY714         OP Osuuskunta FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001850_CC_AIRB CFGNEKW0P8842LEUIA51     US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001851_CC_AIRB DG3RU1DBUFHT4ZF9WN62       682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001852_CC_AIRB EVOYOND2GGP3UHGGE885     AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001853_CC_AIRB ES7IP3U3RHIGC71XBU11     CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001854_CC_AIRB 2138005O9XJIJN4JPN90     GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001856_CC_AIRB 5493006QMFDDMYWIAM13     ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001857_CC_AIRB 549300WE6TAF5EEWQS81     RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001858_CC_AIRB F3JS33DEI6XQ4ZBPTN86     SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001859_CC_AIRB       CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001860_CC_AIRB O2RNE8IBXP4R0TD8PU41     FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001861_CC_AIRB U4LOSYZ7YG4W3S5F2G91     GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001863_CC_AIRB 5493001JZ37UBBZF6L49     INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001864_CC_AIRB 549300ZFEEJ2IP5VME73     US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001865_CC_AIRB       JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001866_CC_AIRB 7E1PDLW1JL6TS0BS1G03     US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001867_CC_AIRB NHBDILHZTYCNBV5UYZ31     SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001868_CC_AIRB M312WZV08Y7LYUC71685     SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001869_CC_AIRB GP5DT10VX1QRQUKVBK64     DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001870_CC_AIRB         NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001871_CC_AIRB PT3QB789TSUIDF371261     CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001872_CC_AIRB N1GZ7BBF3NP8GI976H15     US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001873_CC_AIRB 81560097964CBDAED282       UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001874_CC_AIRB BFM8T61CT2L1QCEMIK50       UBSN VX EQUITY UBS CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001875_CC_AIRB 549300TRUWO2CD2G5692     IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001876_CC_AIRB IO66REGK3RCBAMA8HR66     SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001877_CC_AIRB       RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001878_CC_AIRB PBLD0EJDB5FWOLXP3B76     US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001879_CC_AIRB EN5TNI6CI43VEPAMHL14     AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001880_CC_AIRB       KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001881_CC_AIRB 2138002Y3WMK6RZS8H90         NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001882_CC_AIRB A6NZLYKYN1UV7VVGFX65     BE 0404453574   Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001883_CC_AIRB 529900WPR59SSV2AOJ29     BE 0414392710   BNP Paribas Fortis Factor BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001884_CC_AIRB KGCEPHLVVKVRZYO1T647     BE 0403199702   BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001885_CC_AIRB 549300OZ46BRLZ8Y6F65     BE 0429875591   Euroclear Bank SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001886_CC_AIRB JLS56RAMYQZECFUF2G44     BE 0403200393   ING BELGIUM SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001887_CC_AIRB 5493008QOCP58OLEN998     BE 0404453475   Investar BE Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001888_CC_AIRB 6B2PBRV1FCJDMR45RZ53     BE 0462920226   KBC BANK NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001889_CC_AIRB Q5BP2UEQ48R75BOTCB92         Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001890_CC_AIRB KR6LSKV3BTSJRD41IF75 2900164-1 64948242     UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001891_CC_AIRB 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148     Unicredit Bank AG DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001892_CC_AIRB 529900GJD3OQLRZCKW37 1134792-9 HRB1819     VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001893_CC_AIRB CXW2O4H2U3MBVXMY1773         NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001894_CC_AIRB 969500VHCVGOH0RM3X42         AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001895_CC_AIRB 549300WCGB70D06XZS54         BNP Paribas Securities Services FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001896_CC_AIRB 1VUV7VQFKUOQSJ21A208         CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001897_CC_AIRB F4G136OIPBYND1F41110         DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001898_CC_AIRB KX1WK48MPD4Y2NCUIZ63         NATIXIS SA FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001899_CC_AIRB QP3XKRKS0CX2T3O07L95   02857033     CARGILL GLOBAL FUNDING PLC GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001900_CC_AIRB 549300ZT0RVWCG8T4L55   03196171     CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001901_CC_AIRB TXDSU46SXBWIGJ8G8E98   00995939     RBC EUROPE GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001902_CC_AIRB 0LC1OXN013FUKQASJB58 1466050-0       ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001903_CC_AIRB 2HI3YI5320L3RW6NJ957 1116658-4       THE HONGKONG AND SHA HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001904_CC_AIRB N1FBEDJ5J41VKZLO2475       3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001905_CC_AIRB HRRVUBV0XN84YQZT6245     XS0227637500   DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001906_CC_AIRB EQYXK86SF381Q21S3020       3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001907_CC_AIRB 549300F99IL9YJDWH369 1105105-9       HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001908_CC_AIRB C3GTMMZIHMY46P4OIX74 1123361-6 019901008846     THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001909_CC_AIRB 549300OL514RA0SXJJ44   B9248     CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001910_CC_AIRB 5493006YXS1U5GIHE750         European Investment Bank LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001911_CC_AIRB 549300X34UUBDEUL1Z91       XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001912_CC_AIRB G8ZTNESVNKW4NN761W05   KvK 33170459 0000     ABN AMRO CLEARING BANK NV NL Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001913_CC_AIRB X3CZP3CK64YBHON1LE12   KvK 33002587 1594     THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001914_CC_AIRB HZSN7FQBPO5IEWYIGC72         ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001915_CC_AIRB 54930044PULMORCKB765         SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001916_CC_AIRB CWZ8NZDH5SKY12Q4US31         Citibank AS TR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001917_CC_AIRB B4TYDEB6GKMZO031MB27         Bank of America NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001918_CC_AIRB HPFHU0OQ28E4N0NFVK49         BANK OF NEW YORK MELLON US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001919_CC_AIRB E57ODZWZ7FF32TWEFA76         Citibank NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001920_CC_AIRB 7H6GLXDRUGQFU57RNE97   KvK 33278302 0000     JPMorgan Chase Bank N US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001921_CC_AIRB 571474TGEMMWANRLN572 1203023-5       STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001922_CT_FIRB SI5RG2M0WQQLZCXKRM20     ES0113860A34 SAB SM EQUITY Sabadell ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001922_CT_AIRB SI5RG2M0WQQLZCXKRM20     ES0113860A34 SAB SM EQUITY Sabadell ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001922_CR_FIRB SI5RG2M0WQQLZCXKRM20     ES0113860A34 SAB SM EQUITY Sabadell ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001922_CR_AIRB SI5RG2M0WQQLZCXKRM20     ES0113860A34 SAB SM EQUITY Sabadell ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001922_CC_FIRB SI5RG2M0WQQLZCXKRM20     ES0113860A34 SAB SM EQUITY Sabadell ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001922_CC_AIRB SI5RG2M0WQQLZCXKRM20     ES0113860A34 SAB SM EQUITY Sabadell ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001709_CT_FIRB 969500XCSBJ69XGNZ328         SEMYRHAMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001710_CT_FIRB 969500FJUGIPLYLEEC76         ARTEMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001711_CT_FIRB 9695008MET09TEOXJ173         COMPAGNIE DE CORNOUAILLE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001712_CT_FIRB 969500CVFTUT88V8QN95         DASSAULT AVIATION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001713_CT_FIRB 969500LEKCHH6VV86P94         BOLLORE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001714_CT_FIRB 969500UX71LCE8MAY492         ELIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001715_CT_FIRB 969500519GPPQNAMTH05         B S A FINANCES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001716_CT_FIRB 969500W55UQUHWOSRB80         EUROSIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001717_CT_FIRB 969500LHIH3NT7PK1V89         ORPEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001718_CT_FIRB 969500OGZDTIIRLRQU17         BOUYGUES IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001719_CT_FIRB 969500SWRDP1AYZYDX76         SCDM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001720_CT_FIRB 9695007Q9M1S87XUJV47         BOUYGUES TELECOM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001721_CT_FIRB 9695001VLC2KYXX0DW73         COMPAGNIE PLASTIC OMNIUM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001722_CT_FIRB 549300JQIZM6CL7POC81         SUEZ FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001723_CT_FIRB 969500IKZVNVMKPAY661         RUBIS ENERGIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001724_CT_FIRB 969500PWCKUA6QNO8Y23         MOTIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001725_CT_FIRB 5493001EZOOA66PTBR68         ATOS SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001726_CT_FIRB 969500WQFC6OAQYG7E65         TELEVISION FRANCAISE 1 FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001727_CT_FIRB 9695007JOO3V2B0GMP47         DECATHLON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001728_CT_FIRB 96950065LBWY0APQIM86         DASSAULT SYSTEMES SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001729_CT_FIRB 969500OQXKE5WDM9M994         EIFFAGE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001730_CT_FIRB 969500R1521NUCTKXK79         FONCIERE DE PARIS SIIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001731_CT_FIRB 969500IL7U7UEI5ZYJ34         BOUYGUES CONSTRUCTION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001732_CT_FIRB 969500Q3PFE0726VMU34         EIFFARIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001733_CT_FIRB 969500C656AA39O94N60         EURAZEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001734_CT_FIRB 969500ICGCY1PD6OT783         ALTAREA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001735_CT_FIRB 969500EGYS5J8YJ6P956         HAVAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001736_CT_FIRB 96950002Y0OVJGF76078         GROUPE KEOLIS SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001737_CT_FIRB 969500SXUPEA7RX9OA51         FONCIERE EURIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001738_CT_FIRB 969500LNLEL8KFXS7U25         NEXITY LOGEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001739_CT_FIRB 969500BRQONOTJS0UN50         ANF IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001740_CT_FIRB 96950089H376W9LB3649         RUBIS TERMINAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001741_CT_FIRB 9695005PEG4IL375U849         FINANCIERE DE L ODET FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001742_CT_FIRB 9695006S0DLX9E1R1142         TECHNIP FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001743_CT_FIRB 969500P1T9REJ2Y8HS19         LISEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001744_CT_FIRB 96950089OR2LOR1SM021         GROUPE ARNAULT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001745_CT_FIRB 549300TPMBM6S3XOIF71         GROUPE ADEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001746_CT_FIRB 969500HXH031HJIFGL63         PEUGEOT CITROEN AUTOMOBILES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001747_CT_FIRB 969500N2QX5LGFFZ0I67         FONCIERE DES MURS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001748_CT_FIRB 529900FWTU88V844B672         TOTAL TREASURY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001749_CT_FIRB 969500WEPS61H6TJM037         KORIAN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001750_CT_FIRB 969500S7Q366PZ8ZJS72         IPSEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001751_CT_FIRB 969500QQ1X5XHG649644         VIRBAC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001752_CT_FIRB 969500T0V37NV3M8PR58         ALTRAN TECHNOLOGIES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001753_CT_FIRB 969500TPU5T3HA5D1F11         BUREAU VERITAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001754_CT_FIRB 9695004GI61FHFFNRG61         TELEPERFORMANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001755_CT_FIRB 549300AK8Y0LBIQ4T071         BIOMERIEUX FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001756_CT_FIRB 969500C1KK5OLNWK1S69         INGENICO GROUP FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001757_CT_FIRB 969500UU4O58BR802Y55         LISI FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001758_CT_FIRB 969500UR00DF63I0VH67         BIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001759_CT_FIRB       FR0013269123   RUBIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001760_CT_FIRB       FR0000071946   ALTEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001761_CT_FIRB 9695005MEI7OUPU2TR60     FR0010918292   TECHNICOLOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001762_CT_FIRB 9695007ZEQ7M0OE74G82         EUROTUNNEL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001763_CT_FIRB 9695000UMPNY21KKDO98         BOIRON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001764_CT_FIRB       FR0000052292   HERMES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001765_CT_FIRB 969500M1XNLOXJ9HOI75         COMPAGNIE FINANCIERE DE BOURBON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001766_CT_FIRB 969500D830K8WFLKFS83         SOMFY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001767_CT_FIRB 96950018NOMJX5XRH047         METROPOLE TV FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001923_CT_FIRB 969500GVS02SJYG9S632         CARREFOUR BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001924_CT_FIRB 96950001WI712W7PQG45         RCI BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IN_0001925_CT_FIRB 969500E07BR6468F5910         ONEY BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001709_CT_AIRB 969500XCSBJ69XGNZ328         SEMYRHAMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001710_CT_AIRB 969500FJUGIPLYLEEC76         ARTEMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001711_CT_AIRB 9695008MET09TEOXJ173         COMPAGNIE DE CORNOUAILLE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001712_CT_AIRB 969500CVFTUT88V8QN95         DASSAULT AVIATION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001713_CT_AIRB 969500LEKCHH6VV86P94         BOLLORE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001714_CT_AIRB 969500UX71LCE8MAY492         ELIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001715_CT_AIRB 969500519GPPQNAMTH05         B S A FINANCES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001716_CT_AIRB 969500W55UQUHWOSRB80         EUROSIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001717_CT_AIRB 969500LHIH3NT7PK1V89         ORPEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001718_CT_AIRB 969500OGZDTIIRLRQU17         BOUYGUES IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001719_CT_AIRB 969500SWRDP1AYZYDX76         SCDM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001720_CT_AIRB 9695007Q9M1S87XUJV47         BOUYGUES TELECOM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001721_CT_AIRB 9695001VLC2KYXX0DW73         COMPAGNIE PLASTIC OMNIUM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001722_CT_AIRB 549300JQIZM6CL7POC81         SUEZ FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001723_CT_AIRB 969500IKZVNVMKPAY661         RUBIS ENERGIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001724_CT_AIRB 969500PWCKUA6QNO8Y23         MOTIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001725_CT_AIRB 5493001EZOOA66PTBR68         ATOS SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001726_CT_AIRB 969500WQFC6OAQYG7E65         TELEVISION FRANCAISE 1 FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001727_CT_AIRB 9695007JOO3V2B0GMP47         DECATHLON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001728_CT_AIRB 96950065LBWY0APQIM86         DASSAULT SYSTEMES SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001729_CT_AIRB 969500OQXKE5WDM9M994         EIFFAGE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001730_CT_AIRB 969500R1521NUCTKXK79         FONCIERE DE PARIS SIIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001731_CT_AIRB 969500IL7U7UEI5ZYJ34         BOUYGUES CONSTRUCTION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001732_CT_AIRB 969500Q3PFE0726VMU34         EIFFARIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001733_CT_AIRB 969500C656AA39O94N60         EURAZEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001734_CT_AIRB 969500ICGCY1PD6OT783         ALTAREA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001735_CT_AIRB 969500EGYS5J8YJ6P956         HAVAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001736_CT_AIRB 96950002Y0OVJGF76078         GROUPE KEOLIS SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001737_CT_AIRB 969500SXUPEA7RX9OA51         FONCIERE EURIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001738_CT_AIRB 969500LNLEL8KFXS7U25         NEXITY LOGEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001739_CT_AIRB 969500BRQONOTJS0UN50         ANF IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001740_CT_AIRB 96950089H376W9LB3649         RUBIS TERMINAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001741_CT_AIRB 9695005PEG4IL375U849         FINANCIERE DE L ODET FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001742_CT_AIRB 9695006S0DLX9E1R1142         TECHNIP FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001743_CT_AIRB 969500P1T9REJ2Y8HS19         LISEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001744_CT_AIRB 96950089OR2LOR1SM021         GROUPE ARNAULT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001745_CT_AIRB 549300TPMBM6S3XOIF71         GROUPE ADEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001746_CT_AIRB 969500HXH031HJIFGL63         PEUGEOT CITROEN AUTOMOBILES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001747_CT_AIRB 969500N2QX5LGFFZ0I67         FONCIERE DES MURS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001748_CT_AIRB 529900FWTU88V844B672         TOTAL TREASURY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001749_CT_AIRB 969500WEPS61H6TJM037         KORIAN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001750_CT_AIRB 969500S7Q366PZ8ZJS72         IPSEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001751_CT_AIRB 969500QQ1X5XHG649644         VIRBAC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001752_CT_AIRB 969500T0V37NV3M8PR58         ALTRAN TECHNOLOGIES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001753_CT_AIRB 969500TPU5T3HA5D1F11         BUREAU VERITAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001754_CT_AIRB 9695004GI61FHFFNRG61         TELEPERFORMANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001755_CT_AIRB 549300AK8Y0LBIQ4T071         BIOMERIEUX FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001756_CT_AIRB 969500C1KK5OLNWK1S69         INGENICO GROUP FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001757_CT_AIRB 969500UU4O58BR802Y55         LISI FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001758_CT_AIRB 969500UR00DF63I0VH67         BIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001759_CT_AIRB       FR0013269123   RUBIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001760_CT_AIRB       FR0000071946   ALTEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001761_CT_AIRB 9695005MEI7OUPU2TR60     FR0010918292   TECHNICOLOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001762_CT_AIRB 9695007ZEQ7M0OE74G82         EUROTUNNEL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001763_CT_AIRB 9695000UMPNY21KKDO98         BOIRON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001764_CT_AIRB       FR0000052292   HERMES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001765_CT_AIRB 969500M1XNLOXJ9HOI75         COMPAGNIE FINANCIERE DE BOURBON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001766_CT_AIRB 969500D830K8WFLKFS83         SOMFY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001767_CT_AIRB 96950018NOMJX5XRH047         METROPOLE TV FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001709_CC_FIRB 969500XCSBJ69XGNZ328         SEMYRHAMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001710_CC_FIRB 969500FJUGIPLYLEEC76         ARTEMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001711_CC_FIRB 9695008MET09TEOXJ173         COMPAGNIE DE CORNOUAILLE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001712_CC_FIRB 969500CVFTUT88V8QN95         DASSAULT AVIATION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001713_CC_FIRB 969500LEKCHH6VV86P94         BOLLORE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001714_CC_FIRB 969500UX71LCE8MAY492         ELIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001715_CC_FIRB 969500519GPPQNAMTH05         B S A FINANCES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001716_CC_FIRB 969500W55UQUHWOSRB80         EUROSIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001717_CC_FIRB 969500LHIH3NT7PK1V89         ORPEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001718_CC_FIRB 969500OGZDTIIRLRQU17         BOUYGUES IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001719_CC_FIRB 969500SWRDP1AYZYDX76         SCDM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001720_CC_FIRB 9695007Q9M1S87XUJV47         BOUYGUES TELECOM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001721_CC_FIRB 9695001VLC2KYXX0DW73         COMPAGNIE PLASTIC OMNIUM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001722_CC_FIRB 549300JQIZM6CL7POC81         SUEZ FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001723_CC_FIRB 969500IKZVNVMKPAY661         RUBIS ENERGIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001724_CC_FIRB 969500PWCKUA6QNO8Y23         MOTIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001725_CC_FIRB 5493001EZOOA66PTBR68         ATOS SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001726_CC_FIRB 969500WQFC6OAQYG7E65         TELEVISION FRANCAISE 1 FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001727_CC_FIRB 9695007JOO3V2B0GMP47         DECATHLON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001728_CC_FIRB 96950065LBWY0APQIM86         DASSAULT SYSTEMES SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001729_CC_FIRB 969500OQXKE5WDM9M994         EIFFAGE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001730_CC_FIRB 969500R1521NUCTKXK79         FONCIERE DE PARIS SIIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001731_CC_FIRB 969500IL7U7UEI5ZYJ34         BOUYGUES CONSTRUCTION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001732_CC_FIRB 969500Q3PFE0726VMU34         EIFFARIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001733_CC_FIRB 969500C656AA39O94N60         EURAZEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001734_CC_FIRB 969500ICGCY1PD6OT783         ALTAREA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001735_CC_FIRB 969500EGYS5J8YJ6P956         HAVAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001736_CC_FIRB 96950002Y0OVJGF76078         GROUPE KEOLIS SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001737_CC_FIRB 969500SXUPEA7RX9OA51         FONCIERE EURIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001738_CC_FIRB 969500LNLEL8KFXS7U25         NEXITY LOGEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001739_CC_FIRB 969500BRQONOTJS0UN50         ANF IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001740_CC_FIRB 96950089H376W9LB3649         RUBIS TERMINAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001741_CC_FIRB 9695005PEG4IL375U849         FINANCIERE DE L ODET FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001742_CC_FIRB 9695006S0DLX9E1R1142         TECHNIP FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001743_CC_FIRB 969500P1T9REJ2Y8HS19         LISEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001744_CC_FIRB 96950089OR2LOR1SM021         GROUPE ARNAULT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001745_CC_FIRB 549300TPMBM6S3XOIF71         GROUPE ADEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001746_CC_FIRB 969500HXH031HJIFGL63         PEUGEOT CITROEN AUTOMOBILES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001747_CC_FIRB 969500N2QX5LGFFZ0I67         FONCIERE DES MURS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001748_CC_FIRB 529900FWTU88V844B672         TOTAL TREASURY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001749_CC_FIRB 969500WEPS61H6TJM037         KORIAN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001750_CC_FIRB 969500S7Q366PZ8ZJS72         IPSEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001751_CC_FIRB 969500QQ1X5XHG649644         VIRBAC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001752_CC_FIRB 969500T0V37NV3M8PR58         ALTRAN TECHNOLOGIES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001753_CC_FIRB 969500TPU5T3HA5D1F11         BUREAU VERITAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001754_CC_FIRB 9695004GI61FHFFNRG61         TELEPERFORMANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001755_CC_FIRB 549300AK8Y0LBIQ4T071         BIOMERIEUX FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001756_CC_FIRB 969500C1KK5OLNWK1S69         INGENICO GROUP FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001757_CC_FIRB 969500UU4O58BR802Y55         LISI FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001758_CC_FIRB 969500UR00DF63I0VH67         BIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001759_CC_FIRB       FR0013269123   RUBIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001760_CC_FIRB       FR0000071946   ALTEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001761_CC_FIRB 9695005MEI7OUPU2TR60     FR0010918292   TECHNICOLOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001762_CC_FIRB 9695007ZEQ7M0OE74G82         EUROTUNNEL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001763_CC_FIRB 9695000UMPNY21KKDO98         BOIRON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001764_CC_FIRB       FR0000052292   HERMES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001765_CC_FIRB 969500M1XNLOXJ9HOI75         COMPAGNIE FINANCIERE DE BOURBON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001766_CC_FIRB 969500D830K8WFLKFS83         SOMFY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001767_CC_FIRB 96950018NOMJX5XRH047         METROPOLE TV FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001709_CC_AIRB 969500XCSBJ69XGNZ328         SEMYRHAMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001710_CC_AIRB 969500FJUGIPLYLEEC76         ARTEMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001711_CC_AIRB 9695008MET09TEOXJ173         COMPAGNIE DE CORNOUAILLE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001712_CC_AIRB 969500CVFTUT88V8QN95         DASSAULT AVIATION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001713_CC_AIRB 969500LEKCHH6VV86P94         BOLLORE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001714_CC_AIRB 969500UX71LCE8MAY492         ELIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001715_CC_AIRB 969500519GPPQNAMTH05         B S A FINANCES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001716_CC_AIRB 969500W55UQUHWOSRB80         EUROSIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001717_CC_AIRB 969500LHIH3NT7PK1V89         ORPEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001718_CC_AIRB 969500OGZDTIIRLRQU17         BOUYGUES IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001719_CC_AIRB 969500SWRDP1AYZYDX76         SCDM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001720_CC_AIRB 9695007Q9M1S87XUJV47         BOUYGUES TELECOM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001721_CC_AIRB 9695001VLC2KYXX0DW73         COMPAGNIE PLASTIC OMNIUM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001722_CC_AIRB 549300JQIZM6CL7POC81         SUEZ FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001723_CC_AIRB 969500IKZVNVMKPAY661         RUBIS ENERGIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001724_CC_AIRB 969500PWCKUA6QNO8Y23         MOTIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001725_CC_AIRB 5493001EZOOA66PTBR68         ATOS SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001726_CC_AIRB 969500WQFC6OAQYG7E65         TELEVISION FRANCAISE 1 FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001727_CC_AIRB 9695007JOO3V2B0GMP47         DECATHLON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001728_CC_AIRB 96950065LBWY0APQIM86         DASSAULT SYSTEMES SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001729_CC_AIRB 969500OQXKE5WDM9M994         EIFFAGE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001730_CC_AIRB 969500R1521NUCTKXK79         FONCIERE DE PARIS SIIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001731_CC_AIRB 969500IL7U7UEI5ZYJ34         BOUYGUES CONSTRUCTION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001732_CC_AIRB 969500Q3PFE0726VMU34         EIFFARIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001733_CC_AIRB 969500C656AA39O94N60         EURAZEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001734_CC_AIRB 969500ICGCY1PD6OT783         ALTAREA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001735_CC_AIRB 969500EGYS5J8YJ6P956         HAVAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001736_CC_AIRB 96950002Y0OVJGF76078         GROUPE KEOLIS SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001737_CC_AIRB 969500SXUPEA7RX9OA51         FONCIERE EURIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001738_CC_AIRB 969500LNLEL8KFXS7U25         NEXITY LOGEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001739_CC_AIRB 969500BRQONOTJS0UN50         ANF IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001740_CC_AIRB 96950089H376W9LB3649         RUBIS TERMINAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001741_CC_AIRB 9695005PEG4IL375U849         FINANCIERE DE L ODET FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001742_CC_AIRB 9695006S0DLX9E1R1142         TECHNIP FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001743_CC_AIRB 969500P1T9REJ2Y8HS19         LISEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001744_CC_AIRB 96950089OR2LOR1SM021         GROUPE ARNAULT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001745_CC_AIRB 549300TPMBM6S3XOIF71         GROUPE ADEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001746_CC_AIRB 969500HXH031HJIFGL63         PEUGEOT CITROEN AUTOMOBILES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001747_CC_AIRB 969500N2QX5LGFFZ0I67         FONCIERE DES MURS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001748_CC_AIRB 529900FWTU88V844B672         TOTAL TREASURY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001749_CC_AIRB 969500WEPS61H6TJM037         KORIAN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001750_CC_AIRB 969500S7Q366PZ8ZJS72         IPSEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001751_CC_AIRB 969500QQ1X5XHG649644         VIRBAC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001752_CC_AIRB 969500T0V37NV3M8PR58         ALTRAN TECHNOLOGIES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001753_CC_AIRB 969500TPU5T3HA5D1F11         BUREAU VERITAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001754_CC_AIRB 9695004GI61FHFFNRG61         TELEPERFORMANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001755_CC_AIRB 549300AK8Y0LBIQ4T071         BIOMERIEUX FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001756_CC_AIRB 969500C1KK5OLNWK1S69         INGENICO GROUP FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001757_CC_AIRB 969500UU4O58BR802Y55         LISI FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001758_CC_AIRB 969500UR00DF63I0VH67         BIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001759_CC_AIRB       FR0013269123   RUBIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001760_CC_AIRB       FR0000071946   ALTEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001761_CC_AIRB 9695005MEI7OUPU2TR60     FR0010918292   TECHNICOLOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001762_CC_AIRB 9695007ZEQ7M0OE74G82         EUROTUNNEL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001763_CC_AIRB 9695000UMPNY21KKDO98         BOIRON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001764_CC_AIRB       FR0000052292   HERMES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001765_CC_AIRB 969500M1XNLOXJ9HOI75         COMPAGNIE FINANCIERE DE BOURBON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001766_CC_AIRB 969500D830K8WFLKFS83         SOMFY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001767_CC_AIRB 96950018NOMJX5XRH047         METROPOLE TV FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001709_CR_FIRB 969500XCSBJ69XGNZ328         SEMYRHAMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001710_CR_FIRB 969500FJUGIPLYLEEC76         ARTEMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001711_CR_FIRB 9695008MET09TEOXJ173         COMPAGNIE DE CORNOUAILLE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001712_CR_FIRB 969500CVFTUT88V8QN95         DASSAULT AVIATION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001713_CR_FIRB 969500LEKCHH6VV86P94         BOLLORE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001714_CR_FIRB 969500UX71LCE8MAY492         ELIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001715_CR_FIRB 969500519GPPQNAMTH05         B S A FINANCES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001716_CR_FIRB 969500W55UQUHWOSRB80         EUROSIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001717_CR_FIRB 969500LHIH3NT7PK1V89         ORPEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001718_CR_FIRB 969500OGZDTIIRLRQU17         BOUYGUES IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001719_CR_FIRB 969500SWRDP1AYZYDX76         SCDM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001720_CR_FIRB 9695007Q9M1S87XUJV47         BOUYGUES TELECOM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001721_CR_FIRB 9695001VLC2KYXX0DW73         COMPAGNIE PLASTIC OMNIUM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001722_CR_FIRB 549300JQIZM6CL7POC81         SUEZ FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001723_CR_FIRB 969500IKZVNVMKPAY661         RUBIS ENERGIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001724_CR_FIRB 969500PWCKUA6QNO8Y23         MOTIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001725_CR_FIRB 5493001EZOOA66PTBR68         ATOS SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001726_CR_FIRB 969500WQFC6OAQYG7E65         TELEVISION FRANCAISE 1 FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001727_CR_FIRB 9695007JOO3V2B0GMP47         DECATHLON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001728_CR_FIRB 96950065LBWY0APQIM86         DASSAULT SYSTEMES SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001729_CR_FIRB 969500OQXKE5WDM9M994         EIFFAGE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001730_CR_FIRB 969500R1521NUCTKXK79         FONCIERE DE PARIS SIIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001731_CR_FIRB 969500IL7U7UEI5ZYJ34         BOUYGUES CONSTRUCTION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001732_CR_FIRB 969500Q3PFE0726VMU34         EIFFARIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001733_CR_FIRB 969500C656AA39O94N60         EURAZEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001734_CR_FIRB 969500ICGCY1PD6OT783         ALTAREA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001735_CR_FIRB 969500EGYS5J8YJ6P956         HAVAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001736_CR_FIRB 96950002Y0OVJGF76078         GROUPE KEOLIS SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001737_CR_FIRB 969500SXUPEA7RX9OA51         FONCIERE EURIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001738_CR_FIRB 969500LNLEL8KFXS7U25         NEXITY LOGEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001739_CR_FIRB 969500BRQONOTJS0UN50         ANF IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001740_CR_FIRB 96950089H376W9LB3649         RUBIS TERMINAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001741_CR_FIRB 9695005PEG4IL375U849         FINANCIERE DE L ODET FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001742_CR_FIRB 9695006S0DLX9E1R1142         TECHNIP FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001743_CR_FIRB 969500P1T9REJ2Y8HS19         LISEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001744_CR_FIRB 96950089OR2LOR1SM021         GROUPE ARNAULT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001745_CR_FIRB 549300TPMBM6S3XOIF71         GROUPE ADEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001746_CR_FIRB 969500HXH031HJIFGL63         PEUGEOT CITROEN AUTOMOBILES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001747_CR_FIRB 969500N2QX5LGFFZ0I67         FONCIERE DES MURS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001748_CR_FIRB 529900FWTU88V844B672         TOTAL TREASURY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001749_CR_FIRB 969500WEPS61H6TJM037         KORIAN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001750_CR_FIRB 969500S7Q366PZ8ZJS72         IPSEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001751_CR_FIRB 969500QQ1X5XHG649644         VIRBAC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001752_CR_FIRB 969500T0V37NV3M8PR58         ALTRAN TECHNOLOGIES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001753_CR_FIRB 969500TPU5T3HA5D1F11         BUREAU VERITAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001754_CR_FIRB 9695004GI61FHFFNRG61         TELEPERFORMANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001755_CR_FIRB 549300AK8Y0LBIQ4T071         BIOMERIEUX FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001756_CR_FIRB 969500C1KK5OLNWK1S69         INGENICO GROUP FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001757_CR_FIRB 969500UU4O58BR802Y55         LISI FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001758_CR_FIRB 969500UR00DF63I0VH67         BIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001759_CR_FIRB       FR0013269123   RUBIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001760_CR_FIRB       FR0000071946   ALTEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001761_CR_FIRB 9695005MEI7OUPU2TR60     FR0010918292   TECHNICOLOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001762_CR_FIRB 9695007ZEQ7M0OE74G82         EUROTUNNEL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001763_CR_FIRB 9695000UMPNY21KKDO98         BOIRON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001764_CR_FIRB       FR0000052292   HERMES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001765_CR_FIRB 969500M1XNLOXJ9HOI75         COMPAGNIE FINANCIERE DE BOURBON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001766_CR_FIRB 969500D830K8WFLKFS83         SOMFY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001767_CR_FIRB 96950018NOMJX5XRH047         METROPOLE TV FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001709_CR_AIRB 969500XCSBJ69XGNZ328         SEMYRHAMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001710_CR_AIRB 969500FJUGIPLYLEEC76         ARTEMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001711_CR_AIRB 9695008MET09TEOXJ173         COMPAGNIE DE CORNOUAILLE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001712_CR_AIRB 969500CVFTUT88V8QN95         DASSAULT AVIATION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001713_CR_AIRB 969500LEKCHH6VV86P94         BOLLORE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001714_CR_AIRB 969500UX71LCE8MAY492         ELIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001715_CR_AIRB 969500519GPPQNAMTH05         B S A FINANCES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001716_CR_AIRB 969500W55UQUHWOSRB80         EUROSIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001717_CR_AIRB 969500LHIH3NT7PK1V89         ORPEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001718_CR_AIRB 969500OGZDTIIRLRQU17         BOUYGUES IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001719_CR_AIRB 969500SWRDP1AYZYDX76         SCDM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001720_CR_AIRB 9695007Q9M1S87XUJV47         BOUYGUES TELECOM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001721_CR_AIRB 9695001VLC2KYXX0DW73         COMPAGNIE PLASTIC OMNIUM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001722_CR_AIRB 549300JQIZM6CL7POC81         SUEZ FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001723_CR_AIRB 969500IKZVNVMKPAY661         RUBIS ENERGIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001724_CR_AIRB 969500PWCKUA6QNO8Y23         MOTIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001725_CR_AIRB 5493001EZOOA66PTBR68         ATOS SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001726_CR_AIRB 969500WQFC6OAQYG7E65         TELEVISION FRANCAISE 1 FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001727_CR_AIRB 9695007JOO3V2B0GMP47         DECATHLON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001728_CR_AIRB 96950065LBWY0APQIM86         DASSAULT SYSTEMES SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001729_CR_AIRB 969500OQXKE5WDM9M994         EIFFAGE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001730_CR_AIRB 969500R1521NUCTKXK79         FONCIERE DE PARIS SIIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001731_CR_AIRB 969500IL7U7UEI5ZYJ34         BOUYGUES CONSTRUCTION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001732_CR_AIRB 969500Q3PFE0726VMU34         EIFFARIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001733_CR_AIRB 969500C656AA39O94N60         EURAZEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001734_CR_AIRB 969500ICGCY1PD6OT783         ALTAREA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001735_CR_AIRB 969500EGYS5J8YJ6P956         HAVAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001736_CR_AIRB 96950002Y0OVJGF76078         GROUPE KEOLIS SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001737_CR_AIRB 969500SXUPEA7RX9OA51         FONCIERE EURIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001738_CR_AIRB 969500LNLEL8KFXS7U25         NEXITY LOGEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001739_CR_AIRB 969500BRQONOTJS0UN50         ANF IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001740_CR_AIRB 96950089H376W9LB3649         RUBIS TERMINAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001741_CR_AIRB 9695005PEG4IL375U849         FINANCIERE DE L ODET FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001742_CR_AIRB 9695006S0DLX9E1R1142         TECHNIP FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001743_CR_AIRB 969500P1T9REJ2Y8HS19         LISEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001744_CR_AIRB 96950089OR2LOR1SM021         GROUPE ARNAULT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001745_CR_AIRB 549300TPMBM6S3XOIF71         GROUPE ADEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001746_CR_AIRB 969500HXH031HJIFGL63         PEUGEOT CITROEN AUTOMOBILES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001747_CR_AIRB 969500N2QX5LGFFZ0I67         FONCIERE DES MURS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001748_CR_AIRB 529900FWTU88V844B672         TOTAL TREASURY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001749_CR_AIRB 969500WEPS61H6TJM037         KORIAN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001750_CR_AIRB 969500S7Q366PZ8ZJS72         IPSEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001751_CR_AIRB 969500QQ1X5XHG649644         VIRBAC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001752_CR_AIRB 969500T0V37NV3M8PR58         ALTRAN TECHNOLOGIES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001753_CR_AIRB 969500TPU5T3HA5D1F11         BUREAU VERITAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001754_CR_AIRB 9695004GI61FHFFNRG61         TELEPERFORMANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001755_CR_AIRB 549300AK8Y0LBIQ4T071         BIOMERIEUX FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001756_CR_AIRB 969500C1KK5OLNWK1S69         INGENICO GROUP FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001757_CR_AIRB 969500UU4O58BR802Y55         LISI FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001758_CR_AIRB 969500UR00DF63I0VH67         BIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001759_CR_AIRB       FR0013269123   RUBIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001760_CR_AIRB       FR0000071946   ALTEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001761_CR_AIRB 9695005MEI7OUPU2TR60     FR0010918292   TECHNICOLOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001762_CR_AIRB 9695007ZEQ7M0OE74G82         EUROTUNNEL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001763_CR_AIRB 9695000UMPNY21KKDO98         BOIRON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001764_CR_AIRB       FR0000052292   HERMES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001765_CR_AIRB 969500M1XNLOXJ9HOI75         COMPAGNIE FINANCIERE DE BOURBON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001766_CR_AIRB 969500D830K8WFLKFS83         SOMFY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001767_CR_AIRB 96950018NOMJX5XRH047         METROPOLE TV FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001923_CT_AIRB 969500GVS02SJYG9S632         CARREFOUR BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001924_CT_AIRB 96950001WI712W7PQG45         RCI BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001925_CT_AIRB 969500E07BR6468F5910         ONEY BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IN_0001923_CR_FIRB 969500GVS02SJYG9S632         CARREFOUR BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001924_CR_FIRB 96950001WI712W7PQG45         RCI BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001925_CR_FIRB 969500E07BR6468F5910         ONEY BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach IN_0001923_CR_AIRB 969500GVS02SJYG9S632         CARREFOUR BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001924_CR_AIRB 96950001WI712W7PQG45         RCI BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001925_CR_AIRB 969500E07BR6468F5910         ONEY BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach IN_0001923_CC_FIRB 969500GVS02SJYG9S632         CARREFOUR BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001924_CC_FIRB 96950001WI712W7PQG45         RCI BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001925_CC_FIRB 969500E07BR6468F5910         ONEY BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach IN_0001923_CC_AIRB 969500GVS02SJYG9S632         CARREFOUR BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001924_CC_AIRB 96950001WI712W7PQG45         RCI BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach IN_0001925_CC_AIRB 969500E07BR6468F5910         ONEY BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001769_CT_FIRB 52990050M4WPD32PHG16 2835109-6       C&F International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001769_CT_AIRB 52990050M4WPD32PHG16 2835109-6       C&F International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001769_CR_FIRB 52990050M4WPD32PHG16 2835109-6       C&F International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001769_CR_AIRB 52990050M4WPD32PHG16 2835109-6       C&F International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001769_CC_FIRB 52990050M4WPD32PHG16 2835109-6       C&F International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001769_CC_AIRB 52990050M4WPD32PHG16 2835109-6       C&F International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001770_CT_FIRB 1AW6P2GG0FOINEBZUQ05 2677262-4       Vodafone Kabel DeutschlandGmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001770_CT_AIRB 1AW6P2GG0FOINEBZUQ05 2677262-4       Vodafone Kabel DeutschlandGmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001770_CR_FIRB 1AW6P2GG0FOINEBZUQ05 2677262-4       Vodafone Kabel DeutschlandGmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001770_CR_AIRB 1AW6P2GG0FOINEBZUQ05 2677262-4       Vodafone Kabel DeutschlandGmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001770_CC_FIRB 1AW6P2GG0FOINEBZUQ05 2677262-4       Vodafone Kabel DeutschlandGmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001770_CC_AIRB 1AW6P2GG0FOINEBZUQ05 2677262-4       Vodafone Kabel DeutschlandGmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0001771_CT_FIRB 5299006EQ03K3SSUYS12 2653513-8       Metro AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0001771_CT_AIRB 5299006EQ03K3SSUYS12 2653513-8       Metro AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0001771_CR_FIRB 5299006EQ03K3SSUYS12 2653513-8       Metro AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0001771_CR_AIRB 5299006EQ03K3SSUYS12 2653513-8       Metro AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0001771_CC_FIRB 5299006EQ03K3SSUYS12 2653513-8       Metro AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0001771_CC_AIRB 5299006EQ03K3SSUYS12 2653513-8       Metro AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000992_CC_AIRB 815600BFEB936DC6ED24       BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Advanced IRB approach LC_0000992_CT_AIRB 815600BFEB936DC6ED24       BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LC_0000992_CR_AIRB 815600BFEB936DC6ED24       BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Advanced IRB approach LC_0000992_CC_FIRB 815600BFEB936DC6ED24       BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Counterparty credit risk Foundation IRB approach LC_0000992_CT_FIRB 815600BFEB936DC6ED24       BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LC_0000992_CR_FIRB 815600BFEB936DC6ED24       BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk and free deliveries Foundation IRB approach LC_0000001_CT_STDA   1040 58237v   0296104D AV EQUITY ALPINE Bau GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000002_CT_STDA 5299005VO3GJ18GL5F14 8670870 310593f     AMAG Austria Metall AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000003_CT_STDA 549300VZKC61IR5U8G96 26972 50935f AT0000730007 ANDR AV EQUITY ANDRITZ AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000004_CT_STDA 529900LMTI8YSE62EI88       LHA GF Equity AUSTRIAN AIRLINES AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000005_CT_STDA 5299004QD601B8U1HD44 131830 109445z     Austrian Gaming Industries GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000006_CT_STDA 529900J7EWWGQ375DL84 2410 53507m     AVL List GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000007_CT_STDA   226424 58036y     Bauunternehmung Granit Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000008_CT_STDA   160431 89102h     BENE AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000009_CT_STDA 529900ZAFSOBVFCKF263   319670d   0456855D AV EQUITY Benteler International Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000010_CT_STDA 5299000SY4448XU04857 847216 86959g     CAG Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000011_CT_STDA 5299003V84MVB5A3C324 5762600 231192p     CARBONES HOLDING GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000012_CT_STDA 529900G8XM6H1XVZBJ73 67504 99639d     Casinos Austria Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000013_CT_STDA 529900VN62L73X2OJX85 5200326 212163f     conwert Immobilien Invest SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000014_CT_STDA   7161956 270027z     DCM DECOmetal GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000015_CT_STDA   76350 67493f     dm drogerie markt GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000016_CT_STDA 5299002NFQKOBT1E8569 3570614 156765m     DO & CO Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000017_CT_STDA 5299004ARAOQMGTWCI13 125709 70342w     Doppelmayr Seilbahnen GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000018_CT_STDA 54930060U4XOVED1T359         OMV Gas Marketing & Trading GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000019_CT_STDA 529900WJZJAEI0VBLP60         Egger Holzwerkstoffe GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000020_CT_STDA 52990048A4N0S24VG982 159026 42973x     Eglo Leuchten GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000021_CT_STDA 529900N8OA1GVSR5R946 30988 76532y     Energie AG Oberösterreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000022_CT_STDA 529900BMPGUGAFYYAV45 6106 126805d     Energie Burgenland AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000023_CT_STDA 529900WID59A60HHYX13 2795493 145825z     Erber Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000024_CT_STDA 529900P4JZBFEVNEAE60       EVN AV Equity EVN AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000025_CT_STDA   9907106 347483f     Felbermayr Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000026_CT_STDA 549300FQ2ILBH7DJ6I45 1754530 42984m     Flughafen Wien Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000027_CT_STDA 529900RJAN0LNMW7Q775 1312138 89381v     HABAU Hoch- und Tiefbaugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000028_CT_STDA 5299000X53SAWQMDFF06 58114 26451z     Hofer Kommanditgesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000029_CT_STDA   1640348 47654f     Hyundai Import Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000030_CT_STDA 529900RQJADHH91ABP14 2777363 144991y     Infineon Technologies Austria AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000031_CT_STDA 529900DSSMPIR6R3GO43 130311 64543t     J. u. A. Frischeis Gesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000032_CT_STDA 5299008ARRNJFPBNTM78 4155033 178368g     Kapsch BusinessCom AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000033_CT_STDA 529900A9NX1TM65N4176 21369 99133i     KELAG-Kärntner Elektrizitäts-Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000034_CT_STDA   1376136 94579m     Leiner Immobilien GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000035_CT_STDA   25798 32725a     Leyrer + Graf Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000036_CT_STDA   1216520 106825x     Management Trust Holding Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000037_CT_STDA 529900JYVV57QBKV9G11 1991078 35673k     MFC Commodities GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000038_CT_STDA 529900WFARKZGRCQ8652         MONTANA TECH COMPONENTS GMBH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000039_CT_STDA 213800CUWJ54846X6779 1760513 40450k     Montanwerke Brixlegg Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000040_CT_STDA 529900UUANUJ60MNMX97   71396w   7716424Z AV EQUITY ÖBB - Infrastruktur Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000041_CT_STDA 529900UOHXZ1BIORCV04 6467385 248742y     ÖBB-Personenverkehr Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000042_CT_STDA 529900B76VL5KG71J029 6515541 250198p     ÖBB-Postbus GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000043_CT_STDA 529900UZY47TEIFNF978 6496644 249666g     ÖBB-Produktion Gesellschaft mbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000044_CT_STDA 549300V62YJ9HTLRI486   93363z AT0000743059 OMV AV EQUITY OMV Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000045_CT_STDA   3512231 154148p     Österreichische Bundesforste AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000046_CT_STDA 529900IFAV83BX8O1O91 526819 33393h AT0000758305 PAL AV EQUITY PALFINGER AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000047_CT_STDA   957313 115289v     QuadraCir AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000048_CT_STDA 5299000HTNHA5ACH9N32 1074393 56247t   495680Z AV EQUITY Red Bull GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000049_CT_STDA 529900ENFTO28GS3KF76 1813722 78563i     Rohöl-Aufsuchungs Aktiengesellschaft AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000050_CT_STDA 5299005U4ZMMSYUJ5G02 7113951 267218v     ROXCEL Handelsgesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000051_CT_STDA 5493000C4S664YT7T556 38229 51350s     Salzburg AG für Energie, Verkehr und Telekommunikation AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000052_CT_STDA 549300XBCUMUR5CI0181         Sappi Papier Holding GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000053_CT_STDA 5299002XAOMQWAIZMA51 271020 128056v     Schmid Industrieholding G.m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000054_CT_STDA 52990021T5LVTQOGSU18 39594 60562m     Siemens Aktiengesellschaft Österreich AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000055_CT_STDA 52990020WIPPT0HC0V31         Steinhoff Europe AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000056_CT_STDA 529900TYYSRJH2VJSP60 421065 88983h AT000000STR1 STR AV EQUITY Strabag SE AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000057_CT_STDA 529900BTWJ6SISLJ5854 5880980 235264b     SWARCO AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000058_CT_STDA 529900SCL1LJL8PZNI48 501247 83175t     Swietelsky Baugesellschaft m.b.H. AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000059_CT_STDA 529900V54UV5XQUK5S85   FN155563W   TKA AV Equity Telekom Finanzmanagement GmbH AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000060_CT_STDA 529900OOW8ELHOXWZP82       UN9 GS Equity UNIQA Insurance Group AG AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000061_CT_STDA 549300IFXHQIB5POT565 3734340 162844b     VAMED ENGINEERING GmbH & CO KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000062_CT_STDA 5299006UDSEJCTTEJS30 45926 76023z AT0000746409 VER AV EQUITY VERBUND AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000063_CT_STDA 529900ZAXBMQDIWPNB72 2147807 66209t AT0000937503 VOE AV EQUITY voestalpine AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000064_CT_STDA 5299008VQJD65XCUPR16 1134770-5 HRA661038   6830553Z AV EQUITY Voith Turbo GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000065_CT_STDA 529900VXIFBHO0SW2I31 46434 77676f AT0000831706 WIE AV EQUITY Wienerberger AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000066_CT_STDA 529900OS67T49AW45S74 194255 121150m   665707Z AV EQUITY WIENERBERGER FINANZ SERVICE GMBH AT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000067_CT_STDA 529900OJFTLS1RYWIF55 9565779 336561v     XXXLutz KG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000068_CT_STDA 529900IIODYNYAZ2ID26         ZUMTOBEL AG AT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000069_CT_STDA 54930002QM8QVWM56E14         Amcor Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000070_CT_STDA WZE1WSENV6JSZFK0JC28       BHP AU EQUITY BHP Billiton Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000071_CT_STDA         6026550Z AU EQUITY Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000072_CT_STDA JOR7RJTXUXBRJ4UA5G70       CCL AT Equity Coca-Cola Amatil Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000073_CT_STDA 549300HPMK7UWN02N804   PA3337938   CWN AT Equity Crown Group Finance Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000074_CT_STDA         LEI AU EQUITY Leighton Holdings Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000075_CT_STDA ACMHD8HWFMFUIQQ8Y590       MQG AU EQUITY Macquarie Group Ltd AU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000076_CT_STDA ZSN2LWNPYW6ISMRUC664       ORG AU EQUITY Origin Energy Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000077_CT_STDA 5493008XVFHYYV0YHN70       HUWA GF Equity Powercor Australia, LLC AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000078_CT_STDA YLXNW6TI6QSK1H8H0N82       QAN AU EQUITY Qantas Airways Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000079_CT_STDA     520433129   SPT AU EQUITY Spotless Holding SAS AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000080_CT_STDA PCTXNQGRJVR3OG33JG65       TLS AT Equity Telstra Corporation Limited AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000081_CT_STDA 5493003L32ZX9557ST85       WES AU EQUITY Wesfarmers Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000082_CT_STDA QNWEWQBS7HP85QHXQL92         Woolworths Ltd AU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000083_CT_STDA G05OZ4J4E05KDATL0J93         AG Insurance BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000084_CT_STDA 549300IHBDUTUNQJJB79 16342     AGFB BB EQUITY Agfa-Gevaert NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000085_CT_STDA 549300N22C0GCT5BUD97 26198       AJINOMOTO OMNICHEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000086_CT_STDA   116163       ALBELEC BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000087_CT_STDA   225626       ALCATAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000088_CT_STDA 5493008H3828EMEXB082       ABI BB EQUITY Anheuser-Busch InBev NV/SA [ABInBev] BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000089_CT_STDA 549300BKDDQ56JWCBT72 1098030       AQUAFIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000090_CT_STDA 549300B4HNIJSAWU1C95 1138391       ARPAL MANAGEMENT BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000091_CT_STDA 213800R1F1EJYM4ICO85   444734706 BE 0444734706   Barry Callebaut Services BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000092_CT_STDA 549300CWRXC5EP004533       BELG BB Equity Belgacom S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000093_CT_STDA 549300R9I8GUZLNIV408   890082292     Brussels Airport Company S.A./N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000094_CT_STDA   433287       CENTRE HOSPITALIER CHRETIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000095_CT_STDA   81095       CHAUSSURES CECIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000096_CT_STDA 549300IP2F5TKUC0GF38 82988       CHEMITEX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000097_CT_STDA 549300TM914CSF6KI389 149177     COFB BB EQUITY COFINIMMO BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000098_CT_STDA   184723       COLLIGNON ENG. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000099_CT_STDA   201775       COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000100_CT_STDA 213800DMG7PUQHINO388     BE 0401641663   Louis Delhaize - Compagnie franco-belge d'Alimentation BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000101_CT_STDA   255648       DOD BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000102_CT_STDA   1145532       EDIFICIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000103_CT_STDA T0YOOBZO4L6YAD6SAV65 14206 403170701   ELEB BB EQUITY ELECTRABEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000104_CT_STDA 549300JC3HI3K7ZSYU66 1329681       ELEM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000105_CT_STDA 549300S1MP1NFDIKT460     BE 0476388378 ELI BB Equity ELIA SYSTEM OPERATOR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000106_CT_STDA 5493001XW6MSHRMFLU28       ENI GY Equity eni finance international SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000107_CT_STDA 549300VO7PUETX031S03 10309   BE 0860004176   ETEXCO SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000108_CT_STDA   13771       ETS DE SIMONE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000109_CT_STDA 52990053AH5LF0YZWD07         Euler Hermes Europe BE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000110_CT_STDA 549300D80RYON74MEJ03 18181     EURN BB EQUITY Euronav NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000111_CT_STDA 8RDWFWPP4PLMZ5PPQH32         Fluxys G SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000112_CT_STDA   25281       G EN J VASTGOED BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000113_CT_STDA   65807       HOET TRUCKING & RENTING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000114_CT_STDA 549300M48VNC2Z0MDG47 71844       HOTTLET FROZEN FOODS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000115_CT_STDA 549300GR6U0KHJD7DG07         IKEA SERVICE CENTRE N.V. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000116_CT_STDA   84089       INTERNATIONAL ORE ET FERTILIZER BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000117_CT_STDA   85640       JEAN WAUTERS-ACIERS SPECIAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000118_CT_STDA   111717       M.G.S. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000119_CT_STDA 5493004FKZI586397240         Magotteaux International SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000120_CT_STDA 549300Q80KFPKZC6BQ79 144096       MENOUQUIN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000121_CT_STDA   166601       N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000122_CT_STDA 5493002HHHFTG6G3BG36     BE 0431676229 OME BB EQUITY OMEGA PHARMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000123_CT_STDA   168945       OPIO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000124_CT_STDA   192350       PHARMACIES SERVAIS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000125_CT_STDA 54930064JCEXFA8M0W31 202291   BE 0405747040   PRAYON BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000126_CT_STDA   204834       PRO CONCEPT M P J BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000127_CT_STDA 549300NMIBTX17HWF142 233001       RARE GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000128_CT_STDA 549300X72GEQB1X8K911 247664       ROULARTA MEDIA GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000129_CT_STDA 529900PY79CWSUGVK810 249233       S.A. CORMAN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000130_CT_STDA 549300O3VKWJUM16UI64 257312       SAMIR GEMS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000131_CT_STDA 213800WWE8U6DC99NP03         SCR Sibelco NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000132_CT_STDA   257564       SEADCO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000133_CT_STDA 213800WDGKCVWZAN1N02 1051701 465409265   0790057D BB EQUITY SILFIN NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000134_CT_STDA   294964       SOBEMO BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000135_CT_STDA   302642       SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000136_CT_STDA 549300BB5CXGL9YV0D53 303429       SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000137_CT_STDA   303783       SOCIETE D'APPLICATIONS ET DE TRAVAUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000138_CT_STDA 549300MMVL80RTBP3O28 556814     SOLB BB EQUITY Solvay SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000139_CT_STDA   923107       TEAM KALORIK GROUP BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000140_CT_STDA 549300ZKLIF7RP6EH823     BE 0412101728 TESB BB EQUITY Tessenderlo Chemie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000141_CT_STDA   953398       TEX ALLIANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000142_CT_STDA   1044409       TOP-TEX BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000143_CT_STDA 2138008J191VLSGY5A09       UCB BB EQUITY UCB SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000144_CT_STDA 529900F3AIQECS8ZSV61       UMI BB EQUITY Umicore SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000145_CT_STDA 5493008MCDJ4Y6D5SI04 1113512       UNISTEEL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000146_CT_STDA   1140588       UNIVERSITE LIBRE DE BRUXELLES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000147_CT_STDA 549300TRHV6F6IE14H93 1159858   BE 0404060032   Van Hool nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000148_CT_STDA   1231271       VASTGOED MANAGEMENT ASSOCIATIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000149_CT_STDA 529900RAZGQHX0VFTK05         Volkswagen Group Services S.A. BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000150_CT_STDA 549300NWW2UDYHH65J03 1911623       WILDO PROPERTIES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000151_CT_STDA 5299007TSQVOLXOABA65 1364744       ZF WIND POWER ANTWERPEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000152_CT_STDA 4P8GJCF52NVFW7UL4C95   18630   ACE US Equity ACE Tempest Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000153_CT_STDA 549300J3KKX1PEJGDW36       ACGL US Equity Arch Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000154_CT_STDA UNZWILHE4KMRP9K2L524   34678   NCLH UW Equity NCL Corporation Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000155_CT_STDA V5EGRCZCH7FN6WX41891       OEH UN Equity Orient-Express Hotels Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000156_CT_STDA 549300F7ZDOIMR4PZW67       IPG US Equity Pacnet Limited BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000157_CT_STDA V7TL7UQFHNWUEMDZ3X02       RNR US Equity Renaissance Reinsurance Ltd. BM Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000158_CT_STDA 5493008CA3NMHYEVT131         VimpelCom Ltd. BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000159_CT_STDA       BMG455841020   HAL TRUST BM Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000160_CT_STDA 5493001QYTIDILBVYO18         Companhia Brasileira de Aluminio BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000161_CT_STDA 549300TH5Q6VRP8OT012       ABI LI Equity Companhia de Bebidas das Americas (AmBev) BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000162_CT_STDA 549300EM51WYXFHUY333         Embraer S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000163_CT_STDA         FIBR3 BZ EQUITY Fibria Celulose SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000164_CT_STDA 5493000J801JZRCMFE49       XPBR SQ Equity Petroleo Brasileiro S.A. - PETROBRAS BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000165_CT_STDA         VALE5 BZ EQUITY Vale SA BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000166_CT_STDA LXVM6T3LO7QIZ8LUZ688         Votorantim Cimentos S.A. BR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000167_CT_STDA 55S3547PRDP469JRO238   2880814   AGU CT Equity Agrium Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000168_CT_STDA 4B4HI3CGXMBDC0G6BM51       AC/A CT Equity Air Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000169_CT_STDA 549300OSW32RVX8CCZ87       ANCUF PQ Equity Alimentation Couche-Tard Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000170_CT_STDA DR5LKEURSR8SXLM64266   7501889   ALA CT Equity AltaGas Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000171_CT_STDA 0O4KBQCJZX82UKGCBV73       ABX CN EQUITY Barrick Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000172_CT_STDA 5493001I9203PRB5KR45       BCE CT Equity BCE Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000173_CT_STDA 549300VPM8ERH1Q42198         Bell Canada CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000174_CT_STDA W7L3VLU8EHQY34Z36697       BBD/B CN EQUITY Bombardier Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000175_CT_STDA 36ZUFRRMJERSM4Q0S289   746053   BPO CT Equity Brookfield Office Properties Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000176_CT_STDA 3SU7BEP7TH9YEQOZCS77       CNI UN Equity Canadian National Railway Company CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000177_CT_STDA 5493008IGIA1HJMDJS40   1722453   CNQ CT Equity Canadian Natural Resources Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000178_CT_STDA NXIVWPYOIVYXFF6WCZ47       CVE CN EQUITY Cenovus Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000179_CT_STDA 549300WSRCZY73ZG3090   00326711660005     CGI GROUP INC. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000180_CT_STDA XYSIJOU3HNVROZWNA008       UFS CT Equity Domtar Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000181_CT_STDA 98TPTUM4IVMFCZBCUR27       ENB CN EQUITY Enbridge Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000182_CT_STDA CZ72ZHBVKZXQRV3XFE26       ECA CN EQUITY Encana CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000183_CT_STDA 549300679TRDUXPT7415   206654303     EPCOR Utilities Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000184_CT_STDA I2YOHH65IBBT53JFYQ52       G CT Equity Goldcorp Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000185_CT_STDA B1EEF6ML54YDWRC6ZK53   2015335496     Harvest Operations Corp. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000186_CT_STDA 549300UEBMAQDN0K0R06       K CN EQUITY Kinross Gold Corp CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000187_CT_STDA 95RWVLFZX6VGDZNNTN43       MG CN EQUITY Magna International Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000188_CT_STDA 6Q7WW7FQZR6X22IL2I79         Nexen Energy ULC CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000189_CT_STDA 549300O4ZJZZOHH4H804   3572862   NBD CT Equity Norbord Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000190_CT_STDA 5493007M1XGU5E55ZJ25         NOVA Chemicals Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000191_CT_STDA 549300HDLRTPBQU69P29       BIN CT Equity Progressive Waste Solutions Ltd. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000192_CT_STDA 549300A0QNNPY14D9106       SCC CT Equity Sears Canada Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000193_CT_STDA 3XCBVWUPHGBZ5GF7TY15       SU CN EQUITY Suncor Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000194_CT_STDA NQWTWUIL1PK7V7N5Y468       TLM CN EQUITY Talisman Energy Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000195_CT_STDA T8KI5SQ2JRWHL7XY0E11       TCK/B CN EQUITY Teck Resources Ltd [Ex-Teck Cominco Ltd] CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000196_CT_STDA YHKQM2RIPKZYOZ6RVZ46       TK US Equity Teekay Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000197_CT_STDA L2TEUTQ8OSHMJWVLCE40       T CT Equity TELUS Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000198_CT_STDA 549300561UZND4C7B569   884903   TOC GF Equity Thomson Reuters Corporation CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000199_CT_STDA HJZQGXYTVV2NWJZLPW74       TOM GY Equity Toyota Credit Canada Inc. CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000200_CT_STDA 5BV01I6231JPDAPMGH09       TRP UN Equity TransCanada PipeLines Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000201_CT_STDA PRAQ4VOSFIK7OQ8Z2512   4406354   VALE3 BS Equity Vale Canada Limited CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000202_CT_STDA WT03B8BB1IX8WI9ZGV02         Vermilion Energy Inc. CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000203_CT_STDA 549300WHE4O6UJ2KU013         Yamana Gold Inc CA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000204_CT_STDA 5493003DNMEAO1DT3F51       ABBN VX EQUITY ABB Ltd [Asea Brown Boveri] CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000205_CT_STDA NI14Y5UMU60O7JE9P611       ADEN VX EQUITY Adecco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000206_CT_STDA 549300Q3WREIMQYFBC20       0170576D SW EQUITY Ameropa AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000207_CT_STDA 5493007KVRV2OKRXFA55   CH-020.3.035.716-8   AML LN Equity Amlin AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000208_CT_STDA 529900H7ZPIGI2U3CJ14         AXPO TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000209_CT_STDA 213800Y5RWKLDPUTT265       BARN SW EQUITY Barry Callebaut AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000210_CT_STDA 529900UPDCU6WEL7W167       BALN VX Equity Basler Versicherung AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000211_CT_STDA   2816554-6 HRB54517 DE000DCAG010 7705815Z SW EQUITY DEMAG CRANES AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000212_CT_STDA 5493002MXX2JLKWLE880       567151Z SW EQUITY Duferco SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000213_CT_STDA 549300I08UA8SMJON743   CH-270.3.002.354-9   DUFN EB Equity Dufry international AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000214_CT_STDA 549300ADLU67CYBFIW70   CH-645.1.008.684-9     Elsevier Finance SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000215_CT_STDA 529900Y8BGAFVVVYVN24       GATE SE Equity gategroup Holding AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000216_CT_STDA 213800SVRMQA1TD91D41       GIVN VX Equity Givaudan SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000217_CT_STDA 213800PSSU2QXF1WLR89       GLEN LN EQUITY Glencore International AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000218_CT_STDA 549300DHSS9U1QKJZG57   KvK 34275373 0000   1002136Z SW EQUITY GUNVOR INTERNATIONAL BV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000219_CT_STDA 529900EHPFPYHV6IQO98       HOLN VX EQUITY Holcim Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000220_CT_STDA 529900Q0YED3805QXQ66         KUEHNE AND NAGEL INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000221_CT_STDA 52990074N8ID7UPV7A95         LIEBHERR-INTERNATIONAL AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000222_CT_STDA 549300EFW4H2TCZ71055         Lonza Group AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000223_CT_STDA KY37LUS27QQX7BB93L28   CH-550.0.067.293-5 CH0038863350 NESN.VX NESTLE SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000224_CT_STDA 529900I2PEF1FN6N6723       2284161Z SW EQUITY Nord Stream AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000225_CT_STDA         NOVN VX EQUITY Novartis AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000226_CT_STDA 549300HUJ5CJUX02RS52         OMV SUPPLY & TRADING AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000227_CT_STDA 5299002JRTT699WFOV74         OMYA (Schweiz) AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000228_CT_STDA 549300HMJAFUW4NSKI73         Paul Reinhart AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000229_CT_STDA         ROG VX EQUITY Roche Holding Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000230_CT_STDA 529900PTQ0Z1J44SHZ08   CH-100.3.010.656-7   STLN SE Equity SCHMOLZ + BICKENBACH AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000231_CT_STDA 549300R3N69ECGYPU434       SIK IX Equity Sika AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000232_CT_STDA 213800Z8NOHIKRI42W10     NL0000226223 STM FP EQUITY STMICROELECTRONICS NV CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000233_CT_STDA 5493000KUC3Z24U77V93       SLHN VX Equity Swiss Life Holding AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000234_CT_STDA 5493005SL9HHOXS3B739   CHE-102.753.938   SCMN VX Equity Swisscom AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000235_CT_STDA 549300HTOMQG20JYV568       SYNN VX Equity Syngenta AG CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000236_CT_STDA KSVC38RP5WL6C6LJGG03       TYC US Equity Tyco International Ltd. CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000237_CT_STDA 549300VBJS7MG74G2H60         Weatherford International Ltd CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000238_CT_STDA         WOS LN EQUITY Wolseley Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000239_CT_STDA         XTA LN EQUITY Xstrata Plc CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000240_CT_STDA 50ZCTKCMUDIABGHX3R52         Zurich Insurance Company CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000241_CT_STDA 549300IF4IFG0FS0RM26       AESGENER CC Equity AES Gener S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000242_CT_STDA 549300NLTGCFV7482429       CENCOSUD CC Equity Cencosud S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000243_CT_STDA 549300YP3P0JZBLIV197         EMPRESA NACIONAL DEL PETROLEO CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000244_CT_STDA 549300G475ACIABB4385     USG49215AA73 CMPC CC Equity Inversiones CMPC S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000245_CT_STDA 549300HX3UUDPEFTG707       LAN CC Equity Latam Airlines Group S.A. CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000246_CT_STDA 549300RUPF4SKMJPUR70       BLT LN Equity Minera Escondida Limitada CL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000247_CT_STDA         600031 CH EQUITY Sany Heavy Industry Co Ltd CN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000248_CT_STDA A25574TZFLBNK7NWQT47       PRE CT Equity Pacific Rubiales Energy Corp. CO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000249_CT_STDA 724500JV0VHPRVANL538   5778 ANN4327C1220   HUNTER DOUGLAS NV CW Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000250_CT_STDA 213800MRTA64ULUE9919         CARBO ONE LIMITED CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000251_CT_STDA 549300OEZB4GETCGFX34         GUNVOR GROUP LTD CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000252_CT_STDA 549300IVA1PZNX2MN285       0163947D CY EQUITY Mercuria Energy Group Ltd CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000253_CT_STDA 2138001LK2Z2HSER4U15       PRS NO EQUITY PROSAFE CY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000254_CT_STDA 31570010000000137835 1131604 29287391     ALTA, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000255_CT_STDA 31570010000000116592 657856 25572881     ARMATURY Group a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000256_CT_STDA 31570010000000075367 765380 28402758     BAK stavební společnost, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000257_CT_STDA 31570010000000115525 834699 46504940     Cerea, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000258_CT_STDA 31570010000000034336 1023328 70994226     České dráhy, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000259_CT_STDA 315700CTFRL3U2DNMO58 633919 25085689     CETELEM ČR, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000260_CT_STDA 529900S5R9YHJHYKKG94     CZ0005112300 CEZ CP EQUITY CEZ a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000261_CT_STDA 315700XJHXU2PD40RU82 865668 48589837     DEKTRADE a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000262_CT_STDA 529900C5PL4JGDILRZ94 837043 46678468     HOCHTIEF CZ a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000263_CT_STDA 31570010000000099520 644725 25322257     IMOS Brno, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000264_CT_STDA 31570010000000032687 1086806 931     METALIMEX a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000265_CT_STDA 315700JDC49X4VSP6Z49 601013 14915     Metrostav a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000266_CT_STDA 31570066GBSS7JYFEL35 817880 45193592     MJM Litovel a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000267_CT_STDA 31570010000000120084 832322 46342796     OHL ŽS, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000268_CT_STDA 31570010000000009116 699640 26463318     OTE, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000269_CT_STDA 31570010000000026285 671247 25860038     Pars nova a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000270_CT_STDA 315700LTSCT2O45NWM28 805950 43873189     PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000271_CT_STDA 31570010000000115622 817271 45148155     Primagra, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000272_CT_STDA 549300KL08IFWLTWLQ52 691287 26271303     Skanska a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000273_CT_STDA 529900I8XOZDM4ZQSQ21       1025Z CP EQUITY Skoda Auto A.S. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000274_CT_STDA 31570010000000031135 923751 62623753     ŠKODA TRANSPORTATION a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000275_CT_STDA 213800Z39ZW4XHAAUA27 725860 27195147     SMP CZ, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000276_CT_STDA 3157004ICDH3MRKW7534 889798 60193336     Telefónica Czech Republic, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000277_CT_STDA 31570010000000055191 617997 18050646     TŘINECKÉ ŽELEZÁRNY, a. s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000278_CT_STDA 3157007C98ILJK5ST356 609769 15886492     UniCredit Leasing CZ, a.s. CZ Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000279_CT_STDA 315700EFFOU65ETZ0V16 886003 531766     UNISTAV a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000280_CT_STDA 31570010000000001356 672337 25877950     VÍTKOVICE HEAVY MACHINERY a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000281_CT_STDA 31570010000000003490 710607 26823357     VÍTKOVICE POWER ENGINEERING a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000282_CT_STDA 31570010000000015033 697350 26415623     W.A.G. payment solutions, a.s. CZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000283_CT_STDA 5493005KH7FO1T5TMX47 1236614-2     ASG GY Equity AachenMuenchener Lebensversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000284_CT_STDA 549300JSX0Z4CW0V5023 1319784-3       ADIDAS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000285_CT_STDA 549300X1WWPGMS47QQ72 1215807-7     ASG GY Equity Advocard Rechtsschutzversicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000286_CT_STDA 529900SO83U6ISM6DL85 2832395-4 HRA36525B     ALBA Group plc & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000287_CT_STDA 529900K9B0N5BT694847 1100627-7     ALV GY Equity Allianz SE DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000288_CT_STDA 529900C058B9OTVFTU36 2033673-1 HRB98981     ASKLEPIOS KLINIKEN GMBH HAMBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000289_CT_STDA 549300FJWANEIJ25D318 1545974-6       Atlas Copco Energas GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000290_CT_STDA 529900YNBT62HCUPRG10 1106210-6       AUGUST STORCK KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000291_CT_STDA 5299005SHIN9ZK7GW242 1124841-6 HRB1775 DE0006766504 NDA GY EQUITY Aurubis AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000292_CT_STDA 529900PXZU3YHO6HMD80 1130123-1       Axel Springer SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000293_CT_STDA 529900AJX4TCFW0QT666 1104883-2       B. Braun Melsungen Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000294_CT_STDA 529900PM64WH8AF1E917 1102017-9 HRB6000 DE000BASF111 BAS GR EQUITY BASF SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000295_CT_STDA 529900XMQYET3NBF2363 2192515-1 HRB101375 DE0005168108 B5A GY EQUITY Bauer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000296_CT_STDA 549300J4U55H3WP1XT59 1109561-9     BAYN GY EQUITY Bayer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000297_CT_STDA YEH5ZCD6E441RHVHD759 1103190-3     BMW GY EQUITY Bayerische Motoren Werke AG [BMW AG] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000298_CT_STDA 529900SM0FDLLYATXU36 1103233-1       BAYWA AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000299_CT_STDA 5299001BUUGXAREGE533 1103821-3     BTG GR EQUITY Bertelsmann SE & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000300_CT_STDA 529900H0HULEN2BZ4604 1114115-7 BWMAHRB710296   GBF GY Equity Bilfinger SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000301_CT_STDA 529900XBEZ2EYI9ZOV89 3010079-6       BMG Rights Management GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000302_CT_STDA 529900FOTM78R9Q9NY89 1163617-2 HRB75534   2340173Z GR EQUITY BOSCH UND SIEMENS HAUSGERATE GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000303_CT_STDA NNROIXVWJ7CPSR27SV97 2926464-5     BNR GY EQUITY Brenntag AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000304_CT_STDA 529900OQDCYXCLQOAY53 1105482-2       Burda Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000305_CT_STDA 5299000XH7YX33EJZP65 2730972-3       CARL ZEISS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000306_CT_STDA 52990076MX7KD2XYCH67 1111099-6 HRB9517 DE000CLS1001 CLS1 GY EQUITY Celesio AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000307_CT_STDA 529900O4ND7T8ABIXF67 1235957-6       Claas Kommanditgesellschaft auf Aktien mbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000308_CT_STDA 529900A7YD9C0LLXM621 1106273-4 HRB3527 DE0005439004 CON GY EQUITY CONTINENTAL AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000310_CT_STDA 5299007VZZKH65OCN774 2781995-2       Cronimet Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000311_CT_STDA 5299008ODF4EFHRI0G60 2402196-6 HRB8957   7097181Z GR EQUITY CWS-boco International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000312_CT_STDA 5299005LEM60UYKU5235 1106512-5       DACHSER Group SE & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000313_CT_STDA 529900R27DL06UVNT076 2344103-3 HRB19360   DAI GR EQUITY Daimler AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000314_CT_STDA 5299006S0UKN6D9ZP412 2451917-5       DB NETZ AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000315_CT_STDA 529900I2DLZPTFPENJ05 1106744-4       DEHNER GMBH & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000316_CT_STDA 5299005A2ZEP6AP7KM81 2537834-0     ANN GF Equity Vonovia SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000317_CT_STDA 52990063S23N13HU4E98 1818189-1 HRB50000B   DBHN GR EQUITY DEUTSCHE BAHN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000318_CT_STDA 529900PH63HYJ86ASW55 1107110-7 HRB2168   LHA GY EQUITY DEUTSCHE LUFTHANSA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000319_CT_STDA 52990063W8KQHQMF4M43 2623414-6     DPW GF Equity Deutsche Post Finance B.V. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000320_CT_STDA 529900ITHU5Y51F1S257 1107106-5       DEUTSCHE SPARKASSEN LEASING AG & CO KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000321_CT_STDA 549300V9QSIG4WX4GJ96 2185287-6 HRB6794   DTE GY EQUITY DEUTSCHE TELEKOM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000322_CT_STDA 529900KSWLV9JYE7NC83 2095980-5 HRB34977     DFS Deutsche Flugsicherung GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000323_CT_STDA 529900QTO8D2QK2TJG32 1107340-0       Diehl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000324_CT_STDA 529900Y1AT9MQF6UYT42 2836050-1 HRB203044     DMK DEUTSCHES MILCHKONTOR GMBH BREMEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000325_CT_STDA 529900YZNQ3MUUZ02M47 1117002-4 HRB242     Douglas Holding AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000326_CT_STDA 5299004W7VTLPROHR533 1125242-6 HRA8242     DR AUGUST OETKER KG BIELEFELD DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000327_CT_STDA 529900EWEX125AULXI58 3008027-9     PAH3 GY EQUITY Dr Ing HCF Porsche AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000328_CT_STDA 5493005UFVHY0PPNKD75 1107708-8 HRB7903HL DE0005550602 DRW3 GY EQUITY Drägerwerk AG & Co. KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000329_CT_STDA 52990076FKBR9THZ8C62 2779318-1       DYWIDAG-Systems International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000330_CT_STDA 529900Z8W8S8J1P7U364 1105067-1 HRA9905     E BREUNINGER GMBH CO STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000331_CT_STDA Q9MAIUP40P25UFBFG033 1134262-3 HRB22315   EOAN GY EQUITY E.ON SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000332_CT_STDA 5299000MT7P9STUCL908 1137158-0       Ed. Züblin Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000333_CT_STDA 529900JSFZ4TS59HKD79 2331844-7     EBK GR EQUITY Energie Baden-Wurttemberg AG [EnBW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000334_CT_STDA 549300OQ94C7KRGGC351 2177540-8     ASG GY Equity Envivas Krankenversicherung AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000336_CT_STDA 41GUOJQTALQHLF39XJ34 1518676-0     154407Z GR EQUITY Evonik Industries AG (Evonic) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000337_CT_STDA 529900L64X6KZZW19R71 1108854-9     4501Z GR EQUITY EWE AG [Energieversorgung Weser-Ems] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000338_CT_STDA 529900D7N2PTTZWFWN57 2579145-0       F.S. Fehrer Automotive GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000339_CT_STDA 529900EI7R9SCEJP4T76 1109776-3 00311027000005     FERROSTAAL GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000340_CT_STDA 529900WBP9HFX10RKB30 1110203-5       FLUGHAFEN MUNCHEN GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000341_CT_STDA 529900VHM89GUAJ1RK35 1114926-7 HRB25   1048Z GR EQUITY FRANZ HANIEL & CIE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000342_CT_STDA 5299001ERX0K10IZUL40 1110198-7       FRAPORT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000343_CT_STDA XDFJ0CYCOO1FXRFTQS51 1110492-4 HRB11852 DE0005785604 FRE GY EQUITY FRESENIUS SE & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000344_CT_STDA 5299006NS9FCLFHZVL76 1578686-6 HRB714579     Freudenberg SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000345_CT_STDA 529900KXMB40SPYJD743 2052428-6 HRB36569B   7013717Z GR EQUITY GAZPROM Germania GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000346_CT_STDA 549300PHUU0ZZWO8EO07 1122951-5     GEA GR EQUITY GEA Group AG [Global Engineering Alliance] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000347_CT_STDA 529900JGEOQMCDYOK785 1135188-9       Gelsenwasser AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000348_CT_STDA 529900F916IVP0TJZK88 1051383-6 HRA11722     GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000349_CT_STDA 5299006GD4UWSYZOKC28 2877346-3 HRB56040   GXI GY Equity Gerresheimer AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000350_CT_STDA 529900OJM5EX75OD8032 1113335-2       Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000351_CT_STDA 529900K6BWO03KP4GU58 1113443-4       Giesecke & Devrient Gesellschaft mit beschränkter Haftung DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000352_CT_STDA 529900J0V7C8Z8MLN980 2943243-2       Gigaset Communications GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000353_CT_STDA 529900LPAX2H9S4NKU05 1215951-3       Gothaer Finanzholding AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000354_CT_STDA 529900F4P4RV4Z50PI82 1114066-2 HRB527     GROSSKRAFTWERK MANNHEIM AG MANNHEIM DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000355_CT_STDA HD52L5PJVBXJUUX8I539 2294348-4     HPL GR EQUITY Hapag-Lloyd AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000356_CT_STDA 5299007CE1VJWKM99H49 1130882-2 HRB2680KI   4729Z GR EQUITY Hauptgenossenschaft Nord AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000357_CT_STDA 529900MKHOFQI4A0XC48 2873755-9       HAWE Hydraulik SE DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000358_CT_STDA 52990022107L9199GO56 2588017-0       HDI Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000359_CT_STDA 529900755OZXM37H4975 1115355-8       Heckler & Koch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000360_CT_STDA LZ2C6E0W5W7LQMX5ZI37 1126630-1 HRB330082 DE0006047004 HEI GY EQUITY HEIDELBERGCEMENT AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000361_CT_STDA 529900ZM98OISTG16932 1115394-7     HDD GY Equity Heidelberger Druckmaschinen AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000362_CT_STDA 529900PLX4ADJFWIY024 1135805-8     2550Z GR EQUITY Hella KGaA Hueck & Co DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000363_CT_STDA 52990027B9ARY5AC8476 1115622-1       HELM AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000364_CT_STDA 549300VZCL1HTH4O4Y49 1115688-2 HRB4724 DE0006048408 HEN3 GY EQUITY HENKEL AG & CO. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000365_CT_STDA 5493007EO7JOPWXHBJ27 1740986-3 HRB3364     Heraeus Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000366_CT_STDA 529900BVZYMVDRRSXY68 1306869-7 HRB390485   3540636Z GR EQUITY HERRENKNECHT AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000367_CT_STDA 529900O7US4NP0J6XD12 1179777-6       HETTICH HOLDING GMBH & CO OHG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000368_CT_STDA 529900Y25S8NZIYTT924 1116241-9     HOT GY EQUITY Hochtief AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000369_CT_STDA 5299008WW53GLXRORN29 1350826-2 HRB2311   HBM GY Equity Hornbach-Baumarkt-AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000370_CT_STDA 529900LFVU534EBRXD13 1104693-5       HUGO BOSS AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000371_CT_STDA TSI2PJM6EPETEQ4X1U25 2443536-4     IFX GY Equity Infineon Technologies AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000372_CT_STDA 529900FFRTWZQXTTUB07 1193155-7     7573220Z GR EQUITY Intersnack Knabber-Gebäck GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000373_CT_STDA 529900DJMOF0DTSWHO38 2850239-1 HRB40163     JUWI AG WÖRRSTADT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000374_CT_STDA 529900YURAYD4IJX2J91 1128982-4 HRB2669   SDF GY Equity K+S Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000376_CT_STDA 529900WFRVF4SQ2EV734 1121308-9 HRA102851   509821Z GR EQUITY Kaufland Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000377_CT_STDA 529900CQ31CN6GV5LL52 2821686-9 NRWDUHRB20486   KCO GY Equity Kloeckner & Co. S.E. DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000378_CT_STDA 5299001GRRO0Z25YZT52 1130169-4       Knorr-Bremse AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000379_CT_STDA 529900IQ90WSXBWSTD78 1131272-5       KOENIG & BAUER AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000380_CT_STDA 529900LUYJ0V8SOOT260 1173404-3 HRA4415   3612759z gr equity KRAFTVERKEHR NAGEL GMBH & CO. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000381_CT_STDA 529900MAU9591GT2S236 2849255-1       KraussMaffei Technologies GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000382_CT_STDA 529900NY2GSZWWUBW049 1120219-9       KRONES Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000383_CT_STDA 529900BVAET534PD7C28 1119133-5 HRB21016 DE0006292006 KSB3 GY EQUITY KSB Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000384_CT_STDA 529900VPRFDDIN7BE119 1117324-2 HRB22709   IWKG IX Equity KUKA AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000385_CT_STDA 529900FR2K4P9L9XLV21 1119187-1       KWS SAAT SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000386_CT_STDA 529900PTLRE72EMYIJ77 2451186-7 HRB53652   LXS GF Equity Lanxess AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000387_CT_STDA 5299002HNCMIUBHOMK35 1121223-0 HRB202 DE0005408884 LEO GY EQUITY Leoni AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000388_CT_STDA 529900EW0ZH7KAZ11H71 1797294-4       Lidl Stiftung & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000389_CT_STDA WTV8QGD5UD7MMD4HS345 1121375-8     LIN GY Equity Linde AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000390_CT_STDA 529900SL1W4KHVE18T81 1121582-9       LOHMANN + Co. AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000391_CT_STDA 52990098TR1QJBWIYG58 1147145-5       MAHLE GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000392_CT_STDA 52990018UPG26YRFSM46 1122332-8 HRB179426 DE0005937007 MAN GR EQUITY MAN SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000393_CT_STDA 5299009Z8B0YE4ECMJ92 1044964-3       Media-Saturn Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000394_CT_STDA 5299009WLGROB3HKM878 1522457-9       MEGGLE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000395_CT_STDA 529900OAREIS0MOPTW25 2198479-4 HRB6164   MRK GF Equity Merck KGaA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000396_CT_STDA 5299001X9L42HXEBCZ51 1188960-7       Ceconomy AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000397_CT_STDA 529900ZYVEIYJRO6TG34 3328361-5       Meyer Werft GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000398_CT_STDA 213800E45LWMBVNF3R85 3052190-0 NRWGRHRB8959   MNDI LN Equity Mondi Consumer Packaging International AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000399_CT_STDA 529900807L67JY81RD65 2755947-5     MTX GY Equity MTU Aero Engines AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000400_CT_STDA 529900ISR2VNZV1C0T93 1182822-5       MVV Energie AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000401_CT_STDA 529900UXIUW801PQDI37 2597701-8       N-ERGIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000402_CT_STDA 529900HVDYCUWVD0OE76 2551585-9       NORDEX SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000403_CT_STDA 549300UH52ZS8O00MO03 1125476-0       Osram GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000404_CT_STDA 529900LMI5FN0KFOE272 1125552-8 HRA62024   OTVR GR EQUITY OTTO (GMBH & CO.KG) DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000405_CT_STDA 529900ELIX8Z8PQ6CU28 2593300-3       PAPIERFABRIK PALM GMBH & CO.KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000406_CT_STDA 529900HT3KJHBHNHDT64 1397102-3 HRB6100   259743Z GR EQUITY PERI GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000407_CT_STDA 52990037VWJGYKGP9877 1131747-6 HRA3551   2590Z GR EQUITY PHOENIX Pharmahandel GmbH & Co KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000408_CT_STDA 5299008XQJHPTOF8R354 2696731-5 241336g   661074Z GR EQUITY Porsche Corporate Finance GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000409_CT_STDA 529900NY0WWQUKOMWQ37 2399699-4     PSM GY EQUITY ProSiebenSat 1 Media SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000410_CT_STDA 529900Z5KBA9KJP6EK09 1196360-0       R+V Versicherung AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000411_CT_STDA 5299001OU9CSE29O6S05 1127893-4     RHM GY EQUITY Rheinmetall AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000412_CT_STDA 529900F0LT5OP4SV6122 1104684-4       Robert Bosch GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000413_CT_STDA 529900BZ1C5S5WQENF25 2820967-4 HRB721056     ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000414_CT_STDA 529900GB7KCA94ACC940 2531238-0 HRB14525 DE0007037129 RWE GY EQUITY RWE AKTIENGESELLSCHAFT DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000415_CT_STDA 529900Q5SR06C5T8NO26 1128992-3 HRB8372   7015557Z GR EQUITY Salzgitter Mannesmann Handel GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000416_CT_STDA 529900D6BF99LW9R2E68 1308819-0     SAP GY EQUITY SAP SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000417_CT_STDA 529900JL0HDVGZMUJF32 3043578-8       IHO Verwaltungs GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000418_CT_STDA 529900D8QMD1LL0E2393 2800313-5       Schletter GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000419_CT_STDA 529900DG0F6AGQAP6N55 1131407-7 55234831     SCHOLZ Holding GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000420_CT_STDA 5299009QTM3SJL9BNR19 2209676-2       Schott AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000421_CT_STDA 529900ZCRUJ3J5PYWX81 2577577-6     RPW GR EQUITY SENVION GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000422_CT_STDA 52990038IB31TYK07X63 1129569-8     SGL GY Equity SGL Carbon SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000423_CT_STDA W38RGI023J3WT1HWRP32 1129508-6 HRB12300B   SIE GY EQUITY Siemens Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000424_CT_STDA 529900M1LIO0SLOBAS50 1532176-3 HRB1562 DE0003304002 SOW GY EQUITY Software AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000425_CT_STDA 549300WM0X4AUT710770 3278292-2       Springer Science+Business Media Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000426_CT_STDA 529900FMTTLMH0P0DL10 1473528-6       STADA Arzneimittel Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000427_CT_STDA 549300YTRYZPM57T3319 1132051-2       STADTWERKE HANNOVER AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000428_CT_STDA 529900QOJGJ2975GD560 2971375-7       Stahlgruber Otto Gruber AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000429_CT_STDA 5299003M4PGUGL48LS74 3094881-4       Styrolution Group GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000430_CT_STDA 529900Y2V1QWBDCBT818 2653119-4       Südwestdeutsche Medien Holding GmbH DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000431_CT_STDA 529900S8QNB101D40S72 1130211-4     SZU GY EQUITY Sudzucker AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000432_CT_STDA 529900D82I6R9601CF26 2819960-2 HRB200436     SYMRISE AG HOLZMINDEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000433_CT_STDA 529900P710MOUBKZDL27 2269857-5 HEESHRB85143     Techem GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000434_CT_STDA 529900COI81IT9N2Y682 3009289-4 HRB180660     THÜGA HOLDING GMBH + CO KGAA MÜNCHEN DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000435_CT_STDA 549300UDG16DOYUPR330 2411649-3 HRB9092 DE0007500001 TKA GR EQUITY THYSSENKRUPP AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000436_CT_STDA 529900JBK6KNC4HSW032 1672825-5       Tönnies Holding GmbH & Co. KG DE Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000437_CT_STDA 52990021AYVJLL2XMK94 2182800-9 HRB16654   7010965Z GR EQUITY TRIMET ALUMINIUM SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000438_CT_STDA 529900SL2WSPV293B552 1126744-0     TUI1 GY EQUITY TUI AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000439_CT_STDA 3VEKWPJHTD4NKMBVG947 2353095-9       United Internet AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000440_CT_STDA XQMNIROSQAS7Y9TT7I97 2515082-2 NRWKOHRA24116   LBTYA UW Equity Unitymedia Hessen GmbH & Co. KG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000441_CT_STDA 529900I1IDJLEXFUYN67 3340688-5       WELTBILD GMBH & CO. KG, AUGSBURG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000442_CT_STDA 529900AGED6PJE9AVL37 3185940-8       Vier Gas Transport GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000443_CT_STDA 52990023338VFV5AIN59 1134669-9 HRA3389     VIESSMANN WERKE GMBH CO KG ALLENDORF DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000444_CT_STDA W24EDTPHEV8NJOD4FA29 1627667-7       VNG-Verbundnetz Gas Aktiengesellschaft DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000445_CT_STDA 5299004TYSI0Z73QUE46 1227804-0 HRB725621     Voith GmbH & Co. KGAA DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000446_CT_STDA 529900NNUPAGGOMPXZ31 1134796-0     VOW3 GY EQUITY Volkswagen AG [VW] DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000447_CT_STDA 0NURKC5Q3CJYZPPK5046 1134904-0       WACKER CHEMIE AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000448_CT_STDA 529900KKY5IMBX35M241 2679160-8 HRB7736     Wasser und Gas Westfalen GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000449_CT_STDA 529900KQ44OJDIDU6J81 1135571-6       WEPA Hygieneprodukte GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000450_CT_STDA 5299006E92R0717GXP27 3189637-6 HRA16706   0892272D GR EQUITY WINGAS GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000451_CT_STDA 529900A8LX4KL0YUTH71 2543621-3     WDI GY Equity Wirecard AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000452_CT_STDA 529900CAYOWB8YIG7X25 1136858-6       ZF FRIEDRICHSHAFEN AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000453_CT_STDA 549300D2K6PKKKXVNN73   22756214 DK0010244425 MAERSKB DC EQUITY A.P.Møller-Mærsk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000454_CT_STDA     63965812     A/S SCHOUW & CO DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000455_CT_STDA 549300ADWYS7RRJ8BG19   14244441     Aalborg Portland A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000456_CT_STDA 549300Y047DQV30CKT47   49723911     ABENA HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000457_CT_STDA 549300PLP6WVTICKLD32   10526949     ALM. BRAND FORSIKRING A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000458_CT_STDA 529900IJ6T4P1O10R377   25313763     ARLA FOODS A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000459_CT_STDA     25511484     Atea A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000460_CT_STDA 213800KB128IK92MCD10   44782510     AVK Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000461_CT_STDA 2138009LJ6FGTV868W59   22069519     BYGMA GRUPPEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000462_CT_STDA 5493008YL42784DMWN61   25508343 DK0010181676 CARLB DC EQUITY Carlsberg Breweries A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000463_CT_STDA     27626904     Catering Engros A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000464_CT_STDA 213800JF2XSR5NXGL660   12760043     Cheminova A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000465_CT_STDA 549300MKPW8ZF3E8MW37   28318677     Chr. Hansen Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000466_CT_STDA 213800AWZ8U3FVALIO26   26259495     Coop Danmark A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000467_CT_STDA 213800UW822WLK2HZF47         Copenhagen Airports Denmark ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000468_CT_STDA 529900BWY373HVUNIC90   28527411     Dagrofa ApS DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000469_CT_STDA     13878595     Dagrofa S-Engros A/S (Foodservice) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000470_CT_STDA 213800FJJH5XFNFIAK90   23256118     Damstahl A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000471_CT_STDA 5493007I2KABJNYPD639   20165715     DANFOSS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000472_CT_STDA     59789317     Danish Agro A.M.B.A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000473_CT_STDA 21380063C9WS18D6WJ21   26121264     Danish Crown A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000474_CT_STDA 2138007QUZXQLFGCSV45   24246930     DANSK LANDBRUGS GROVVARESELSKAB A DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000475_CT_STDA 549300FQY6MX8USM0112   35954716   4166777Z DC EQUITY Dansk Supermarked A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000476_CT_STDA 549300JUFTJMOTC28B39   28113951     Danske Commodities A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000477_CT_STDA 213800ZCQ8X5QYJWVQ60   42344613     Det Danske Hedeselskab DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000478_CT_STDA 549300JZVW1Y1UZ5UK38   14194711     DFDS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000479_CT_STDA W9NG6WMZIYEU8VEDOG48   36213728     DONG Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000480_CT_STDA 529900X41C0BSLK67H70   58233528 DK0060079531 DSV DC EQUITY DSV A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000481_CT_STDA 213800K83X1E9HF1MD69   55828415     DT Group A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000482_CT_STDA 529900C0U279ORGJC950   45349918     Ecco Sko A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000483_CT_STDA 213800Z47P2HZJKJSK23   75272014     EGM. INT. HOLD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000484_CT_STDA 549300JN1F17UXJMM315   17225898     ENERGI DANMARK A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000485_CT_STDA 5299003X050CWGDW1Z87         Energinet.dk SOV DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000486_CT_STDA 213800MXXDGQ3ITPXI41   58180912 DK0010234467   FLSMIDTH & CO. A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000487_CT_STDA 549300036WZGCBDPDZ92         GF-Forsikring A/S (Unsolicited Ratings) DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000488_CT_STDA 5493006R4KC2OI5D3470   56759913     H. Lundbeck A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000489_CT_STDA 213800HTGI1CTA7CKP20   34728712     Hedegaard A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000490_CT_STDA 213800NLXK98F6PC2R37         ISS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000491_CT_STDA 549300RIPHN847476O42         J. LAURITZEN A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000492_CT_STDA 54930032G32N1F8JBV10         KIRKBI INVEST A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000493_CT_STDA UGKYQUOFW6QSIS3P4P93   47458714   LEGO DC EQUITY LEGO System A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000494_CT_STDA 52990077KVK7QCK2NG31   56759514     LEO PHARMA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000495_CT_STDA 529900B5B2U7TIJN7757         MONJASA A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000496_CT_STDA 213800WNLA5AH3U4WI67   12562233     MT HØJGAARD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000497_CT_STDA 549300UQ0QRC1KXGRE08   20293195     NEAS Energy A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000498_CT_STDA     10845858     Nellemann Holding A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000499_CT_STDA 529900197LKWCEQ0NL18   62725214     NKT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000500_CT_STDA 2138007XB7AUOGS4N159   11142141     NORDIC SEAFOOD A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000501_CT_STDA 2138005ON7KF6M74P542   81203113     Nordisk Dæk Import A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000502_CT_STDA 549300DAQ1CVT6CXN342       NOVOB DC Equity Novo Nordisk A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000503_CT_STDA 529900T6WNZXD2R3JW38   10007127     NOVOZYMES A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000504_CT_STDA 213800LALFCP5FJXW153   62497718     Nowaco A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000505_CT_STDA 213800PRY3GUP6B5GG04   39170418     OK A.m.b.A. DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000506_CT_STDA 213800RE7TE67AUCJS21   11369677     Polar Seafood Denmark DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000507_CT_STDA 213800QRC7LNX935OZ09   54879415     Rockwool International A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000508_CT_STDA     42997811     SANISTÅL A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000509_CT_STDA 549300M5XVDYG4I7CC28   14049673     Scan Global Logistics DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000510_CT_STDA 5299003KG4JS99TRML67   31080185     SCANDINAVIAN TOBACCO GROUP A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000511_CT_STDA 529900N96EOVRB114D28   14773908 DK0060228559 TDC DC EQUITY TDC A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000512_CT_STDA 549300ZSIJREG4GDWJ45         Topdanmark A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000513_CT_STDA 213800A5UXABGUQ3PX11   22460218     TORM A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000514_CT_STDA 213800BIA5L8OPBER229         Tryg Forsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000515_CT_STDA 213800O8J7U9F8Q8VQ80         Tryg Garantiforsikring A/S DK Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000516_CT_STDA     14003606     Tulip Food Company A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000517_CT_STDA 54930026SJ2OBLO6M470   25481968     Verdo A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000518_CT_STDA 549300DYMC8BGZZC8844   00311171460005     VESTAS WIND SYSTEMS A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000519_CT_STDA 213800RM6L9LN78BVA56   71186911     WILLIAM DEMANT HOLDING A/S DK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000520_CT_STDA 5493005044RTLQ5RZU70         Eesti Energia AS EE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000521_CT_STDA 549300YENFNR57ZJ3X76         ABENER ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000522_CT_STDA 8ZQH7RR6DBQZIX8PEQ84 ESA41002288 A41002288   ABG/P SM EQUITY ABENGOA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000523_CT_STDA 549300GKFVWI02JQ5332 ESA08209769 A08209769   ABE SM EQUITY ABERTIS INFRAESTRUCTURAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000524_CT_STDA 95980020140005800000       ANA SM EQUITY ACCIONA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000525_CT_STDA 95980020140005558665 ESA28004885 A28004885   ACS SM EQUITY Actividades de Construccion y Servicios SA [ACS Group] ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000526_CT_STDA 213800NKU21ZN7P7RT54 ESA84409408 A84409408   AMS SM EQUITY Amadeus IT Group SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000527_CT_STDA   ESA26019992 A26019992   0468005D SM EQUITY AQUALIA GESTION INTEGRAL DEL AGUA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000528_CT_STDA 95980020140005491929   A78839271   A3M ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000529_CT_STDA 549300MXEGOT8MV1B924 ESA62186556 A62186556   ONO SM EQUITY CABLEUROPA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000530_CT_STDA 549300CGERG48M7P5E96         CENTROS COMERCIALES CARREFOUR S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000531_CT_STDA   ESA46146387 A46146387   0612929D SM EQUITY COBRA INSTALACIONES Y SERVICIOS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000532_CT_STDA   ESA20001020 A20001020   CAF SM EQUITY CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000533_CT_STDA 95980020140005319366 ESA48012009 A48012009   OLE SM EQUITY DEOLEO SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000534_CT_STDA 54930063C6K2TNFL6H10         DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000535_CT_STDA   ESA15139314 A15139314   DRC SM EQUITY DRAGADOS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000536_CT_STDA 529900U1P1JEV71EBO44 ESA28006104 A28006104   4367465Z SM EQUITY EADS CONSTRUCCIONES AERONAUTICAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000537_CT_STDA 95980020140005374753 ESA28017895 A28017895   1082z sm equity EL CORTE INGLES S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000538_CT_STDA 95980020140005491250   A48027056   ENO ELECNOR S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000539_CT_STDA 213800VIN4XHLVFIOE10   A86484334   ENG SQ Equity Enagas Transportes, S.A.U. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000540_CT_STDA 549300LHK07F2CHV4X31 ESA28023430 A28023430   ELE SM EQUITY ENDESA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000541_CT_STDA 95980020140005732198         ESCAL UGS S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000542_CT_STDA 95980020140005757903 ESA81939209 A81939209   FER SM EQUITY Ferrovial SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000543_CT_STDA 95980020140005178328 ESA28037224 A28037224   FCC SM EQUITY FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000544_CT_STDA 549300CKUXDA0CKRQJ56 ESA80477144 A80477144   GAM SM EQUITY GAMESA ENERGIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000545_CT_STDA TL2N6M87CW970S5SV098 ESA08015497 A08015497   GAS SM EQUITY GAS NATURAL S.D.G. S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000546_CT_STDA 95980020140005484363 ESB48943864 B48943864   495294Z SM EQUITY GESTAMP AUTOMOCION S L ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000547_CT_STDA   ESA58389123 A58389123   GRF SM EQUITY GRIFOLS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000548_CT_STDA 213800OILC5Q9AR63B63   A09092305     Grupo Antolin-Irausa, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000549_CT_STDA   ESA84173947 A84173947   1234Z SM EQUITY GRUPO ISOLUX CORSAN SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000550_CT_STDA 5QK37QC7NWOJ8D7WVQ45 ESA48010615 A48010615   IBE SM EQUITY Iberdrola SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000551_CT_STDA 549300GEL7LRGKK0DG70         Iberia Lineas Aereas de Espana S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000552_CT_STDA GGYEFW27TI7Q3C3XB343         INDUSTRIA DE DISEÑO TEXTIL S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000553_CT_STDA 95980020140005007414         INMOBILIARIA COLONIAL SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000554_CT_STDA 549300D4HOJHH0LSET81 ESA41694266 A41694266   4516287Z SM EQUITY INSTALACIONES INABENSA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000555_CT_STDA 95980020140005317620         ISOLUX INGENIERIA, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000556_CT_STDA 95980020140005606874         IZASA DISTRIBUCIONES TECNICAS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000557_CT_STDA 529900S4UWJNVO9LEH81   A60195278   4374129Z LIDL SUPERMERCADOS S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000558_CT_STDA UIUPNLHSQI58ZL7O2J82   A78346558   MAP SQ Equity Mapfre Re, Compania de Reaseguros, S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000559_CT_STDA 95980020140005021479 ESA79075438 A79075438     MEDIASET ESPAÑA COMUNICACION S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000560_CT_STDA   ESA78304516 A78304516   MEL SM EQUITY Melia Hotels International SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000561_CT_STDA 95980020140005311703         NAVANTIA S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000562_CT_STDA 95980020140005395317 ESA48010573 A48010573   OHL SM EQUITY OBRASCON HUARTE LAIN S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000563_CT_STDA   ESA36603587 A36603587   PVA SM EQUITY PESCANOVA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000564_CT_STDA 549300N94L4D5NDBFG97 ESA28430882 A28430882     PROSEGUR COMPAÑIA DE SEGURIDAD S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000565_CT_STDA 54930070W8XSY31XK130 ESA78003662 A78003662   REE SM EQUITY Red Electrica de Espana SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000566_CT_STDA BSYCX13Y0NOTV14V9N85   A78374725 ES0273516007 REP GY Equity Repsol, S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000567_CT_STDA   ESA08000820 A08000820   DMM XT EQUITY S A DAMM ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000568_CT_STDA 549300QHD5DP0GOPGX63         SOVENA ESPANA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000569_CT_STDA 213800JEZBUPZKWJGF49 ESA28092583 A28092583   TRE SM EQUITY TECNICAS REUNIDAS S A ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000570_CT_STDA 549300EEJH4FEPDBBR25   KvK 24269798 0000   TEF SM EQUITY TELEFONICA SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000571_CT_STDA   ESA08356727 A08356727   TST SM EQUITY TESTA INMUEBLES EN RENTA S.A. ES Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000572_CT_STDA 549300FM9ZIJB5FCS825         TWINS ALIMENTACION SA ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000573_CT_STDA 95980020140005462150 ESA79524054 A79524054   571979Z URBASER S.A. ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000574_CT_STDA 5299008CBH6EAEH1VZ37 ESA28293348 A28293348     WORLD DUTY FREE GROUP S.A.U., ES Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000575_CT_STDA 743700FHGZEV5UGCB005     FI0009010391 AHL1V FH EQUITY Ahlstrom Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000576_CT_STDA 529900Q14KI1SCMIMO82         Bayer Nordic SE FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000577_CT_STDA 5493002B0GOVF42KWX33         Cargotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000578_CT_STDA 549300P8N0P6KDGTJ206     XS0946179529 TY2 GS Equity Citycon OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000579_CT_STDA 743700TU2S3DXWGU7H32   0116510-6 XS0973806861 EIA GM Equity Elisa Corporation FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000580_CT_STDA 7437006ZZI1F7CUA5518         Fingrid Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000581_CT_STDA 213800SB6EOB8SSK9W63     FI0009003230 FIA1S FH EQUITY Finnair Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000582_CT_STDA 743700BKTW4EQIVKYY42     FI0009000400 FIS1V FH EQUITY Fiskars Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000583_CT_STDA 635400IUIZZIUJSAMF76     FI0009007132 FUM1V FH EQUITY Fortum Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000584_CT_STDA 74370031Y7RK5H88CQ48     FI0009004824 KRA1V FH EQUITY Kemira Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000585_CT_STDA 743700OX6HSVMCAHPB95         KESKO OYJ FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000586_CT_STDA 2138001CNF45JP5XZK38 1927400-1 HRB57225   KC4 GR EQUITY Kone GmbH FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000587_CT_STDA 2138007FRMWVPUDCMA45     FI0009007835 MEO1V FH EQUITY Metso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000588_CT_STDA 5493009GY1X8GQ66AM14     FI0009013296 NES1V FH EQUITY Neste Oil Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000589_CT_STDA 549300A0JPRWG1KI7U06     FI0009000681 NOK1V FH EQUITY Nokia Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000590_CT_STDA 743700YQIO8Y4L4WKR40         Nokian Renkaat Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000591_CT_STDA 74370061PO7C10E3PA54         Norilsk Nickel Harjavalta Oy FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000592_CT_STDA 5493009YRUJJDCFF0R80     FI0009002422 OUT1V FH EQUITY Outokumpu Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000593_CT_STDA 549300R0VN9C371W0E07     FI0009014575 OTE1V FH EQUITY Outotec Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000594_CT_STDA 743700X6KUJ0Z8GJIF03         POHJOLAN VOIMA OY FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000595_CT_STDA 743700CIR72J2LJZO637         Ramirent Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000596_CT_STDA 743700XJC24THUPK0S03     FI0009007694 SAA1V FH EQUITY Sanoma Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000597_CT_STDA 743700IFQI6W89M1IY95         STOCKMANN OYJ ABP FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000598_CT_STDA 7437000ZP669LKUTZ738       STERV FH EQUITY Stora Enso Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000599_CT_STDA 743700LQ48IZBTZN4S52   0196656-0 XS1043513529   Teollisuuden Voima Oyj(TVO) FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000600_CT_STDA 743700PKLY067IZIF588         Tikkurila Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000601_CT_STDA 213800EC6PW5VU4J9U64     FI0009005987 UPM1V FH EQUITY UPM-Kymmene Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000602_CT_STDA 743700G7A9J1PHM3X223     FI0009003727 WRT1V FH EQUITY Wärtsilä Oyj Abp FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000603_CT_STDA 549300TLDC3IQX97WU26         Wihuri Packaging Oy FI Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000604_CT_STDA 529900M13GM4VSTE6W80         YIT Oyj FI Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000605_CT_STDA 969500QZC2Q0TK11NV07       AC FP EQUITY Accor SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000606_CT_STDA 969500PJMBSFHYC37989       ADP FP Equity Aeroports de Paris S.A. (ADP) FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000607_CT_STDA 969500AQW31GYO8JZD66     FR0000031122   AIR FRANCE -KLM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000608_CT_STDA 969500MMPQVHK671GT54       AI FP EQUITY Air Liquide SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000609_CT_STDA 969500RAZNDFVFATTJ14         ALCATEL LUCENT INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000610_CT_STDA 969500CCRD8GYWLG6R54   542019096 FR0000130007 ALU FP EQUITY Alcatel Lucent S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000611_CT_STDA 969500TZFFAS8XMVPQ44       ALALF UV Equity ALCATEL-LUCENT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000612_CT_STDA 549300W64S5Q0I46LK20         ALSTOM HOLDINGS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000613_CT_STDA 96950032TUYMW11FB530       ALO FP EQUITY Alstom SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000614_CT_STDA 9695007B0RXQCHHTGR34   305207169   AREVA FP EQUITY AREVA NC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000615_CT_STDA 96950026BLIV09FMSM49       AKE FP EQUITY Arkema Group SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000616_CT_STDA         ATO FP EQUITY Atos Origin SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000617_CT_STDA 213800U12KWYZEECZ934   572139996   ASF FP EQUITY AUTOROUTES DU SUD DE LA FRANCE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000618_CT_STDA 9695002SV2VP9CU42826       ARR FP EQUITY Autoroutes Paris-Rhin-Rhone SA [APRR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000619_CT_STDA F5WCUMTUM4RKZ1MAIE39         AXA SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000620_CT_STDA 969500MOCLNQFNZN0D63   572015246   EN LI Equity BOUYGUES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000621_CT_STDA 96950077L0TN7BAROX36       CAP FP EQUITY Cap Gemini Sogeti SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000622_CT_STDA 549300B8P6MUJ1YWTS08       CA FP EQUITY Carrefour SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000623_CT_STDA 969500VHL8F83GBL6L29   554501171 FR0000125585 CO FP EQUITY CASINO GUICHARD - PERRACHON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000624_CT_STDA 9695001K81BDUET02H66       CGM FP EQUITY Cegedim SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000625_CT_STDA 969500FCVQ5SLAAUJV59       GA S1 Equity CGG FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000626_CT_STDA 969500WESYQMQ1F2C272         CHRISTIAN DIOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000627_CT_STDA 969500BZJ49IICIBZZ08         CMA CGM S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000628_CT_STDA 969500QKVPV2H8UXM738       CNP FP Equity CNP Assurances FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000629_CT_STDA 213800CP8292W9E8LJ69   552115891   DG FP Equity Cofiroute FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000630_CT_STDA 969500DZBBMYHB8NAM93   552025314 FR0000121634 RE FP EQUITY COLAS SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000631_CT_STDA NFONVGN05Z0FMN5PEC35       SGO FP EQUITY Compagnie de Saint-Gobain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000632_CT_STDA 549300SOSI58J6VIW052       ML FP EQUITY Compagnie Generale des Etablissements Michelin SCA [CGEM] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000633_CT_STDA 969500D8BWYH453FLN28         CRISTAL UNION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000634_CT_STDA 85OKW2SW05RZFQS1W718       JJ FP EQUITY Crown European Holdings SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000635_CT_STDA 969500H6VMRN7AY1ZU14   441133808   85117Z FP EQUITY DCNS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000636_CT_STDA 9695006LOD5B2D7Y0N70       EDEN FP Equity Edenred S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000637_CT_STDA       FR0000130452 FGR FP EQUITY Eiffage SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000638_CT_STDA 549300X3UK4GG3FNMO06     FR0010242511 EDF FP EQUITY Electricite de France SA [EDF] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000639_CT_STDA 9695001HM585I0NEI780   380543678     Elior FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000640_CT_STDA 549300LUH78PG2MP6N64         Eramet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000641_CT_STDA 549300M3VH1A3ER1TB49   712049618 FR0000121667 EI FP EQUITY ESSILOR INTERNATIONAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000642_CT_STDA 529900HC20ELW4B6XI30         Euler Hermes France FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000643_CT_STDA 52990087UKA0U2TO8412         AIRBUS HELICOPTERS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000645_CT_STDA 549300MCOOY1V7P2PG30       ETL FP Equity Eutelsat S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000646_CT_STDA 969500WASBF8AZP8TC02   323288563 FR0000053142 LEY FP EQUITY FAIVELEY TRANSPORT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000647_CT_STDA 969500F0VMZLK2IULV85     FR0000121147 EO FP EQUITY Faurecia S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000648_CT_STDA 969500UPKU9VF8XAEU18   775625767   1044Q FP EQUITY FINANCIERE AGACHE SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000649_CT_STDA 969500P8M3W2XX376054         Fonciere des Regions FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000650_CT_STDA 969500MCOONR8990S771       FTE FP EQUITY France Telecom SA / Orange SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000651_CT_STDA 5493005GNGE7UFJCIL03       FBEL FP EQUITY Fromageries Bel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000652_CT_STDA 969500YWO65OHPVAHN71         GALERIES LAFAYETTE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000653_CT_STDA LAXUQCHT4FH58LRZDY46     FR0010208488 GSZ FP EQUITY GDF Suez SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000654_CT_STDA 5299007I0OJCYZX6IL07         GEA Batignolles Technologies Thermiques SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000655_CT_STDA 9695003E4MMA10IBTR26   592014476     Gecina FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000656_CT_STDA 9695004TMMZ3JBKJO332   377791967   UG FP Equity GIE PSA Tresorerie FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000657_CT_STDA 969500ASEC557H5A4F22   476180625     Groupe Auchan S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000658_CT_STDA 969500KMUQ2B6CBAF162       BN FP EQUITY Groupe Danone SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000659_CT_STDA 969500O3KMCBQT8KGK58         Groupe Soufflet SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000660_CT_STDA 969500FY5T5MLH4G9A95       RIA FP EQUITY Groupe Steria SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000661_CT_STDA 969500LYSYS0E800SQ95   408168003     Holding Bercy Investissement SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000662_CT_STDA 969500I3QVK40XEORU25   495137077     HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000663_CT_STDA 969500UDH342QLTE1M42   582074944 FR0000035081 ICAD FP EQUITY ICADE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000664_CT_STDA 969500FZ9BTRZS3JNB97   342376332 FR0004035913 ILD FP EQUITY ILIAD FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000665_CT_STDA 54930075MZSSIB2TGC64   449354224 FR0000120859 NK FP EQUITY IMERYS S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000666_CT_STDA 9695002OY2X35E9X8W87         Ipsos SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000667_CT_STDA 549300ORN5E1P46ATH26   440413730   IT IM Equity Italcementi Finance S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000668_CT_STDA 9695009KV7AFPDEI5S30       DEC FP EQUITY JCDecaux SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000669_CT_STDA 549300VGEJKB7SVUZR78   552075020   PP IM Equity Kering S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000670_CT_STDA 969500PB4U31KEFHZ621   780152914     Klepierre S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000671_CT_STDA 969500L0T16HX3R78P61         La Mondiale FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000672_CT_STDA 9695000YG7TR7PAP0L59       222691Z FP EQUITY La Poste [France] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000673_CT_STDA 969500O558W10MK2JF76         Labco SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000674_CT_STDA 549300DNNL29KCEPRZ85     FR0000120537 LG FP EQUITY Lafarge SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000675_CT_STDA 969500VX2NV2AQQ65G45       MMB FP EQUITY Lagardere SCA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000676_CT_STDA 969500TJLHIZLFRWEQ48     FR0010307819 LR FP EQUITY Legrand FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000677_CT_STDA 969500C0B8YR7HT3OM14       221202Z FP EQUITY Limagrain SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000678_CT_STDA 529900JI1GG6F7RKVI53     FR0000120321 OR FP EQUITY L'Oréal FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000679_CT_STDA IOG4E947OATN0KJYSD45       MC FP EQUITY LVMH Moet Hennessy Louis Vuitton SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000680_CT_STDA         MDCA FP EQUITY Medica France SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000681_CT_STDA 969500081CGAXB7YS433   424064707     Mercialys FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000682_CT_STDA 969500DZ56QVIKRIU954         Monoprix SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000683_CT_STDA 96950015FU78G84UIV14       NEX FP EQUITY Nexans SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000684_CT_STDA 549300DMQNOND6LEVJ13         Novacap SA FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000685_CT_STDA 969500CDLQKYAR1PT761         NutriXo SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000686_CT_STDA 969500SHDTSMKBXKKO85         Oberthur Technologies S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000687_CT_STDA 52990097YFPX9J0H5D87     FR0000120693 RI FP EQUITY PERNOD RICARD S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000688_CT_STDA 969500TZ5950IT5FPQ42       UG FP EQUITY Peugeot SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000689_CT_STDA 969500C0PA29TV19CT55       221410Z FP EQUITY Picard Surgeles SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000690_CT_STDA         PP FP EQUITY Pinault Printemps Redoute SA [PPR] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000691_CT_STDA 2138004KW8BV57III342     FR0000130577 PUB FP EQUITY Publicis Groupe SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000692_CT_STDA 969500AI7V5V0J9TOU58       RAL FP EQUITY Rallye SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000693_CT_STDA 5493004V6A3Z027YT216       RCO FP Equity Remy Cointreau S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000694_CT_STDA 969500F7JLTX36OUI695     FR0000131906 RNO FP EQUITY RENAULT S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000695_CT_STDA 969500VZN4KDEZ14C105   412280737   224063Z FP EQUITY RESEAU FERRE DE FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000696_CT_STDA 969500N6AVPA51648T62       RXL FP Equity Rexel SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000697_CT_STDA 969500FO141C5967KC72         Roquette Freres FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000698_CT_STDA 969500JRJW0K2ET1UP76   444619258   226514Z FP EQUITY RTE EDF TRANSPORT SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000699_CT_STDA 969500UIC89GT3UL7L24       SAF FP EQUITY Safran SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000700_CT_STDA 549300E9PC51EN656011   395030844   SAN FP Equity SANOFI S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000701_CT_STDA 969500A1YF1XUYYXS284       SU FP EQUITY Schneider Electric SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000702_CT_STDA 96950056ULJ4JI7V3752       SCR FP Equity SCOR SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000703_CT_STDA 969500WP61NBK098AC47       SK FP EQUITY SEB SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000704_CT_STDA 969500KDAUM9TYWQTR36   470801168   286575Z FP EQUITY SOC NATIONALE IMMOBILIERE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000705_CT_STDA 969500LCBOG12HXPYM84       SW FP EQUITY Sodexho Alliance SA [Sodexo] FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000706_CT_STDA 9695005U38X1SF184325   552028425   QS3 GF Equity Solocal Group FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000707_CT_STDA 969500VEVOWR22R2YR86       9876578Z FP Equity Sonepar SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000708_CT_STDA 969500A4MXJ3ESPHK698         SNCF MOBILITES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000709_CT_STDA 9695001UJ7FMZ37G6N39   572119550   593377Z FP EQUITY SUCRES ET DENREES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000710_CT_STDA 9695002EVBYM5B2OIP31       4699377Z FP Equity Tarkett SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000711_CT_STDA 969500NQMNC0PVUY8V74       TEC FP EQUITY Technip SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000712_CT_STDA 529900FNDVTQJOVVPZ19       HO FP EQUITY Thales SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000713_CT_STDA     542051180 FR0000120271 FP FP EQUITY TOTAL SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000714_CT_STDA 969500BWNQ1B0PI06I59   492520333     Tyrol Acquisition 2 SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000715_CT_STDA 969500SHQITWXSIS7N89   682024096 FR0000124711 UL NA EQUITY UNIBAIL RODAMCO SE FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000716_CT_STDA 5493006IH2N2WMIBB742       FR FP Equity Valeo S.A. FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000717_CT_STDA 969500P2Q1B47H4MCJ34       VK FP EQUITY Vallourec SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000718_CT_STDA 969500LENY69X51OOT31       VIE FP EQUITY Veolia Environnement SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000719_CT_STDA 9695009YI1863TOVDP79         Vicat SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000720_CT_STDA 213800WFQ334R8UXUG83       DG FP EQUITY Vinci SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000721_CT_STDA 969500FU4DRAEVJW7U54       VIV FP EQUITY Vivendi SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000722_CT_STDA 969500M98ZMIZYJD5O34   572174035   MF FP Equity Wendel FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000723_CT_STDA 969500SFFMSIHH11UO32       ZC FP EQUITY Zodiac Aerospace SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000724_CT_STDA 549300MJIRPTCHAYW359   7847174     ABP Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000725_CT_STDA 213800B4XZJ3ZDM7CL47       AFR LN Equity Afren plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000726_CT_STDA 2138003R7TGCSVF27H47   SC177553 GB00B4WQ2Z29 AGK LN Equity AGGREKO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000727_CT_STDA 213800HPMHRN3PT62M97   06279732   0807384D LN EQUITY AIRTANKER FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000728_CT_STDA DTA07N5U5HK2KC1SCM04   01675285 GB0000282623   AMEC Foster Wheeler plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000729_CT_STDA 2Y33NQ5FPI8PR8L9QX13   2854310   AML LN Equity Amlin PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000730_CT_STDA 213800DL377MH46PDY63   4330322     Anglian Water Services Financing Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000731_CT_STDA 549300S9XF92D1X8ME43   3564138 GB00B1XZS820 AAL LN EQUITY Anglo American Plc. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000732_CT_STDA VVT2B79I2Z4U3R6BY589   7876075   AON UN Equity Aon plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000733_CT_STDA       GB00B15Y0C52   AP ALTERNAT ASSETS GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000734_CT_STDA 549300F4RYR1DNTO2O39   6137924     Arqiva Financing No. 1 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000735_CT_STDA GBQKSY6W7G0OHCQ8OQ72   293262   ABF LN Equity Associated British Foods PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000736_CT_STDA PY6ZZQWO2IZFZC3IOL08   2723534   ZEG GY Equity AstraZeneca PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000737_CT_STDA YF0Y5B0IB8SM0ZFG9G81   2468686   AV/ LN EQUITY Aviva Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000738_CT_STDA 213800TSKOLX4EU6L377   02342138 GB0009697037 BAB LN Equity Babcock International Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000739_CT_STDA 8SVCSVKSGDWMW2QHOH83   1470151   BA/ LN EQUITY BAE Systems Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000740_CT_STDA CT4UIJ3TUKGYYHMENQ17   395826 GB0000961622 BBY LN EQUITY Balfour Beatty plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000741_CT_STDA 2138006R85VEOF5YNK29   604574   BDEV LN EQUITY Barratt Developments Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000742_CT_STDA 2138001T2QEV5RXMFI32   00053688 GB00B1FP8915 BBA LN Equity BBA AVIATION PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000743_CT_STDA     1480047   BRSN LN Equity Berendsen Plc [ex-Davis Service Group Plc] GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000744_CT_STDA         0134146D LN Equity Best Buy Europe Distributions Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000745_CT_STDA V1LV067AJN766PCJIG11   3763515   BG/ LN Equity BG Energy Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000746_CT_STDA 549300C116EOWV835768   3196209   BLT LN Equity BHP Billiton Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000747_CT_STDA VK07P8T49UYFO085O712   3114356   BMW HB Equity BMW (UK) Capital plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000748_CT_STDA 213800V93QFW53NB7Y29   1036959     Bodycote International Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000749_CT_STDA 213800TGK6XXFA2TBO31   3558065     Boparan Holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000750_CT_STDA 213800M11ELCLQ8VF938   4011660     Bourne Leisure Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000751_CT_STDA 549300ZPID4GQRDWI318 1104733-9 HRB113611   BP/ LN EQUITY BP Europa SE DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000752_CT_STDA G1KG0OQD10NOMCMLDZ35   00542515   BP/ LN EQUITY BP INTERNATIONAL LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000753_CT_STDA 213800MBRRUVQIONAN53   4578621   BXB AT Equity Brambles Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000754_CT_STDA 549300136VSBKI0Q8750   5262170     Brenntag UK Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000755_CT_STDA 375X9PSJLLOV7F21O626   01777777   IAG LN EQUITY BRITISH AIRWAYS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000756_CT_STDA 2138001S874P3WKNCV04   3407696   BATS LN EQUITY British American Tobacco Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000757_CT_STDA 5493000IBP32UQZ0KL24   RC000057     British Broadcasting Corporation GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000758_CT_STDA RV5B68J2GV3QGMRPW209   621920     British Land Company PLC (The) GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000759_CT_STDA 2138003TS48MQKF4BZ29   9256967   BSY LN EQUITY British Sky Broadcasting Group Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000760_CT_STDA 549300OWFMSO9NYV4H90   01800000   BT/A LN EQUITY BRITISH TELECOMMUNICATIONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000761_CT_STDA 635400L3NVMYD4BVCI53   5604923   BVIC LN Equity Britvic PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000762_CT_STDA     358948 GB00B0744B38 BNZL LN EQUITY BUNZL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000763_CT_STDA ZIMCVQHUFZ8GVHENP290   2779134     Bupa Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000764_CT_STDA 213800J3MPR8KO94D535   3458224   BRBY LN Equity Burberry Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000765_CT_STDA 213800UL7Z7B6GLBZ213   3314066     C&J Clark Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000766_CT_STDA CMIGEWPLHL4M7ZV0IZ88   2081330   CPI LN EQUITY Capita Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000767_CT_STDA 6SNZTEXLR1M5211YYB89       CLLN LN EQUITY Carillion Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000768_CT_STDA 4DR1VPDQMHD3N3QW8W95   4039524   CCL LN EQUITY Carnival Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000769_CT_STDA 2138001E12GWLLDQQF16   7105905   CPW LN Equity DIXONS CARPHONE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000770_CT_STDA E26EDV109X6EEPBKVH76   3033654 GB00B033F229 CNA LN EQUITY CENTRICA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000771_CT_STDA 549300IF6EUDVXYQI061   5900853     CEVA Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000772_CT_STDA 213800U9A54VQJ5P2J41   86662   CHG LN Equity Chemring Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000773_CT_STDA 213800J2J3TOOI176M73   5212407   CINE LN Equity CINEWORLD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000774_CT_STDA 213800A41R9NL49E5632   00030470 GB00B07KD360 COB LN Equity COBHAM PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000775_CT_STDA 2138008M6MH9OZ6U2T68   4083914   CPG LN EQUITY Compass Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000776_CT_STDA 6354003CVDDPNXREIR29   FC031117     CPUK Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000777_CT_STDA 4OFD47D73QFJ1T1MOF29   184594   DMGT LN Equity Daily Mail and General Trust Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000778_CT_STDA 213800NPR9YDSBO86U08   03162897 GB0002502812   DAIRY CREST GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000779_CT_STDA 5493007MMUEIF4NJG110   5448421   DEB LN EQUITY Debenhams Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000780_CT_STDA 213800J4UVB5OWG8VX82   3369634   DPH LN Equity Dechra Pharmaceuticals PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000781_CT_STDA 213800BXKQ9KZNUR1M61   1819699     Derwent London PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000782_CT_STDA 213800ZVIELEA55JMJ32   23307   DGE FP Equity Diageo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000783_CT_STDA 2138005HMFMTYXNEEX13   SC000750     DIAGEO SCOTLAND LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000784_CT_STDA 5299004HGJWHJ71M5T77   5671205     DNL UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000785_CT_STDA 2138001GRMZ39JRSE316   01363137 GB0002748050 DNO LN Equity DOMINO PRINTING SCIENCES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000786_CT_STDA 39RSBE4RCI4M15BLWH36   1377658   SMDS LN EQUITY DS Smith Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000787_CT_STDA 2138001LSWETH5TDQG53   2366777     DWR Cymru Cyfyngedig GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000788_CT_STDA 213800U5R8Q5KGM2KU56   2366906     Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000789_CT_STDA 549300XUUK1H52EDCK10         EDC Finance Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000790_CT_STDA 549300ZM2QCFG22BOJ03   2366949     Electricity North West Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000791_CT_STDA 549300KVXDURRKVW7R37   647788   ECM LN EQUITY Electrocomponents Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000792_CT_STDA 2138008LJU6WFQWOXJ73   7140891   ENQ LN Equity EnQuest plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000793_CT_STDA 7N0UJMJLXD0MDT5D5086   7023598     Ensco plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000794_CT_STDA 549300V1O67HJV48FS61   6845434     ENW Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000795_CT_STDA 5493007MOZNA03BVNE96   5444653   ESNT LN Equity ESSENTRA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000796_CT_STDA 21380023G8LF55V46281   02954623     EUROPEAN METAL RECYCLING LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000797_CT_STDA 213800SVCZ6YZ8YJI569   2462001   4379945Z LN Equity Eurostar International Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000798_CT_STDA 5493002X7O83FCJVYO69   7329930     Eversholt Funding Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000799_CT_STDA JPO68XMABX4DR21BNE65   8263590   0274811Z LN Equity Everything Everywhere Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000800_CT_STDA 54930080DFVZ551GGT17       EVR LN EQUITY Evraz Group S.A. GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000801_CT_STDA 635400RXXHHYT1JTSZ26   653331     EXPERIAN PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000802_CT_STDA 213800JLG5TPE3RBYG56   4094619     FIRST CHOICE HOLIDAYS FINANCE LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000803_CT_STDA 549300DEJZCPWA4HKM93   SC157176   FGP LN EQUITY First Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000804_CT_STDA 549300JXWH1UV5J0XV81   6344120   FRES LN Equity Fresnillo plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000805_CT_STDA 213800WTATMITUGXJQ69   FC031364     Friends Life Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000806_CT_STDA 549300L3KWKK8X35QR12   4992207   GFS LN EQUITY G4S Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000807_CT_STDA 213800OOHUV3HHP46A02   00836539 GB00B3Y2J508 GFRD LN Equity GALLIFORD TRY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000808_CT_STDA 213800E8KX2VV9YDY362   1991018     Gatwick Airport Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000809_CT_STDA 549300IK25CZHKVLAL89   03768267   1844538Z LN EQUITY Gazprom Marketing and Trading Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000810_CT_STDA 5493007Q8VD7Q3ZYZS59   2258699   GS7 GY Equity GlaxoSmithKline Capital PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000811_CT_STDA     3888792 GB0009252882 GSK LN EQUITY GlaxoSmithKline plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000812_CT_STDA 213800N9W2D8A4GJGR36   04542769   2006623Z LN EQUITY GLENCORE ENERGY UK LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000813_CT_STDA 213800QIJMYMW6TSBG41   5333192   GNK LN Equity Greene King Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000814_CT_STDA 213800R9N5F2WRMGTR50   24511   GNK LN EQUITY Greene King Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000815_CT_STDA 213800U8JEPF65PSKU22   6143540     GUARDIAN DIGITAL COMMUNICATIONS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000816_CT_STDA 2138007FRGLUR9KGBT40   00040932 GB0004052071 HLMA LN Equity HALMA PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000817_CT_STDA 213800G1C9KKVVDN1A60   360632 GB0004065016 HMSO LN EQUITY Hammerson PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000818_CT_STDA 529900N6RQR0PX7ZTR62   4626078   HEI GY Equity Hanson Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000819_CT_STDA 213800QC8AWD4BO8TH08   2150950   HAS LN Equity Hays PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000820_CT_STDA 549300J5R8AWMHPE7O05   1991017     Heathrow Airport Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000821_CT_STDA 7TI96JO3DYEIQWZ7Z726   99529     Heathrow Funding Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000822_CT_STDA 213800YRHAPNN54BKN78   5863533 GB00B19NKB76 HOME LN EQUITY HOME RETAIL GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000823_CT_STDA 213800UTXVFRH9XBL453   7939278     Iceland Acquico Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000824_CT_STDA 213800FGWQXPVI86SE26   5879252     Iglo Foods MidCo Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000825_CT_STDA     3236483 GB0004544929 IMT LN EQUITY Imperial Tobacco Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000826_CT_STDA 2138002D68XDR4LZCG32   7084307     Ineos Finance plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000827_CT_STDA     5134420   IHG LN EQUITY Intercontinental Hotels Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000828_CT_STDA 549300OGASR5WRKJ8R68   2234775     INTERMEDIATE CAPITAL GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000829_CT_STDA       GB00B19DVX61 ISYS LN EQUITY Invensys plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000830_CT_STDA ZLECI7ED2QMWFGYCXZ59   4967001   ITV LN Equity ITV plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000831_CT_STDA 213800VGZAAJIKJ9Y484   185647   SBRY LN EQUITY J Sainsbury Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000832_CT_STDA 529900RRNKUM3INJGF98   KvK 34233247 0000   JBH LN EQUITY JAB Holdings B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000833_CT_STDA 213800CHWARFAAN7UB85   1709784   JDW LN EQUITY JD Wetherspoon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000834_CT_STDA 5493008LNN1X4R79PJ89   SC034970 GB0005790059   JOHN MENZIES PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000835_CT_STDA 549300PLYY6I10B6S323   SC036219 GB00B5N0P849 WG/ LN Equity JOHN WOOD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000836_CT_STDA 2138001AVBSD1HSC6Z10   33774 GB0004764071 JMAT LN EQUITY JOHNSON MATTHEY PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000837_CT_STDA 213800JFIBCR4LGUA242   SC015382 GB0004769682   JOHNSTON PRESS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000838_CT_STDA     06467400   KAZ LN EQUITY KAZ MINERALS FINANCE PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000839_CT_STDA 2138002RKCU2OM4Y7O48   02708030 GB0004915632 KIE LN Equity KIER GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000840_CT_STDA 213800KBMEV7I92FY281   1664812   KGF LN EQUITY Kingfisher Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000841_CT_STDA 213800QOWHF5R9VLL274   1429533   LAD LN Equity Ladbrokes plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000842_CT_STDA 213800JH9QQWHLO99821   1417162   LGEN LN Equity Legal & General Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000843_CT_STDA 549300BSGXG3QLIQYT84   8379990     Liberty Global plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000844_CT_STDA 213800JDI3GTKPG4XI38   3929195     London Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000845_CT_STDA 213800QAUUUP6I445N30   05369106 GB00B0SWJX34 LSE LN Equity LONDON STOCK EXCHANGE GROUP PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000846_CT_STDA 213800JP7STUK5WKRE92   1000608   MMC LN Equity MANAGEMENT CONSULTING GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000847_CT_STDA 213800IU37OVVT5ZXP41   8338561     Manchester Airport Group Funding PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000848_CT_STDA 213800CN1RI3UCIZWB95   214436   MKS LN EQUITY Marks & Spencer Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000849_CT_STDA 213800HQB746UJ9UWM15   5135049   MARS LN Equity Marston's Issuer PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000850_CT_STDA 213800Q6RP3ZJ2CZR962   31461     Marston's PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000851_CT_STDA 213800HX7FMPA2CIEF02   2798634     McBride plc GB Large corporate sample non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000852_CT_STDA YMFO3TKB4UAWQTDZJJ31   432989   MGGT LN Equity Meggitt Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000853_CT_STDA 213800E7QA1U8BF34219   4778667   MAB LN Equity Mitchells & Butlers Finance Plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000854_CT_STDA 213800LOZA69QFDC9N34   6209386 GB00B1CRLC47 MNDI LN EQUITY Mondi Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0000855_CT_STDA 4PQUHN3JPFGFNF3BB653   2068222     Morgan Stanley & Co. International plc GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000856_CT_STDA 213800A8IQEMY8PA5X34   2590560   NEX LN Equity National Express Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000857_CT_STDA 8R95QZMKZLJX5Q2XR704   4031152   NGG LN EQUITY National Grid Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000858_CT_STDA 213800H88F5EE4B1D697   5090412     Network Rail Infrastructure Finance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000859_CT_STDA 213800UGAULQ1FVD4B35   1618428     NEW LOOK RETAILERS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000860_CT_STDA 213800WQD8ECPZP9PH98   4412362   NXT LN EQUITY Next Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000861_CT_STDA 549300JIM3ERGZFGGL27   6428375     North West Electricity Networks Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000862_CT_STDA 635400GPHRFKZQIBUK45   NI026892     Northern Ireland Electricity Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000863_CT_STDA 213800B3ZUTDOZYVJB41   53171   NTG LN EQUITY Northgate Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000864_CT_STDA 213800PWPM9HZIEEO670   2366703     Northumbrian Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000865_CT_STDA 213800WWVCAPAMOZ1M98   5584873     NSG UK Enterprises Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000866_CT_STDA         2158036Z LN EQUITY Omnicom Financial Services Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000867_CT_STDA 213800G8P2ULTOP62Q95   5915896     Osprey Acquisitions Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000868_CT_STDA 213800J364EZD6UCE231   00775598 GB0006650450 OXIG LN Equity OXFORD INSTRUMENTS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000869_CT_STDA 213800NL5NLBY6YIBI88   2019023   6752 JT Equity Panasonic Finance (Europe) plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000870_CT_STDA 2138004JBXWWJKIURC57   53723   PSON LN EQUITY Pearson Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000871_CT_STDA     2304195   PDG LN EQUITY Pendragon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000872_CT_STDA 213800V1CCTS41GWH423   02366640 GB00B18V8630   PENNON GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000873_CT_STDA     1818486   PSN LN EQUITY Persimmon Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000874_CT_STDA 549300OPFWKTD6BUFP71   4267536   PPL UN Equity PPL UK DISTRIBUTION HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000875_CT_STDA 213800U93SZC44VXN635   00668987 GB00B1Z4ST84 PFG LN Equity PROVIDENT FINANCIAL PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000876_CT_STDA XB3CXKKKED7OMV80FY35   00019457 GB00B19Z1432 PZC LN Equity PZ CUSSONS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000877_CT_STDA 213800791EF5XP7WW494   2641728   QBE AT Equity QBE European Operations PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000878_CT_STDA 213800NRSZ1N2Y6LEX44   5777981     R&R Ice Cream plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000879_CT_STDA 5493003JFSMOJG48V108   6270876   RB/ LN Equity Reckitt Benckiser Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000880_CT_STDA 549300WSX3VBUFFJOO66   2746616     Relx Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000881_CT_STDA 549300VN4WV7Z6T14K68   5393279   RTO LN EQUITY Rentokil Initial Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000882_CT_STDA 549300JJKH86IWQ78005   191285   REX LN EQUITY Rexam Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000883_CT_STDA 2138009113L7IDGEM175   358901   RIO LN Equity Rio Tinto Finance plc GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000884_CT_STDA X57JK1U580XATGR67572   1003142   RR/ LN EQUITY Rolls-Royce Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000885_CT_STDA 213800ANK59AYB612F23   93792   RSA LN Equity Royal & Sun Alliance Insurance PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000886_CT_STDA 213800JQB9FWF5SD6F42   4138203     ROYAL MAIL GROUP LTD GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000887_CT_STDA     2578443   RPC LN EQUITY RPC Group GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000888_CT_STDA 549300HOGQ7E0TY86138   2339826   RSA LN Equity RSA Insurance Group PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000889_CT_STDA Y4DQT2X5DDRE70QFR206   3528416   SAB LN EQUITY SABMiller Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000890_CT_STDA 549300Y7M5CC1U5DBX07   SC264065     Scotland Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000891_CT_STDA 549300KI75VYLLMSK856   SC117119   SSE LN EQUITY SSE Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000892_CT_STDA 213800X1T29YFAYMPC26   SC144517   AGN NA Equity Scottish Equitable PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000893_CT_STDA 21380085VKJ5NICZBA52   SC193794   IBE SQ Equity Scottish Power Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000894_CT_STDA 549300WPVG0TZSPBYR76   SC199549   LLOY LN Equity Scottish Widows PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000895_CT_STDA 213800XC35KGM9NFC641   167591     SEGRO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000896_CT_STDA 549300PT2CIHYN5GWJ21   02048608 GB0007973794   SERCO GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000897_CT_STDA 213800RPBXRETY4A4C59   2366619   SVT LN EQUITY Severn Trent Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000898_CT_STDA 213800CNEIDZBL17KU22   SC077438   SKS LN EQUITY Shanks Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000899_CT_STDA 213800VDC1BKJEZ8PV53   00998314 GB0008025412 SHI LN Equity SIG PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000900_CT_STDA 213800ZTMDN8S67S1H61   00324357 GB0009223206 SN/ LN Equity SMITH & NEPHEW PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000901_CT_STDA 213800MJL6IPZS3ASA11   137013   SMIN LN EQUITY Smiths Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000902_CT_STDA AJOW550HA7E8YNKF5D89   4120046   6758 JT Equity Sony Global Treasury Services PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000903_CT_STDA 213800H7NWVLCWAVKA15   3043097     South Eastern Power Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000904_CT_STDA 213800YQRUOQE9HPX193   4295398     South Staffordshire PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000905_CT_STDA 213800FR2VAOKRYRHX45   2366665     South West Water Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000906_CT_STDA 549300SR1GYYNBZQGX56   4094290   SSE LN Equity Southern Electric Power Distribution PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000907_CT_STDA 549300SPX8573VZ2SK79   5167021     Southern Gas Networks plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000908_CT_STDA 213800NCZLJFDE8Y8D88   7581353     Southern Water (Greensands) Financing plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000909_CT_STDA 213800Z4CO2CZO3M3T10   02025003 GB0003308607 SXS LN Equity SPECTRIS PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000910_CT_STDA 4L663LRNTBQ008OK2N07   SC100764   SGC LN Equity Stagecoach Group plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000911_CT_STDA 0TMBS544NMO7GLCE7H90   SC286832   SL/ LN Equity Standard Life PLC GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000912_CT_STDA 549300GUNF6FFGH4LN53   9743802   532183Z LN Equity Stemcor Holdings Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000913_CT_STDA 213800QHYTM5QRFSEM66   3355631   SYR LN EQUITY Synergy Health Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000914_CT_STDA 213800WF53FVDRRHRF44   7105891   TALK LN Equity TalkTalk Telecom Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000915_CT_STDA 213800TR86P337IE8605   2280000   0469505D LN Equity Tata Steel UK Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000916_CT_STDA 2138008K14474WPKZ244   76535   TATE LN EQUITY Tate & Lyle Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000917_CT_STDA 21380089BTRXTD8S3R66   296805   TW/ LN EQUITY Taylor Wimpey Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000918_CT_STDA 2138002P5RNKC5W2JZ46   445790 GB0008847096 TSCO LN EQUITY TESCO PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000919_CT_STDA 213800JKM5UQHFJOTZ25   2366661     Thames Water Utilities Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000920_CT_STDA 2138009TF1SYOMQLBJ60   02100855 GB0003753778   THE GO-AHEAD GROUP PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000921_CT_STDA 213800VZ4671W3DVB860   6575598   TCG LN Equity Thomas Cook Group Treasury limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000922_CT_STDA 2138003BOFNAAO14YV58   2553288   8766 JT Equity Tokio Millennium Re (UK) Limited GB Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000923_CT_STDA 2138001I27OUBAF22K83   824821   TPK LN Equity Travis Perkins Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000924_CT_STDA 213800B6YQZAE8LHAW84   6072876 GB00B1Z7RQ77 TT/ LN EQUITY TUI TRAVEL Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000925_CT_STDA 2138003EYHWO75RKS857   3919249 GB0001500809 TLW LN EQUITY TULLOW OIL PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000926_CT_STDA 549300MKFYEKVRWML317   41424   ULVR LN Equity Unilever PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000927_CT_STDA 213800Y1TEVS8REY1M35   5957557     United Biscuits Holdco Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000928_CT_STDA 2138008EZCXK4ANQHF89   3207231     United Business Media holdings Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000929_CT_STDA 213800KYT12UFB2VE455   2366616   UU/ LN Equity United Utilities PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000930_CT_STDA XCJQ23OWIJNLHN7RQC93   1022786   271652Z LN Equity Urenco Ltd GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000931_CT_STDA 213800F3BD6N3G6XHU16   251977   CKSN LN Equity VESUVIUS HOLDINGS LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000932_CT_STDA 213800TB53ELEUKM7Q61   1833679   VOD LN EQUITY Vodafone Group Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000933_CT_STDA 549300UPYDURLSSFVL38   9223384     Western Power Distribution Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000934_CT_STDA 2138006LIAYQKUCYBB20   29423   WTB LN Equity Whitbread Group PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000935_CT_STDA     4212563   WMH LN EQUITY William Hill Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000936_CT_STDA 213800Z5WTW8QKOHWQ82   04178808 GB0030329360   WINCANTON PLC GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000937_CT_STDA 213800IN6LSRGTZSOS29   358949   MRW LN Equity Wm Morrison Supermarkets Plc GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000938_CT_STDA 549300HTNGX0DU8W1F65   5537577   WPP LN Equity WPP 2008 Limited GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000939_CT_STDA 635400LNUHA2LDXXV850       GCC ID Equity C&C Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000940_CT_STDA 8NUHUXWN9LG4XBGJ7O17   241565   CAT SE Equity Caterpillar International Finance Limited IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000941_CT_STDA 635400CHHI1XZLVQH675         Coillte Teoranta IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000942_CT_STDA 549300MIDJNNTH068E74     IE0001827041 CRH ID EQUITY CRH Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000943_CT_STDA 213800UPS1QEE4TD3T45       DCC LN Equity DCC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000944_CT_STDA 635400HRFGVKXFHZ8O77   9401     Dublin Airport Authority PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000945_CT_STDA 635400UFHDIQCDZ6JK11     IE0003094731 1014Z ID EQUITY Electricity Supply Board Ltd [ESB] IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000946_CT_STDA 635400VCPRSU89DLMZ57   480184 XS0856023493   ESB Finance Limited IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000947_CT_STDA 635400RKRK5EGXSPC782       EXPN LN EQUITY Experian Finance Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000948_CT_STDA 635400YN51CDCGBYFZ31         Fyffes plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000949_CT_STDA 5493008VFFOIPWCZJK45     IE0000669501 GLB ID EQUITY Glanbia Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000950_CT_STDA 635400BE9SBAG61DJ963       GFTU LN Equity Grafton Group PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000951_CT_STDA 6354007LIXWZ5WPPT308   519799   GRF SQ Equity Grifols World Wide Operations Ltd. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000952_CT_STDA 9XTI53MZJ013RO12SX05   2936 IE00B59HWB19   INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000953_CT_STDA       IE0004906560 KYG ID EQUITY Kerry Group Plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000954_CT_STDA 635400HM7V74SUB9OG75         Kingspan Group plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000955_CT_STDA 635400JJOWHIYAJER733         MUSGRAVE GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000956_CT_STDA 635400EG4YIJLJMZJ782     IE0002588105 PWL ID Equity PADDY POWER PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000957_CT_STDA 635400WKFIPCHCKVW376   104547   RYA ID Equity Ryanair Holdings PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000958_CT_STDA 396PBGKP6TE3O062MS44       STX UW Equity Seagate Technology plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000959_CT_STDA 635400CPLP8H5ITDVT56     IE00B1RR8406 SKG ID EQUITY SMURFIT KAPPA GROUP PLC IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000960_CT_STDA 549300INUT2G0ST5K268   327184   TEX UN Equity Terex International Financial Services Co. IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000961_CT_STDA 635400K7UEIKHMNKLJ02         Total Produce plc IE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000962_CT_STDA     482042     XL Group PLC IE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000963_CT_STDA VZVOSGGS8JITR4J7J704         Amtek Auto Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000964_CT_STDA 8GRDBX1TJ0PU5NCSHT72   MH008931   BPCL IS Equity Bharat Petroleum Corporation Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000965_CT_STDA         BHARTI IN Equity Bharti Airtel Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000966_CT_STDA         IOCL IN Equity INDIAN OIL CORPN LIMITED IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000967_CT_STDA FMVY1IZCSYXSAFRDIT05       LT IN Equity Larsen & Toubro Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000968_CT_STDA         RCOM IN Equity Reliance Communications Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000969_CT_STDA 5493003UOETFYRONLG31       RIL IN EQUITY Reliance Industries Ltd IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000970_CT_STDA 1GZWF073IJTD6XPRUU65         Wipro GE Healthcare Private Limited IN Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000971_CT_STDA 213800Z3CFZOLXPJWN61         Landsvirkjun IS Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000972_CT_STDA 81560076E3944316DB24 3812211 493995   A2A IM EQUITY A2A S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000973_CT_STDA 8156000962B2EB41FE28 5988397 1497770   4525791Z IM EQUITY ACCIAIERIA ARVEDI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000974_CT_STDA 8156004FCECE0879E118 15161747 191346   7570364Z IM EQUITY ACCIAIERIE VALBRUNA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000975_CT_STDA 549300Q3448N041CTH56 11341891 882486 XS0495012428 ACE IM Equity Acea SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000976_CT_STDA 8156008183686996C911 25090618 3567090232     ACQUE VERONESI S.C.A R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000977_CT_STDA 8156007259ABDEA3F444 15214381 971268     Aeroporti di Roma S.p.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000978_CT_STDA 549300H2RFDYI3YP5R63 13960200 263011   337973Z NA EQUITY AGUSTAWESTLAND S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000979_CT_STDA 529900EKXEGSRCGAAC89 14856155 2791070044   4519735Z ALSTOM FERROVIARIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000980_CT_STDA ZYXJDNVM2JI3VBM8G556       AMP IM EQUITY Amplifon SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000981_CT_STDA 815600B611746717CC98       50098Z IM Equity Ansaldo Energia SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000982_CT_STDA 549300FZRH46R7DWAX12 1248024 557390   4472623Z IM EQUITY ANSALDOBREDA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000983_CT_STDA 815600049A1F9AFE6666 4140157 1192794   MN IM EQUITY ARNOLDO MONDADORI EDITORE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000984_CT_STDA 8156000BEB8FC062F442 1020333 120591   2168Z IM EQUITY ARTSANA - SOCIETA' PER AZIONI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000985_CT_STDA 549300X5UKJVE386ZB61 6914312 6204 XS1014759648 ASG GY Equity Assicurazioni Generali SpA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000986_CT_STDA 81560001F41A81948348       AST IM EQUITY Astaldi SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000987_CT_STDA 8156008DEC771409C487 18631331 1023691   AU9 GF Equity Atlantia S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000988_CT_STDA 5299003D9N2698I3C257 1367700 188902   AGL IM EQUITY AUTOGRILL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000989_CT_STDA 815600149448CEB9B230 19402720 1037417   3653719Z IM EQUITY AUTOSTRADE PER L' ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000990_CT_STDA   26926563 1057205   3889748Z IM EQUITY AVIO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000991_CT_STDA 529900RRESEDV68K0S54 28770346 235460   BLLA IM EQUITY BARILLA INIZIATIVE S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000992_CT_STDA 815600BFEB936DC6ED24       BEN IM EQUITY Benetton Group SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000993_CT_STDA 8156004C04255952AB77 1076562 821225   BNS IM EQUITY BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA IT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000994_CT_STDA 5299003DX5YLKSVJ6K59 2930031 134288   BZU IM Equity Buzzi Unicem SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000995_CT_STDA 8156006BEAA911EC0A47 1019726 587878     CANDY SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000996_CT_STDA 8156008B101B97A43B02 1053555 160498   CEM IM EQUITY CEMENTIR HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000997_CT_STDA 815600F3213951394367 40014779 2001719     Cerved Group S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000998_CT_STDA   4544552 8114020152     CLASS EDITORI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0000999_CT_STDA 8156009034C1A5108284 15716081 61357     Compagnia Valdostana delle Acque Spa (CVA Spa) IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001000_CT_STDA 815600DBF6DC4BC94832 1061039 260769   0310548D IM EQUITY CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001001_CT_STDA   8327877 819280157     COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001002_CT_STDA 815600A5C1DD6C3A8455 1093853 154950364     CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001003_CT_STDA 81560039BF5C1D8E5A15 2836130 60793   3898658Z IM EQUITY DALMARE SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001004_CT_STDA 5493005TWX96RDJ9I655         De Agostini Invest SA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001005_CT_STDA 529900WS2E20BA5J4L49 16183303 1698754   EDNR IM EQUITY EDISON S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001006_CT_STDA WOCMU6HCI0OJWNPRZS33       ENEL IM EQUITY Enel SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001007_CT_STDA BUCRF72VH5RBN7X3VL35     IT0003132476 ENI IM EQUITY ENI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001008_CT_STDA 81560081EE079FBED395 19377159 3544950961     ENOVA S.R.L. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001009_CT_STDA 8156004604684CA44A90         ERG S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001011_CT_STDA 8156004CE82074779D19 13870596 1664630223     FEDRIGONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001012_CT_STDA 549300J4SXC5ALCJM731       1448Z IM Equity Ferrovie dello Stato SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001013_CT_STDA 5493004C1SL445NFDR90       F IM EQUITY Fiat SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001014_CT_STDA 8156001B8AD051794959         FINAVAL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001015_CT_STDA 529900X4EEX1U9LN3U39 1053767 7031   FNC IM EQUITY FINMECCANICA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001016_CT_STDA 815600C3CCA800EF5D96 1134215       FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001017_CT_STDA 815600E12249DD563C29 26650695 1143814     Gamenet S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001018_CT_STDA 81560098DBDD66154985         GRANDI NAVI VELOCI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001019_CT_STDA 8156001250E819E30127       GCN IM EQUITY Gruppo Coin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001020_CT_STDA 8156001294017C870346 11027526 10022100159     GRUPPO FINELCO SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001021_CT_STDA 8156005113BD16699393 24907200 RM1117269   LTO IX Equity GTECH S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001022_CT_STDA   15541251 1638878   4004268Z IM EQUITY H3G S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001023_CT_STDA 8156009414FD99443B48 3201267 363550   HER IM EQUITY HERA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001024_CT_STDA 815600D86992FDA7B908 1035363 149288   IMA IM EQUITY I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001025_CT_STDA 815600A7D7C7A85F8B51 2733792 1168660262     I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001026_CT_STDA 81560033824BE53C7D28 3585262 1303501215     IMAP EXPORT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001027_CT_STDA 549300KTGKED5E25JR59       IND IM EQUITY Indesit Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001028_CT_STDA 213800M4YYCP6E8YUX94 2714789 2589327     IPLOM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001029_CT_STDA 8156001EBD33FD474E60 10431674 281364   IRE IM EQUITY IREN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001030_CT_STDA 8156009D23D0FDC70C93 1007005 50   ITM IM Equity Italcementi S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001031_CT_STDA 815600236A6B5AE5B406 26754254 167186     Linea Group Holding S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001032_CT_STDA 549300I1NMOBS4B1LT88     IT0001479374 LUX IM EQUITY LUXOTTICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001033_CT_STDA   7003703 481230266     MANGIAROTTI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001034_CT_STDA 815600292DA01BE68971 3755075 152396   3184788Z IM EQUITY MARCEGAGLIA - S.P.A IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001035_CT_STDA 815600C8D55034EB5379 3779273 64334     Marcolin SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001036_CT_STDA 213800DIFN7NR7B97A50 552637 1264109   MS IM EQUITY Mediaset S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001038_CT_STDA 815600325D15DD92A023 4376875 4846130633     MOBY S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001039_CT_STDA   1653085 110858   3893422Z IM EQUITY MONIER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001040_CT_STDA 8156003A100E8AB89697 6794759 1865640369     PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001041_CT_STDA 8156001B96890989C002 23641842 5411110827     PB TANKERS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001042_CT_STDA 5493006293RJBDQWJL92 5944540 169833   PMS IM EQUITY PERMASTEELISA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001043_CT_STDA 8156000256C2431C2E92 4495509 134077   PIA IM Equity Piaggio & C. S.p.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001044_CT_STDA 815600A0C9AFC1F2A709       PC IM Equity Pirelli & Co SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001045_CT_STDA 815600EDDBB07C9BDB90 15591777 2246400218     PODINI HOLDING S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001046_CT_STDA 815600354DEDBD0BA991 3465665 842633   POST IM EQUITY POSTE ITALIANE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001047_CT_STDA 8156000FE0A2DC5B7852 16232311 1343952   PRP GR EQUITY PRADA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001048_CT_STDA 213800VHJ22UE2BRRZ48 3830970 706270410     PROFILGLASS S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001049_CT_STDA   23687310 1777895   PRY IM EQUITY PRYSMIAN S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001050_CT_STDA 815600B9FC8D18A5D034 1058024 291350635     RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001051_CT_STDA 81560086FA79BEDD6B94 13270817       RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001052_CT_STDA   5012487 8850400154     SACAL - SOCIETA' ALLUMINIO CARISIO - S.P IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001053_CT_STDA 815600AF08EE2EC2DE92 1035262 8924   226907Z IM EQUITY SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001054_CT_STDA 815600FC906D230A1420 16077541 86111   SFL IM Equity Safilo SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001055_CT_STDA 549300PHV8MBDHWB8X12 1086637 788744   SPM IM EQUITY SAIPEM S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001056_CT_STDA 549300UKR289DF4UXQ47 1013056 525502   SAL SALINI IMPREGILO S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001057_CT_STDA   6524595 3957900487     SAMMONTANA - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001058_CT_STDA 8156006755200B82EB33 1246827 836320150     SAN CARLO GRUPPO ALIMENTARE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001059_CT_STDA 5299005KJSU2AQUJUH84 1066932 49540   SRS IM EQUITY SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001060_CT_STDA 815600D2FC31AF713B07 1012950 166476     SNAI SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001061_CT_STDA 8156002278562044AF79 16067629 1633443   SRG IM Equity SNAM SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001062_CT_STDA EOJCGSUI4NX234BL7V57 14234253 1594238   2091Z IM EQUITY SORGENIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001063_CT_STDA 815600141CFE5F4C4325 19113128 1016401   4473035Z IM EQUITY STRADA DEI PARCHI SPA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001064_CT_STDA 815600C3438977CBBE37 1038951 68670397     TAMPIERI FINANCIAL GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001065_CT_STDA 81560029415DF1381583 1030384 195810262     TECNICA GROUP S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001066_CT_STDA 815600AC5599D16D9A40 3335773 574643   MT IM EQUITY TECNIMONT S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001067_CT_STDA 549300W384M3RI3VXU42     IT0003497168 TIT IM EQUITY TELECOM ITALIA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001068_CT_STDA 815600CD7323A82E5092 28935694 1763778   2847328Z IM EQUITY TENOVA S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001069_CT_STDA   1037712 182850362     TERMOSANITARI CORRADINI - S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001070_CT_STDA 8156009E94ED54DE7C31       TRN IM Equity Terna Rete Elettrica Nazionale SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001071_CT_STDA 549300IN56S27SDGEI85 18659000 1019536   80698Z IM EQUITY TIRRENO POWER S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001072_CT_STDA 8156003E86EBA167A868       0946688D IM EQUITY TotalErg SpA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001073_CT_STDA 815600FE9E92D9D6C309 3554534 201271   TFI IM EQUITY TREVI - FINANZIARIA INDUSTRIALE S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001074_CT_STDA         4212473Z IM EQUITY UNIECO SOCIETA' COOPERATIVA IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001075_CT_STDA 815600B8027C92F0DA07 4257672 1189360066     VIBAC S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001076_CT_STDA 549300YSFQKM1C0X4E45 11321265 884361   WIND IM EQUITY WIND TELECOMUNICAZIONI S.P.A. IT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001077_CT_STDA 549300DHPOF90OYYD780       5108 JT Equity Bridgestone Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001078_CT_STDA 549300IZYK3206QECG76       CAT SE Equity Caterpillar Finance Corporation JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001079_CT_STDA 549300MIFE1VEW02GY83     JP3298600002   COSMO OIL COMPANY LTD JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001080_CT_STDA 549300T6IPOCDWLKC615       6501 JT Equity Hitachi, Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001081_CT_STDA J48DJYXDTLHM30UMYI18       8001 JT Equity Itochu Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001082_CT_STDA 5493004LQ0B4T7QPQV17       6301 JT Equity Komatsu Ltd. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001083_CT_STDA 4P4N3ORD02UGQT1T1W12   0100-01-008776   8002 JT Equity Marubeni Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001084_CT_STDA KVIPTY4PULAPGC1VVD26       8058 JP EQUITY Mitsubishi Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001085_CT_STDA 5493008VBQD43X8QCS14         Mitsui Life Insurance Company Limited JP Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001086_CT_STDA 5493000QYMPFRTEY4K28       6701 JT Equity NEC Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001087_CT_STDA         7201 JP EQUITY Nissan Motor Co Ltd JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001088_CT_STDA 5493003BZYYYCDIO0R13       9984 JT Equity SOFTBANK CORP. JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001089_CT_STDA 5493004SE33MRLPB1W98       2768 JP EQUITY Sojitz Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001090_CT_STDA         6758 JP EQUITY Sony Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001091_CT_STDA V82KK8NH1P0JS71FJC05       8053 JP EQUITY Sumitomo Corp JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001092_CT_STDA 54930074QUY8RD0UZM08         Suntory Holdings Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001093_CT_STDA 549300ZLMVP4X0OGR454       4502 JT Equity Takeda Pharmaceutical Company Limited JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001094_CT_STDA 549300LBHTST91VKHO68       6502 JT Equity Toshiba Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001095_CT_STDA 5493006W3QUS5LMH6R84       TOM GY Equity Toyota Motor Corporation JP Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001096_CT_STDA         004020 KS Equity Hyundai Steel Co KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001097_CT_STDA         000270 KS Equity Kia Motors Corp KR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001098_CT_STDA 549300MGHLPT1EFHGF84       2007 HK Equity Country Garden Holdings Company Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001099_CT_STDA 549300IHVJRWVT07S523       3333 HK Equity Evergrande Real Estate Group Limited KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001100_CT_STDA 5493003DTPH8AMMK4P51       NE UN Equity Noble Corporation KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001101_CT_STDA 549300FNENFFSMO3GT38     XS0835890350 XPBR SQ Equity Petrobras Global Finance B.V. KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001102_CT_STDA 213800S7DNJQX6LHTQ21   133818917     AB “Kauno grūdai” LT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001103_CT_STDA       LU1014539529   ALTICE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001104_CT_STDA 5493003BU7PAH5RRM092       APAM NA EQUITY Aperam SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001105_CT_STDA 2EULGUTUI56JI9SAL165       MT LX EQUITY ArcelorMittal SA [AM] LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001106_CT_STDA 549300GJ79DYFBBF5T83       0307096D LX EQUITY Brandbrew S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001107_CT_STDA 5493007GVB1I2FDSS786   B0155849   CNHI UN Equity CNH Industrial Finance Europe S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001108_CT_STDA 549300938QUWMPITJ642       COV US EQUITY Covidien International Finance SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001109_CT_STDA 529900W1S8TJDDH8YB29         Encevo S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001110_CT_STDA     350807947 FR0000038259 ERF FP EQUITY EUROFINS SCIENTIFIC SE LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001111_CT_STDA 213800568PRHV2JR9650     XS0357281558 GSPBEX RR Equity Gaz Capital S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001112_CT_STDA 213800WHKNIC1JQQG433       8GC GS Equity Glencore Finance (Europe) S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001113_CT_STDA 8XJ8KF85PBKK1TLMFN29         Intelsat Jackson Holdings S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001114_CT_STDA 549300MBM5B61VCW5A23         International Automotive Components Group, S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001115_CT_STDA RUOKPID0PZ0UWJYU9J61       DE UN Equity John Deere Bank S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001116_CT_STDA 529900XUC6PXMN6ABU42       TGH GY Equity Logwin AG LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001117_CT_STDA 549300CTHC1CP86P2G96       MIICF PQ Equity Millicom International Cellular S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001118_CT_STDA         0755015D LX EQUITY NH FINANCE SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001119_CT_STDA 213800IUIRBFRNCYVR24       3900394Z LX Equity Nizi International SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001120_CT_STDA 549300VEJMMZCY6OBU06       PDSA NS Equity Pacific Drilling S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001121_CT_STDA 529900UUYBCBB7HMVI56         Phoenix PIB Dutch Finance B.V. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001122_CT_STDA 549300OZSHE4H5BFQA66         QUILVEST SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001123_CT_STDA 5493000C8J3C3SZYS040       RTL BB Equity RTL Group S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001124_CT_STDA 5493008JPA4HYMH1HX51       SESG FP EQUITY SES SA LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001125_CT_STDA 549300CJ7LW6QSGIL444         Swiss Re Europe S.A. LU Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001126_CT_STDA 529900BSBZ853DKUP675         TRAXYS SARL LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001127_CT_STDA 549300RIG2CXWN6IV731         CEMEX S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001128_CT_STDA 5493008KEVFYPMGTXO33       KOFL MM Equity Coca-Cola FEMSA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001129_CT_STDA 5493000XJLJ6C4T0PG82       GRUMAB MM Equity GRUMA, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001130_CT_STDA 5493000RIXURZEBFEV60       BIMBOA MM Equity Grupo Bimbo, S.A.B. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001131_CT_STDA 549300QOAB2GJSFM0381       1234Z MM Equity Grupo Petrotemex SA de CV MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001132_CT_STDA 549300CAZKPF4HKMPX17         PETROLEOS MEXICANOS MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001133_CT_STDA 549300FW3RGHPHT21D10       ALFAA MM Equity Sigma Alimentos, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001134_CT_STDA 5493000MY3DAIB0BP706   TNE940608HS5 USP9084BAD03 ALFAA MM Equity Tenedora Nemak, S.A. de C.V. MX Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001135_CT_STDA 549300EMP9DT6Q35HZ31     NL0000852564   AALBERTS INDUSTR NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001136_CT_STDA 549300J93WR5DPG0P466   KVK 33232124   ABB SS Equity ABB Capital B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001137_CT_STDA 5493007WHKI5H75YJ358   KVK 34215458   ABE SQ Equity Abertis Infraestructuras Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001138_CT_STDA 7245007QUMI1FHIQV531   KVK 33235189     Achmea B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001139_CT_STDA 724500HIKX3QVUQF9G08   KVK 28080300     Achmea Zorgverzekeringen N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001140_CT_STDA O4QK7KMMK83ITNTHUG69   KVK 27076669 NL0000303709 AGN NA Equity AEGON N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001142_CT_STDA 724500XYIJUGXAA5QD70   KVK 09007809 NL0000009132 AKZA NA EQUITY Akzo Nobel NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001143_CT_STDA 724500XBZ9QOPTI11U82   KVK 34108286     Alliander N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001144_CT_STDA 549300KYQ7B0H0K66406   KVK 33055009   AML LN Equity Amlin Europe N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001145_CT_STDA 724500MCUU6QOFRFEA53   KVK 33256360 0000   792658Z PL EQUITY AMORIM ENERGIA, BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001146_CT_STDA 7245000UZH70GO047N03     NL0006237562   ARCADIS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001147_CT_STDA 7245001I22ND6ZFHX623   KVK 30037466 NL0000334118 ASM NA Equity ASM International N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001148_CT_STDA 724500Y6DUVHQD6OXN27   KVK 17085815 NL0006034001 ASML NA EQUITY ASML HOLDING N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001149_CT_STDA 7245004JOPUJ0OOWTU73   KVK 30031823     ASR Schadeverzekering N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001150_CT_STDA 724500XFMNHF1GFPYJ05   KVK 08125298   3324558Z NA Equity BDR Thermea Group BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001151_CT_STDA 5299006ZHG3IXU0PNJ56   KvK 27106340 0000   1136Z NA EQUITY BMW Finance N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001152_CT_STDA       NL0000852580   BOSKALIS WESTMIN NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001153_CT_STDA       NL0010776944   BRUNEL INTERNAT NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001154_CT_STDA 529900AOH3NBA8PZFG65   KvK 32097651 0000   0533866D NA EQUITY Celesio Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001155_CT_STDA 549300WGC2HZ5J67V817       CNHI IM Equity CNH Industrial NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001156_CT_STDA 549300BXVNOCYQ83FU09   KVK 34154633   KO UN Equity Coca-Cola HBC Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001157_CT_STDA       NL0000200384   CORE LABORATORIES NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001158_CT_STDA 549300UNTCLR21YKLL62   KVK 30073501 NL0000288967   Corio N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001159_CT_STDA       NL0009294552   DELTA LLOYD NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001160_CT_STDA 724500S75737K2SFDA03   KVK 22031457     Delta N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001161_CT_STDA 213800N8X49KJRTNDM49   KVK 3419663   DGE FP Equity Diageo Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001162_CT_STDA 529900M7QSB704RUUT95   KVK 34182495   AIR FP Equity Eads Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001163_CT_STDA 724500KRQECMCRGM1971   KVK 14026250     EBN B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001164_CT_STDA 5299007L43AQDFOW5739   KvK 34121496 0000   1403Z NA EQUITY EDP FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001165_CT_STDA 724500R5IP6TFKTNRU48   KvK 24306393   2091Z NA Equity Eneco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001166_CT_STDA 549300XW2F91G4T4WC42   KVK 34149162   ENL GY Equity ENEL Investment Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001167_CT_STDA 529900011V8VJ3BUKR64   KVK 17115973   RWE GF Equity Essent N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001168_CT_STDA       NL0000288876   EUROCOMMERCIAL NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001169_CT_STDA       NL0000352565   FUGRO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001170_CT_STDA 2138005FTXOJUBQ5J563   KVK 24243533   GAS SQ Equity Gas Natural Fenosa Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001171_CT_STDA 724500EJ2TDPAITRSJ55   KVK 02089290     GasTerra B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001172_CT_STDA       NL0000400653   GEMALTO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001173_CT_STDA 549300L10EVYURBFIH66   KVK 55293980     Global Blue Acquisition B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001174_CT_STDA 529900SNLFF5M6HJ1T36   KvK 33286563 0000   1004Z NA EQUITY Haniel Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001175_CT_STDA 724500K5PTPSST86UQ23   KVK 33011433 NL0000009165 HEIA NA Equity Heineken NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001176_CT_STDA 7245008C9KMJL9P2UI77   KVK 34323653     Hyva Global B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001177_CT_STDA 724500CR19MQGFWFBZ64   KvK 34217578 0000   0308206D NA EQUITY ICL Finance BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001178_CT_STDA TLLG0UTU6ZHOG003X735         Imperial Mobility Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001179_CT_STDA 54930050LBZUR4138I72   KVK 27120438     ING Re (Netherlands) N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001180_CT_STDA     KVK 24311905   2872423Z NA Equity InterGen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001181_CT_STDA 724500C9GNBV20UYRX36   KVK 35000363 NL0010672325 AH NA Equity Koninklijke Ahold NV [Royal Ahold NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001182_CT_STDA 724500V38C5KTDY5BS93   KVK 30058019 NL0000337319 BAMNB NA Equity Koninklijke BAM NBM NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001183_CT_STDA 724500SNT1MK246AHP04   KVK 14022069 NL0000009827 DSM NA EQUITY Koninklijke DSM N.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001184_CT_STDA 549300YO0JZHAL7FVP81   KVK 02045200 NL0000009082 KPN NA Equity Koninklijke KPN NV [Royal KPN NV] NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001185_CT_STDA H1FJE8H61JGM1JSGM897   KVK 17001910 NL0000009538 PHIA NA Equity Koninklijke Philips Electronics N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001186_CT_STDA 724500HZ4BN317I12G68   KVK 06016321   KTC NA Equity Koninklijke Ten Cate NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001187_CT_STDA 724500UL634GFV1KYF10   KVK 24295332 NL0009432491 VPK NA Equity Koninklijke Vopak NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001188_CT_STDA 529900WQGOTJDYG9NP76   KVK 09151956   LXS GF Equity Lanxess Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001189_CT_STDA 5H8RMHHYTWIP1RKLCE38   KvK 34115238 0000   2177Z NA EQUITY Linde Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001190_CT_STDA 549300J6QSW38QNOJK61   KVK 57924562     LYB International Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001191_CT_STDA BN6WCCZ8OVP3ITUUVN49   KVK 24473890   DLY GB Equity LyondellBasell Industries N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001192_CT_STDA 635400TMCKVEU87EJ582   KVK 24321697     METINVEST B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001193_CT_STDA 529900PF6F1OHRZVU341   KVK 33178683 0000   1169Z NA EQUITY Metro Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001194_CT_STDA 6354007MKEEGGVUMXO83   KVK 34239108     New World Resources N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001195_CT_STDA 724500RKMOD48AIWKD94   KVK 24307569 0000   3893886Z NA EQUITY NIDERA B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001196_CT_STDA 54930062JS29A5N4GO82   KVK 34248449     Nielsen Holdings N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001197_CT_STDA 724500GQV9YLNSWECU41   KVK 17179668     Nord Gold N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001198_CT_STDA 724500TXS5HH3GY4UW42   KVK 30124358     NS Groep N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001199_CT_STDA 5299000CMF80GY2U0U47   KVK 16074305 NL0010395208 NUO NA Equity Nutreco Holding NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001200_CT_STDA 724500HT4YW45B1Y7859   KVK 57585083     OAK Leaf B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001201_CT_STDA 549300NCMRGIBJYUOE57     NL0010558797   OCI NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001202_CT_STDA 724500IM9A059TQLBX63         OCI Nitrogen BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001203_CT_STDA 72450053F5WRDY8CDZ66   KVK 24291478   OI US Equity OI European Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001204_CT_STDA Q47A62EK6GMSID3Y8C39   KVK 17133742 XS0788529096 PCAR US Equity PACCAR Financial Europe B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001205_CT_STDA 549300N522D3SS8MKV65   KVK 24320769 0000   3617372Z NA EQUITY PETROBRAS NETHERLANDS BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001206_CT_STDA 549300VGHFJJ58HE2B54   KVK 17008551   PHIA NA Equity Philips Electronics NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001207_CT_STDA 529900N9UJEHN9UPXN50         PHOENIX PIB FINANCE BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001208_CT_STDA 724500Q41FHN0P1GPC53   KVK 27168968 NL0009739416 TNT LI Equity PostNL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001209_CT_STDA 54930036WK3GMCN17Z57       QIA GY Equity Qiagen NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001210_CT_STDA 7245009EAAUUQJ0U4T57   KVK 33216172 NL0000379121 RAND NA EQUITY RANDSTAD HOLDING NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001211_CT_STDA 549300XO8R7MPISUO753   KVK 33155037 NL0006144495   Reed Elsevier NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001212_CT_STDA 5493002YCY6HTK0OUR29   KVK 24251372 XS0202649934 REP GY Equity Repsol International Finance B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001213_CT_STDA     KVK 34179503 GB00B03MM408 RDSA NA EQUITY ROYAL DUTCH SHELL PLC NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001214_CT_STDA 5493002N51KZCVBDMS27   24114856 NL0006055329   ROYAL IMTECH NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001215_CT_STDA 213800LBMMAIG1FQP389   KVK 14105351   SABIC AB Equity SABIC Capital I B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001216_CT_STDA       NL0000360618   SBM OFFSHORE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001217_CT_STDA 529900KEH8410ESH1483   KVK 53761790     Schaeffler Finance B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001218_CT_STDA 724500DX7Q1A19SPY530   KVK 34166584     Schiphol Nederland B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001219_CT_STDA 7245001TBT3NI9SPNJ75         SHV Netherlands NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001220_CT_STDA TAFO772JB70PDRN5VS48   KVK 27092998 0000   1223Z NA EQUITY Siemens Financieringsmaatschappij N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001221_CT_STDA 724500E9ZG6JMH6E2I14     NL0000817179   SLIGRO FOOD GROUP NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001222_CT_STDA 724500ZTKJYJMWVLWJ82   KVK 34297413     SRLEV N.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001223_CT_STDA 5493002SSXOL85X3XC87   KVK 58623701     Syncreon Group B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001224_CT_STDA 724500LTUWK3JQG63903   KVK 09083317     TenneT Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001225_CT_STDA 7245008G22FOV7TYYJ34   KVK 06045666 NL0000852523 TWEKA NA EQUITY TKH Group NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001226_CT_STDA 724500978QL7NKMLTQ37   KVK 34210949     TMF Group Holding B.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001227_CT_STDA       NL0009739424   TNT EXPRESS NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001228_CT_STDA 724500L44K67W7UW1C59         TomTom International B.V NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001229_CT_STDA 724500OPA8GZSQUNSR96   KVK 33194984   TOM GY Equity Toyota Motor Finance (Netherlands) B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001230_CT_STDA PX7SUPU7HUNJBQ8BPI65   KVK 33236939   585233Z NA Equity Trafigura Beheer BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001231_CT_STDA 549300TK7G7NZTVM1Z30   KVK 24051830 NL0000009355 UNIA NA Equity Unilever NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001232_CT_STDA 549300IW6C3SRHUUK147         Vitol Holding BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001234_CT_STDA 549300FRXSUUW3M2Q281         WABCO Europe Holdings BV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001235_CT_STDA 724500522D3ORUTUGW47   KVK 05078970   WAVIN NA Equity Wavin NV NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001236_CT_STDA 724500YRQCY3BD9RJZ92     NL0000289213   WERELDHAVE NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001237_CT_STDA 724500TEM53I0U077B74   KVK 33202517 NL0000395903 WKL NA EQUITY Wolters Kluwer N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001238_CT_STDA 5JB3IE65ZU13TA0DGN10         Würth Finance International B.V. NL Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001239_CT_STDA       NL0006294290   ZIGGO NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001240_CT_STDA         BWO NO Equity BW Offshore Shipholding Ltd NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001241_CT_STDA 5493004ZHCILEMZLBS85   00304772770005     FERD AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001242_CT_STDA 5493009F6KP3UMLPOY27   931186744     ICA Norge AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001243_CT_STDA 549300ZLJDXBXUNCY824   936738540     National Oilwell Varco Norway AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001244_CT_STDA 549300N1SDN71ZZ8BO45       NHY NO Equity Norsk Hydro ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001245_CT_STDA 529900J8VSH14TP5VD23         ODFJELL SE NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001246_CT_STDA 213800T66DRTE6O6BV87   916235291   PGS NO Equity Petroleum Geo-Services ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001247_CT_STDA 529900TH4OAW7WYG1777   987059699     Statkraft AS NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001248_CT_STDA OW6OFBNCKXC4US5C7523   923609016   STL NO Equity Statoil ASA NO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001249_CT_STDA R7NJHU48LTCIOB9BVU57       CNU NZ Equity Chorus Limited NZ Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001250_CT_STDA 259400GYHYZPQ0HTMT82       CIE PW Equity Ciech S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001251_CT_STDA 259400A9BI23M3K1NK82       LTS PW EQUITY GRUPA LOTOS S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001252_CT_STDA 259400WT6MCX3V59XI09         Netia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001253_CT_STDA 259400TOMPUOLS65II22   10681   TPA1 GB Equity ORANGE POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001254_CT_STDA 259400TGY6IYEP2EFW87   467426     POLKOMTEL SP. Z O.O. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001255_CT_STDA 259400VVMM70CQREJT74   28860   PKN PW Equity Polski Koncern Naftowy ORLEN S.A. (PKN) PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001256_CT_STDA 259400NAPDFBOTNCRL54       TPE PW Equity TAURON Polska Energia S.A. PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001257_CT_STDA Q1ECZWEVT6ZTFERCPG94     PLTLKPL00017 OPL PW EQUITY TELEKOMUNIKACJA POLSKA SA PL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001258_CT_STDA 213800RQXBBZ6KSP1I72   500311390     AMORIM & IRMAOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001259_CT_STDA 2138002PLGLYW8EP7248         AMORIM HOLDING II SGPS SA PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001260_CT_STDA 213800V5Z38TLIRQW516   500700834     ANA AEROPORTOS PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001261_CT_STDA     502607920     AUCHAN PORTUGAL HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001262_CT_STDA 54930011KNBNPPKW7528   500038015     AUTO SUECO LDA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001263_CT_STDA 549300RU6UYW1UMYOP92   500194670     BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001264_CT_STDA       PTBRI0AM0000 BRI PL EQUITY BRISA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001265_CT_STDA 549300FREK460JU7RG08   500060266     CELULOSE BEIRA INDUSTRIAL-CELBI SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001266_CT_STDA 549300TF1SUYCFUO3840   503309362     COLEP PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001267_CT_STDA     507195515     CONTROLINVESTE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001268_CT_STDA 213800X28CMB8LAIT849   502557400     CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001269_CT_STDA 549300RGQV4M16FESU23   500832234     CUF QUIMICOS INDUSTRIAS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001270_CT_STDA 529900CLC3WDMGI9VH80     PTEDP0AM0009 EDP PL EQUITY EDP - Energias de Portugal S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001271_CT_STDA 529900LOXJVWGOH84656   503293695     EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001272_CT_STDA     504885367     ESPIRITO SANTO SAUDE SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001273_CT_STDA 2138003319Y7NM75FG53   504499777 PTGALIOE0009 GALP PL Equity GALP ENERGIA SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001274_CT_STDA 213800Y3V72PI6W8KG10   511220448     GRUPO PESTANA - SGPS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001275_CT_STDA 259400A8SZP10GB5IB19     PTJMT0AE0001 JMT PL EQUITY J.MARTINS PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001276_CT_STDA     500073880     LENA ENGENHARIA CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001277_CT_STDA 549300SNYKYW15R3UE62   502011475     MODELO CONTINENTE HIPERMERCADOS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001278_CT_STDA 549300TLPT6W9R3CLQ86   500197814     MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001279_CT_STDA 5493003NN4LXUF8JA244         Ocidental Companhia Portuguesa de Seguros de Vida, S.A. PT Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001280_CT_STDA 54930071D35BVUPC5942   502604751     OPTIMUS-COMUNICACOES S.A PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001281_CT_STDA     507979265     OPWAY - SGPS, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001282_CT_STDA 213800ZWKG61JG7ZCF61   500697370     PETROLEOS PORTUGAL PETROGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001283_CT_STDA 259400DRC6WOXNVW8B57 500829993 500829993   90413Z PL EQUITY PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001284_CT_STDA 549300UNIB7M2AXUXS35     PTPTI0AM0006 PTCL TQ EQUITY Portucel S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001285_CT_STDA 549300FR1FN48IGHR915     PTREL0AM0008 RENE PL Equity REN-Redes Energeticas Nacionais, SGPS, S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001286_CT_STDA     500246963     REPSOL PORTUGUESA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001287_CT_STDA 5493002X2CCY60HWCU94   500243590     SECIL COMP GERAL CAL CIMENTO SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001288_CT_STDA 549300PXZF74GVQM6867   500058580     SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001289_CT_STDA 549300EZYIURQ5RGSE56   500278571     SOVENA OILSEEDS PORTUGAL, SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001290_CT_STDA 549300KFJPELBPMQH079   500833532     SOVENA PORTUGAL CONSUMER GOODS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001291_CT_STDA 95980020140005813290   505042037     SUMOL+COMPAL MARCAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001292_CT_STDA     500097488     TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001293_CT_STDA 549300CNE5R74B3XKF57   505266202     UNICER BEBIDAS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001294_CT_STDA   503933139 503933139   3646175Z PL EQUITY UNILEVER JERÓNIMO MARTINS, LDA. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001295_CT_STDA 213800IDK8UTYDSFOG74   502544180     VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001296_CT_STDA   500302200 500302200   0265472D PL EQUITY ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001297_CT_STDA 549300VOFQC1SPGTZM19   503039063     ZON TV CABO PORTUGAL SA PT Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001298_CT_STDA 549300D3EIDZJB62TR20   21183   ORDS QD Equity Ooredoo Q.S.C. QA Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001299_CT_STDA 549300UKYDM6L8HEPU79       SNP RO EQUITY OMV PETROM S.A. RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001300_CT_STDA 549300F8ZIGJVUPIU797   24297754     Rompetrol Group N.V. (The) RO Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001301_CT_STDA         GAZP RU Equity Gazprom OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001302_CT_STDA         ROSN RU Equity OJSC Oil Co Rosneft RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001303_CT_STDA         TATN RU Equity Tatneft OAO RU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001304_CT_STDA 5493007RN7O98MYBX124         AKTIEBOLAG LINDEX SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001305_CT_STDA 549300UCKT2UK88AG251     SE0000695876 ALFA SS EQUITY Alfa Laval AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001306_CT_STDA 549300YECS8HKCIMMB67     SE0000255648 ASSAB SS EQUITY Assa Abloy AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001307_CT_STDA 213800T8PC8Q4FYJZR07   5560142720 SE0000122467 ATCOA SS EQUITY Atlas Copco Aktiebolag SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001308_CT_STDA 2138002GW5WN1UYZAO32   55611256900004     BILIA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001309_CT_STDA 549300YJUYJ9A24RXL71     SE0005906922 SE0005906922 Corp BILLERUDKORSNÄS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001310_CT_STDA 549300ZACGIQHBBMOD20   5560269549   BONN SS EQUITY Bonnier Finans AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001311_CT_STDA 213800SE6FV3UDEIEY92   72317831     CAPIO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001312_CT_STDA 549300GU5OHTR1T5IY68     SE0005932225 SE0005932225 Corp Castellum AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001313_CT_STDA 549300HCT1WLHEXNLZ18         Dometic Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001314_CT_STDA 549300Y3HHZB1ZGFPJ93       ELUXA SS Equity Electrolux AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001315_CT_STDA 549300JNPI46XNH0PM97         Fabege AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001316_CT_STDA 5493003PZ4F570G3W735         GETINGE AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001317_CT_STDA 529900XKWB408ZZYBF68         GREEN CARGO AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001318_CT_STDA 213800YUV362W4E1LP46         H & M Hennes & Mauritz GBC AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001319_CT_STDA 54930033BTSY61VHUR49   55601011550004     HALDEX AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001320_CT_STDA 549300VOTS5OZ82UTG69     SE0005934320 SE0005934320 Corp HEMSÖ FASTIGHETS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001321_CT_STDA 549300WJFW6ILNI4TA80   5561904771 SE0000103699 HEXAB SS EQUITY Hexagon AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001322_CT_STDA 52990080SH3454F0QE68   5560013301 SE0000109290 HOLMB SS EQUITY Holmen AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001323_CT_STDA 549300GYQIIJ3UXB7655     SE0001662222 HUSQB SS EQUITY HUSQVARNA AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001324_CT_STDA 549300VEBQPHRZBKUX38   556013-8298 XS0795505402 INVEA SS Equity Investor AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001325_CT_STDA 529900X0UEM9DOM6FK12   5560452103 SE0000806994 JM SS EQUITY JM AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001326_CT_STDA 549300VD6SNNS5N5V183         KORAB INTERNATIONAL AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001327_CT_STDA 5493005OXRTBK0WSJN46   5565451217 SE0000549412 KLED SS EQUITY Kungsleden AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001328_CT_STDA 529900AB08F05L4HWU11         LANTMÄNNEN EK FÖR SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001329_CT_STDA 213800NS2XXVRYS7WP40     SE0002683557 LOOMB SS EQUITY Loomis AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001330_CT_STDA 549300SNQNTHQLZQON04   5564272812 SE0000221723 MEDAA SS EQUITY Meda AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001331_CT_STDA 549300E8NDODRSX29339   5563099158 SE0000412371 MTGB SS EQUITY MODERN TIMES GROUP MTG AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001332_CT_STDA 213800WRGLW3CY4MHW53   55603451740004     NCC SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001333_CT_STDA 549300KUJMRC9NW93S96         Nobina sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001334_CT_STDA 5493007VGEKBZGZ6PC69         NYNAS AB (PUBL) SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001335_CT_STDA 549300ES84TRW7EWGU35         Perstorp Holding AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001336_CT_STDA 549300S2D8BDH1CKLI47         PostNord AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001337_CT_STDA 549300MIHCMD8DCSBY41   55607269770034     Preem SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001338_CT_STDA 549300ZHO4JCQQI13M69   556036-0793 SE0000112385 SE0005567088 Corp SAAB AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001339_CT_STDA 5299008ZUAXN43LVZF54       SAND SS Equity Sandvik AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001340_CT_STDA 5299001G94UPTI8C7N54   5566577416   0301536D SS EQUITY Sandvik Treasury AB SE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001341_CT_STDA 529900AE1FZNUH6EVS39     SE0003366871 SAS SS EQUITY SAS AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001342_CT_STDA 529900BZYSUQLQSPNR07   5560840976 SE0000308280 SCVB SS EQUITY Scania CV AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001343_CT_STDA 635400TTYKE8EIWDS617       SECUB SS Equity Securitas AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001344_CT_STDA 5493004WOSC31U83UG49   5561063834   SKAB SS EQUITY Skanska Financial Services SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001345_CT_STDA 549300MA1BZYJU87BW55   5560339086 SE0000113250 SKAB SS EQUITY Skanska Sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001346_CT_STDA 549300X6MQ0GG8BRY481         SKF sverige AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001347_CT_STDA 5493002FIVSWBLEV7P15         SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001348_CT_STDA 529900329VS14ZIML164   5560163429 SE0000171100 SSABA SS EQUITY SSAB AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001349_CT_STDA 529900J0C48FH28HNQ19   5563137933 SE0000120669 SSABA SS EQUITY SSAB Emea AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001350_CT_STDA 213800CWLTI7WZCC2R35   5560010802   1081Z SS EQUITY Stena AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001351_CT_STDA 5299005HSK597UX55629         SVEASKOG FÖRVALTNINGS AKTIEBOLAG SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001352_CT_STDA 549300FW5JDRV1IJ0M67       SCAB SS Equity Svenska Cellulosa AB [SCA] SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001353_CT_STDA 529900ZERGNJBEQEX179   55679708180004     SWEDAVIA AB SWEDAVIA EKONOMI SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001354_CT_STDA 5493005DU3003SGUC166         SWEDISH HOSPITAL PARTNERS AB, SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001355_CT_STDA 529900YVXCGNWAUYZG78     SE0000310336 SWMA SS EQUITY Swedish Match AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001356_CT_STDA 213800EKD193RVI9HL76   5564108917 SE0000314304 TEL2B SS EQUITY Tele2 AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001357_CT_STDA 549300W9JLPW15XIFM52   556016-0680 XS0435008726 ERICB SS Equity Telefonaktiebolaget LM Ericsson SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001358_CT_STDA 213800FSR9RNDUOTXO25       TLSN SS Equity TeliaSonera AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001359_CT_STDA 5493006LU5JO4P7HQ305         THULE HOLDING AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001360_CT_STDA 213800XY16PAWG2PAD14       TRELB SS Equity Trelleborg AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001361_CT_STDA 5493007LNZSEWN5KTV42     SE0005769270 SE0005769270 Corp Vasakronan SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001362_CT_STDA 549300T5RZ1HA5HZ3109       VATT SS Equity Vattenfall AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001363_CT_STDA 549300HGV012CNC8JD22     SE0000115420 VOLVB SS EQUITY Volvo AB SE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001364_CT_STDA 54930083GODGBHODQ153   189744     Global A&T Electronics Ltd. SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001365_CT_STDA 33D7DTWH8BNIUWE0IF81       OLAM SP Equity Olam International Ltd SG Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001366_CT_STDA         7536988Z SK EQUITY Volkswagen Slovakia A.S. SK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001367_CT_STDA 549300QOGMPTKB6W7G56   1.07544E+11 USY71548BY95 PTT TB Equity PTT Public Company Limited TH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001368_CT_STDA 8RS0AKOLN987042F2V04       NXWA GF Equity 21st Century Fox America, Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001369_CT_STDA LUZQVYP4VS22CLWDAR65     US88579YAF88 MMM SE Equity 3M Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001370_CT_STDA HQD377W2YR662HK5JX27   IL08142220   ABT US Equity Abbott Laboratories US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001371_CT_STDA FR5LCKFTG8054YNNRU85   DE5126809   4AB GF Equity AbbVie Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001372_CT_STDA 549300T0GJTEK811VI53       WPI US EQUITY Actavis, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001373_CT_STDA 549300QKBENKLBXQ8968   PA724325   AET US Equity Aetna Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001374_CT_STDA LYOM0B2GCF1JWXK5ZG04       AGCO UN Equity AGCO Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001375_CT_STDA QUIX8Y7A2WP0XRMW7G29       A UN Equity Agilent Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001376_CT_STDA 9PO87UV78U1JHLR68X04       8685 JT Equity AIG Financial Products Corp. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001377_CT_STDA 7QEON6Y1RL5XR3R1W237       APD US Equity Air Products & Chemicals Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001378_CT_STDA ABPN11VOHLHX6QR7XQ48       AA US Equity Alcoa Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001379_CT_STDA XSGZFLO9YTNO9VCQV219       MO US Equity Altria Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001380_CT_STDA ZXTILKJKG63JELOEG630   DE2620453   AMZN US Equity Amazon.com, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001381_CT_STDA IWUQB36BXD6OWD6X4T14   DE0332421   AAL UW Equity American Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001382_CT_STDA B6Q2VFHD1797Q7NZ3E43   CAC0951492   7267 JT Equity American Honda Finance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001383_CT_STDA 5493006ORUSIL88JOE18       AMT US Equity American Tower Corp [ex- American Tower System] US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001384_CT_STDA 549300D3L3G0R4U4VT04       APH US Equity Amphenol Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001385_CT_STDA B78FQ7XBQFLP4AYJ6F79       APC US Equity Anadarko Petroleum Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001386_CT_STDA 72ZZ1XRHOOU9P9X16K08       APA US Equity Apache Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001387_CT_STDA HWUPKR0MPOU8FGXBT394   CAC0806592   AAPL US Equity Apple Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001388_CT_STDA 42YMHYH0XMHJEXDUB065         ARAMARK Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001389_CT_STDA W47HVZ7Q6FXL86RELH91   DE0717711   ACI US Equity Arch Coal, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001390_CT_STDA 549300LO13MQ9HYSTR83   DE0152524   ADM US Equity Archer-Daniels-Midland Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001391_CT_STDA 0C0SZC7H22UWI2NA3R46       ARRS UW Equity Arris Group, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001392_CT_STDA 549300YNNLBXT8N8R512   NYCARREUS   ARW US Equity Arrow Electronics, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001393_CT_STDA 6O4MRU8C1MS0K34UQF79   KY0580261   ASH US Equity Ashland Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001394_CT_STDA 549300Z40J86GGSTL398   DE2018584   T* MM Equity AT&T Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001395_CT_STDA QVLWEGTD2S8GJMO8D383       ATO US Equity Atmos Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001396_CT_STDA HGBOLILQXWER4SAL2I23       ADP US Equity Automatic Data Processing US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001397_CT_STDA GA3JGKJ41LJKXDN23E90         Autozone Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001398_CT_STDA XN8R4HH1TVC1XOCL5P21       CAR US EQUITY Avis Budget Car Rental LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001399_CT_STDA XJI53DCPL7QABOWK4Z75   NYCAVNTUS   AVT US Equity Avnet, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001400_CT_STDA 5493007RY69UEB1F1B45       AVP US Equity Avon Products, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001401_CT_STDA MF62XBVMNYTYMC18DL76   DE2416636   BA/ LN Equity BAE Systems Holdings Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001402_CT_STDA         BHI US EQUITY Baker Hughes Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001403_CT_STDA EWRDABCN7XBHM37LIA98   DE2072335     Beam Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001404_CT_STDA HL5XPTVRV0O8TUN5LL90   MN1K-1056   BBY US Equity Best Buy Co., Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001405_CT_STDA KK5MZM9DIXLXZL9DZL15   DE2322568   BMW HB Equity BMW US Capital, LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001406_CT_STDA 549300DSFX2IE88NSX47       BWA US Equity BorgWarner Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001407_CT_STDA Y6ZDD9FP4P8JSSJMW954   DE0874815   BSX UN Equity Boston Scientific Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001408_CT_STDA 549300GMUCJ08527GQ81   IN182869-107   BP/ LN Equity BP Corporation North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001409_CT_STDA 549300YYMNSW7KWZH127       BP/ LN Equity BP Products North America Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001410_CT_STDA HLYYNH7UQUORYSJQCN42       BMY US EQUITY Bristol Myers Squibb Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001411_CT_STDA 5493007M0RIN8HY3MM77       BG US Equity Bunge Limited US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001412_CT_STDA Y7ET3D9SDOFUZ515FE28   DE0799956   CA US Equity CA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001413_CT_STDA 43R4VPJBXTU2O15HEF41         Calpine Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001414_CT_STDA 5493007JDSMX8Z5Z1902       CPB US Equity Campbell Soup Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001415_CT_STDA CCU46N3GJMF4OK4N7U60   OH535613   CAH US Equity Cardinal Health, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001416_CT_STDA QXZYQNMR4JZ5RIRN4T31       3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001417_CT_STDA EDBQKYOPJUCJKLOJDE72   DE0921323   CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001418_CT_STDA WRJR7GS4GTRECRRTVX92       CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001419_CT_STDA 5KYC8KF17ROCY24M3H09   DE2106821   C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001420_CT_STDA CD30XVRLT4QO00B1C706   DE3780476   CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001421_CT_STDA 4SIHMF0MOSTTL8CD0X64       CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001422_CT_STDA 21TPXMRRHFKOBHDC8J74         CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001423_CT_STDA 8E6NF1YAL0WT6CWXXV93       CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001424_CT_STDA 549300IA9XFBAGNIBW29         CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001425_CT_STDA B0QU0GIVGFFMCOP5RJ72   DE4789658   CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001426_CT_STDA 2V9V7M0RUQG9M2J4IC47         Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001427_CT_STDA YMEGZFW4SBUSS5BQXF88   DE0156313   CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001428_CT_STDA 51M0QTTNCGUN7KFCFZ59   PA3039985   CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001429_CT_STDA 549300OQS2LO07ZJ7N73   DE0406521   CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001430_CT_STDA 6113F6JQLWIUGTBN1L36       CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001431_CT_STDA 54930035UDEIH090K650   DE0818944   CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001432_CT_STDA SYHS7HRDXLL4I0IQ8776       CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001433_CT_STDA 6VJJ5GQWIRDQ06DUXG89   DE0064324   COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001434_CT_STDA 549300JK3KH8PWM3B226   DE2277631   CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001435_CT_STDA 29DX7H14B9S6O3FD6V18       CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001436_CT_STDA 549300BO9IWPF3S48F93       COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001437_CT_STDA TVRMNZKRGA8LPW6XPG60         Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001438_CT_STDA RPPGGRL1J75WGF2DFO04   PA3337938   CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001439_CT_STDA ZUNI8PYC725B6H8JU438   IN194062-043   CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001440_CT_STDA S4BKK9OTCEWQ3YHPFM11       DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001441_CT_STDA PWFTNG3EI0Y73OXWDH08       DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001442_CT_STDA 3E70L4WYANTIWWIPHC81       DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001443_CT_STDA Q2CCMS6R0AS67HJMBN42       DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001444_CT_STDA 54930042348RKR3ZPN35   DE2155705   DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001445_CT_STDA F14FQJ2EEHW5VPYUHL14       DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001446_CT_STDA 549300Z1UGYT5725XB67   DE3535468   DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001447_CT_STDA ILUL7B6Z54MRYCF6H308       D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001448_CT_STDA 549300FMC2ALGA7N9E80   DE0412823   DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001449_CT_STDA ZQUIP1CSZO8LXRBSOU78       DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001450_CT_STDA 549300IX8SD6XXD71I78       DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001451_CT_STDA FDPVHDGJ1IQZFK9KH630   DE2345566   EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001452_CT_STDA 0NZWDMRCE180888QQE14       ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001453_CT_STDA OML71K8X303XQONU6T67   DE2871352   EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001454_CT_STDA FRDRIPF3EKNDJ2CQJL29       LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001455_CT_STDA FGLT0EWZSUIRRITFOA30       EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001456_CT_STDA GHFPUH0OZ5JLGJXWCO16       ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001457_CT_STDA 4XM3TW50JULSLG8BNC79       ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001458_CT_STDA 549300EVUN2BTLJ3GT74   DE2911438   EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001459_CT_STDA 549300RO2XES74KQGG63       XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001460_CT_STDA 3SOUA6IRML7435B56G12       EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001461_CT_STDA CI7MUJI4USF3V0NJ1H64   WA601975803   EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001462_CT_STDA J3WHBG0MTS7O8ZVMDC91   NJ3793794100   XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001463_CT_STDA 549300E707U7WNPZN687       FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001464_CT_STDA 6WQI0GK1PRFVBA061U48   GA0110597   FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001465_CT_STDA 549300NPYMLM4NHTOF27         First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001466_CT_STDA 549300SVYJS666PQJH88   OH953140   FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001467_CT_STDA 6Y0GK87T6V7NJKZJVM41   NYCDRRCUS   FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001468_CT_STDA CQ7WZ4NOFWT7FAE6Q943       FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001469_CT_STDA CKDHZ2X64EEBQCSP7013       FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001470_CT_STDA EMQFUEY7DV1MVNKAUT87   DE3315658   FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001471_CT_STDA 20S05OYHG0MQM4VUIC57       F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001472_CT_STDA 2MNR4Q42DBL85U7RD221         Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001473_CT_STDA A0WMBJD47C49E2JJOM88   DE4594648   FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001474_CT_STDA 549300FNRIXILI56M704       0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001475_CT_STDA 9C1X8XOOTYY2FNYTVH06       GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001476_CT_STDA 3C7474T6CDKPR9K6YT90   NYCGECYUS   GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001477_CT_STDA 2TGYMUGI08PO8X8L6150       GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001478_CT_STDA 549300PDWRZX0BR28B12   DE4717789   GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001479_CT_STDA L2EVHWFHVAQK72TMH265   DE4275413     Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001480_CT_STDA 5493002BI0S2ZQUY3437       GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001481_CT_STDA 7ZW8QJWVPR4P1J1KQY45       GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001482_CT_STDA ENYF8GB5SMQZ25S06U51   DE2681775   HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001483_CT_STDA KAO98FK89NPNNPQGUZ43   DE0497602   HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001484_CT_STDA 549300NUB6D2R1ITYR45       HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001485_CT_STDA 549300PD0C69OJ0NLB27       766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001486_CT_STDA UASVRYNXNK17ULIGK870   DE0097017   AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001487_CT_STDA WHKXQACZ14C5XRO8LW03       HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001488_CT_STDA 5493003STKEZ2S0RNU91       HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001489_CT_STDA ISRPG12PN4EIEOEMW547   DE2061772   HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001490_CT_STDA KNX4USFCNGPY45LOCE31       4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001491_CT_STDA VGRQXHF3J8VDLUA7XE92       IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001492_CT_STDA F9HV8ZL85LRIQ6D60098   NVC7491-1980   IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001493_CT_STDA 824LMFJDH41EY779Q875       IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001494_CT_STDA 5493008IUOJ5VWTRC333         Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001495_CT_STDA 24F6LSZD18II6ICG6S41         Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001496_CT_STDA YB2O5TUONPB3W1X7WJ88       ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001497_CT_STDA KD833U13JEIGETBW2749       JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001498_CT_STDA 549300XR6O4ACB0KLV08         JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001499_CT_STDA E0KSF7PFQ210NWI8Z391       DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001500_CT_STDA 549300G0CFPGEF6X2043   NJ5106301000   JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001501_CT_STDA 3LB2NG8VUULSCV2NO430       JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001502_CT_STDA LONOZNOJYIBXOHXWDB86       K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001503_CT_STDA AGX0G2MXE54NFNNICD28       KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001504_CT_STDA MP3J6QPYPGN75NVW2S34       KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001505_CT_STDA 549300PDHUGWPWGOT525   DE2301470     Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001506_CT_STDA 5493005158BXZWGOX572       3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001507_CT_STDA 549300JF6LPRTRJ0FH50       KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001508_CT_STDA V1BYR0MM295ZFWYYS367       KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001509_CT_STDA GR3KVMWVCR54YWQNXU90   DE0933796   LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001510_CT_STDA         LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001511_CT_STDA 5493007B9BM9ZXJINO78   DE4009151   LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001512_CT_STDA DPRBOZP0K5RM2YE8UU08       LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001513_CT_STDA WAFCR4OKGSC504WU3E95   NC0087443   LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001514_CT_STDA 2RTSLGQ89VMY18RHX631         Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001515_CT_STDA 1FRVQX2CRLGC1XLP5727   DE3395371   MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001516_CT_STDA 3BNYRYQHD39K4LCKQF12   DE4750998   MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001517_CT_STDA 225YDZ14ZO8E1TXUSU86   DE2798413   MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001518_CT_STDA 54930073HKEO6GZBSS03       4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001519_CT_STDA 549300XMP3KDCKJXIU47   DE0706226   MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001520_CT_STDA 5GCSNMQXHEYA1JO8QN11   DE0585027   MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001521_CT_STDA AR5L2ODV9HN37376R084   DE3390142   MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001522_CT_STDA 549300VELLG24KHTJ564   DE0673809   MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001523_CT_STDA UE2136O97NLB5BYP9H04       MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001524_CT_STDA 549300WZWOM80UCFSF54   DE2417015   MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001525_CT_STDA 4DL8C98Z5G5IXZLH3578       MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001526_CT_STDA D56MRZY2INAN94ZONZ37       MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001527_CT_STDA 4YV9Y5M8S0BRK1RP0397       MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001528_CT_STDA INR2EJN1ERAN0W5ZP974   WA600413485   MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001529_CT_STDA 54930073LBBH6ZCBE225       TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001530_CT_STDA 549300DV9GIB88LZ5P30   VA05501796   KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001531_CT_STDA NONUZEX43GHIPSVDD938   DE3174788   MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001532_CT_STDA 6S552MUG6KGJVEBSEC55   DE0789650   MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001533_CT_STDA MOM4570XTJ5YYX7JKH83   DE2977161   NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001534_CT_STDA 549300VSP3RIX7FGDZ51       NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001535_CT_STDA UMI46YPGBLUE4VGNNT48       NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001536_CT_STDA 549300Z2ZSKKGUE3J147       NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001537_CT_STDA ZHUWIE4VK4MIYES0UG62   IN2000033100151   NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001538_CT_STDA 7D6DIU2QXTUJRFNNJA49   CAC1059173   7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001539_CT_STDA 02VFQXG2D1LR5ZH3K186       NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001540_CT_STDA 549300S3IZB5P35KNV16   WA178071138   JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001541_CT_STDA RIMU48P07456QXSO0R61       NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001542_CT_STDA 6B6FQLPMMKB14LX6NY57         Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001543_CT_STDA 549300GGJCRSI2TIEJ46       NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001544_CT_STDA IM7X0T3ECJW4C1T7ON55       OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001545_CT_STDA 52990006VBKYFQMQJX90   KVK 34311273 0000   OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001546_CT_STDA HKUPACFHSSASQK8HLS17       OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001547_CT_STDA 1Z4GXXU7ZHVWFCD8TV52   DE2457805   ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001548_CT_STDA 549300TOPQ8NG4HGVK16         Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001549_CT_STDA PH3S12DWZBHHQKVYZ297   WA177005077   PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001550_CT_STDA KDTEY8BWE486IKZ3CC07       PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001551_CT_STDA SGY07Y7FNYBNLM6Z1M11   OR085297-86   BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001552_CT_STDA 5493002CONDB4N2HKI23       PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001553_CT_STDA EJCO258LNNVSKAR2JX59   DE2864939   BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001554_CT_STDA FJSUNZKFNQ5YPJ5OT455   NC0198463   PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001555_CT_STDA 765LHXWGK1KXCLTFYQ30       PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001556_CT_STDA 8YQ2GSDWYZXO2EDN3511         PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001557_CT_STDA HL3H1H2BGXWVG3BSWR90   VA0670281-5   PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001558_CT_STDA TWSEY0NEDUDCKS27AH81         Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001559_CT_STDA 549300N2O26NW4ST6W55   DE0101728   PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001560_CT_STDA 5MRSWZYSSE4064ED3F25         Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001561_CT_STDA 549300BKPEP01R3V6C59   PA284424   PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001562_CT_STDA ZU69GUVJQGZ6Z1UOOO79       PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001563_CT_STDA 6S3X7J22E861RNTJSA74       3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001564_CT_STDA 2572IBTT8CCZW6AU4141       PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001565_CT_STDA 5PRBRS5FEH7NREC8OR45   NJ0100802453   PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001566_CT_STDA PUSS41EMO3E6XXNV3U28       PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001567_CT_STDA 123WALMHY1GZXG2YDL90       PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001568_CT_STDA 8MCWUBXQ0WE04KMXBX50   DE2249088   DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001569_CT_STDA HO1QNWM0IXBZ0QSMMO20       RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001570_CT_STDA YR6K3WJN0KKLUPZSNL57   DE0472015   RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001571_CT_STDA NKNQHM6BLECKVOQP7O46       RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001572_CT_STDA PQQ60KVT5SJX0ETQT497       RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001573_CT_STDA VH3R4HHBHH12O0EXZJ88       ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001574_CT_STDA 549300LJXD867XMVE759       ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001575_CT_STDA K2NEH8QNVW44JIWK7Z55   C-38863   RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001576_CT_STDA 549300TJCKW4BRXPJ474       RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001577_CT_STDA 549300VXRTBPBK07QT94       0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001578_CT_STDA ZXJ6Y2OSPZXIVGRILD15   FL590739250   R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001579_CT_STDA 549300NKZ6VCN5P3K723   DE2096948   SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001580_CT_STDA RLTHESQ0RNFQJWPBJN60   DE2258732   SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001581_CT_STDA Q0M0CZB4YN6JZ65WXI09       SEE US EQUITY Sealed Air Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001582_CT_STDA PBBKGKLRK5S5C0Y4T545   CAC1991515   SRE US Equity Sempra Energy US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001583_CT_STDA KAF673KJXD92C8KSLU49       SLGN US EQUITY Silgan Holdings Inc [fka Silgan Corp] US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001584_CT_STDA MR92GTD0MJTTTTQDVG45   DE2360269     Simon Property Group, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001585_CT_STDA HHWAT5TDOYZMM26KKQ73       SNA US Equity Snap-on Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001586_CT_STDA 549300FC3G3YU2FBZD92         Southern Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001587_CT_STDA EFWMP121W54QV9MGOP87   DE4116263   SWN US Equity Southwestern Energy Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001588_CT_STDA P761FCI0CPOG24I8JE10       SPW US Equity SPX Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001589_CT_STDA 549300DJ09SMTO561131       SWK US Equity Stanley Black & Decker, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001590_CT_STDA XQM2JINI1UL7642TU573       SPLS US Equity Staples, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001591_CT_STDA 5493002F0SC4JTBU5137   MI148492   SYK US Equity Stryker Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001592_CT_STDA 549300TXO070764WUH65       SPWR US EQUITY Sunpower Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001593_CT_STDA YF6ZV0M6AU4FY94MK914       SYMC US Equity Symantec Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001594_CT_STDA 5RGWIFLMGH3YS7KWI652       SYY US Equity Sysco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001595_CT_STDA 8WDDFXB5T1Z6J0XC1L66       TGT US Equity Target Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001596_CT_STDA 6HL0C5LCIE4TN8UZHL06   DE2980513   TRP UN Equity TC PipeLines, LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001597_CT_STDA UUL85LWXB4NGSWWXIQ25       TFX US Equity Teleflex Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001598_CT_STDA YAWJZJYEQ7M1SYMOS462   DE2106001   TEX UN Equity Terex Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001599_CT_STDA CMTK1YBYNLPLIS3QLI53       TSO US EQUITY Tesoro Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001600_CT_STDA 549300VFZ8XJ9NUPU221         The Estee Lauder Companies US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001601_CT_STDA HCHV7422L5HDJZCRFL38   DE0558016   TMO US Equity Thermo Fisher Scientific Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001602_CT_STDA KNG3XRAA0RHN9H62OK76       TWX US EQUITY Time Warner Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001603_CT_STDA B0I35MLPFXZSE70ASS73       TKR US EQUITY Timken Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001604_CT_STDA 549300V2JRLO5DIFGE82   DE3058821   DTE GF Equity T-Mobile USA, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001605_CT_STDA R1JB4KXN77XFCXOQKV49   DE7324254   TRN US Equity Trinity Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001606_CT_STDA 3NWOXIHJSQCX0SM5Z749   DE3589359   TRW US Equity TRW Automotive Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001607_CT_STDA G8NWFN4YP7CR6FOP4886         Tupperware Brands Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001608_CT_STDA WD6L6041MNRW1JE49D58       TSN US Equity Tyson Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001609_CT_STDA MYF1DAS6G5WY7PRWCU78   DE0945814   ULVR LN Equity Unilever Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001610_CT_STDA K1OQBWM7XEOO08LDNP29   DE0890080   UAL UN Equity United Airlines, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001611_CT_STDA D01LMJZU09ULLNCY6Z23       UPS US EQUITY United Parcel Service Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001612_CT_STDA JNLUVFYJT1OZSIQ24U47       X UN Equity United States Steel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001613_CT_STDA I07WOS4YJ0N7YRFE7309       UTX US EQUITY United Technologies Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001614_CT_STDA 549300VSXHFQVR770L55   DE4426189     Univar Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001615_CT_STDA 549300BZXZ66F6DTIF20   VA0016487-1   UVV US Equity Universal Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001617_CT_STDA KOO0397YRO83WY5MGD97       VRX CT Equity Valeant Pharmaceuticals International US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001618_CT_STDA 549300XTO5VR8SKV1V74       VLO US EQUITY Valero Energy Corp US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001619_CT_STDA 2S72QS2UO2OESLG6Y829       VZ US EQUITY Verizon Communications Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001620_CT_STDA CWAJJ9DJ5Z7P057HV541       VFC US EQUITY VF Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001621_CT_STDA X0ST5BPF0CZG9FE5OV61       VIA US EQUITY Viacom Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001623_CT_STDA CQKUMNNZVDJLRYV2PT43         Virginia Electric & Power Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001624_CT_STDA 549300JZ4OKEHW3DPJ59       V US Equity Visa Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001625_CT_STDA 549300BMOJ05INE4YK86   DE2669712     Vornado Realty L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001626_CT_STDA 549300UUPJ2NXDB68M19   DE0911551     VW Credit, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001627_CT_STDA Y87794H0US1R65VBXU25       WMT US EQUITY Wal-Mart Stores Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001628_CT_STDA 7260JQNI6SCF9FIV2392       DIS US EQUITY Walt Disney Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001629_CT_STDA IQN3XTJNANI73KWRED03         Walter Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001630_CT_STDA 549300YX8JIID70NFS41       WM US EQUITY Waste Management US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001631_CT_STDA 3CYEJKBUJZO3UW777J80   DE3797582     WEA Finance LLC US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001632_CT_STDA WHENKOULSSK7WUM60H03       WHR US EQUITY Whirlpool Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001633_CT_STDA D3W7PCXCBRQLL17DZ313         World Fuel Services Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001634_CT_STDA T4VNTWMFQ7JQB65L7T35   DE3664441   WYN UN Equity Wyndham Worldwide Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001635_CT_STDA LGJNMI9GH8XIDG5RCM61   MN37-AA   XEL US Equity Xcel Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001636_CT_STDA 4KF48RN45X1OO8UBLY20       XRX UN Equity Xerox Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001637_CT_STDA 6EY4K7ZMF9UX1CU6KC79       XIX GF Equity Xilinx, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001638_CT_STDA 549300DF5MV96DRYLQ48       XYL US EQUITY Xylem Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001639_CT_STDA 2P2YLDVPES3BXQ1FRB91   DE3343799   ZMH US Equity Zimmer Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001640_CT_STDA 549300HD9Q1LOC9KLJ48       ZTS UN Equity Zoetis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001641_CT_STDA 5493007CO5W5OBFG7L21         RETAIL ESTATES NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001642_CT_STDA 549300QSUNKAEBMYIR16         RAVAGO S.A. LU Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001643_CT_STDA 549300O3SGMD4K45DN61     BE 0404621642   ALCATEL-LUCENT BELL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001644_CT_STDA 54930031IF9XW7PCY637     BE 0403992231   Atlas Copco Airpower BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001645_CT_STDA 549300PR82EONF1NKE18     BE 0473566965   BELFIMA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001646_CT_STDA 549300UOBXCS79E82606     BE 0404535431   Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001647_CT_STDA 549300VSM2RG55U2QU15     BE 0400853488   BRUSSELS AIRLINES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001648_CT_STDA 5493007ZLRNTTT9B6384         Carrefour Finance SA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001649_CT_STDA 529900P0HVIO92I8AU52     BE 0422362447   COCKERILL MAINTENANCE & INGENIERIE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001650_CT_STDA 549300VWVXR1GOHG0E16     BE 0425702910   COFELY FABRICOM sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001651_CT_STDA 5493003N7PPOYDZI1G90     BE 0400464795   COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001652_CT_STDA 5299009GDDJ20VCTA286     BE 0404411707   CONTINENTAL BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001653_CT_STDA 549300NF0J86QSGBSV95     BE 0413572663   DELDO AUTOBANDEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001654_CT_STDA 549300KT827RUL680A73     BE0428741087   D'IETEREN Treasury BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001655_CT_STDA 5493000G720YN71E2S86     BE 0435305514   DREDGING INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001656_CT_STDA 529900YOYR5FW12UBJ80     BE 0471811661   EDF Luminus BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001657_CT_STDA 549300F203XBWYK45D98     BE 0411515075   Emmaüs vzw BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001658_CT_STDA 529900T3V512W5JEJF78     BE 0406183144   Evonik Degussa Antwerpen BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001659_CT_STDA 5493006GOR72R0ZYBN98     BE 0860409202   EXMAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001660_CT_STDA 52990071WX2UW1WNHC16     BE 0402954628   FLUXYS BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001661_CT_STDA 529900RL1B6NSLKU7P45     BE 0821382439   FLUXYS FINANCE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001662_CT_STDA 549300EL1OTYCHBFUV17     BE 0442100363   GDF SUEZ CC SCRL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001663_CT_STDA 549300AS6JDY8GAUB274     BE 0831958211   GDF SUEZ ENERGY MANAGEMENT TRADING BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001664_CT_STDA 6IM6CQKADLNCQGUEU352     BE0439255986   GEMS Services SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001665_CT_STDA 549300UFHGFY5IOON989     BE 0220324117   Gimv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001666_CT_STDA 5493004EAZQ20FYJKT70     BE 0438202052   greif services belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001667_CT_STDA 5299004FBX5DGG463D98     BE 0430060188   HERAEUS ELECTRO - NITE INTERNATIONAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001668_CT_STDA 5493002TTO3072KC6L60     BE 0402220594   Hewlett - Packard Belgium BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001669_CT_STDA 549300VI27GGJFIOCP26     BE 0440113348   INTERNATIONAL FINANCE CENTER CFE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001670_CT_STDA 5493002RVRZ1S3CPUI26     BE 0428750985   ION BEAM APPLICATIONS S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001671_CT_STDA 54930073JZQL85NE3817     BE 0222343301   IVERLEK BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001672_CT_STDA 549300YEC7519H8CBF72     BE 0473587751   J.C. General Services CVBA BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001673_CT_STDA 549300U0BLKP6Y8LPX16     BE 0404778426   Katoen Natie BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001674_CT_STDA 529900X1VAF3IXDZJ071         LE PEIGNE BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001675_CT_STDA 549300ROPVHSEKEMW107     BE 0807049797   LOCORAIL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001676_CT_STDA 549300L6DOLPEQSOI005     BE 0405580655   MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001677_CT_STDA 5493007JS0ZHJVBUWP18     BE 0456810810   MOBISTAR BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001678_CT_STDA 549300V3ES7BVGYNRZ58     BE 0413630071   N.V BESIX S.A BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001679_CT_STDA 529900P78BT1RIIYWY69     BE 0458885719   NUTRECO CAPITAL BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001680_CT_STDA 549300XHGK09MEWMOL68     BE 0419457296   Ontex bvba BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001681_CT_STDA 5299009CBE6VJXABZS81     BE 0436410522   RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001682_CT_STDA 529900P4SONA6KVTRT86     BE 0428343981   RECTICEL INTERNATIONAL SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001683_CT_STDA 529900LK4T42CNH2U882     BE 0434475767   S.B. MANAGEMENT AND SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001684_CT_STDA 529900FTYUE9QOXMU884     BE 0434284638   SAINT-GOBAIN BENELUX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001685_CT_STDA 549300CCKFF44A550J72     BE 0400747580   SARENS BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001686_CT_STDA 549300JTFH1WHCEMIN40     BE 0407139583   SD WORX BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001687_CT_STDA HB7FFAZI0OMZ8PP8OE26     BE 0413330856   Society for Worldwide Interbank Financial Telecommunication BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001688_CT_STDA 213800IS5GA1OZ8RBM85     BE 0473416418   TELENET nv BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001689_CT_STDA 529900R7MYQQO8CHR962     BE 0403063902   TOTAL BELGIUM BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001690_CT_STDA 5299003N2SCVNU16O909     BE 0403079441   Total Petrochemicals & Refining SA/NV BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001691_CT_STDA 549300ZSTW3D1UXOXY91     BE 0412639681   TRACTEBEL ENGINEERING sa BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001693_CT_STDA 549300J5X4E65PJHE355     BE 0464538245   VPK SERVICES BE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001694_CT_STDA 5493002MUOV04NSPT571 2796756-1       RBC INVESTOR SERVICES TRUST CA Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001695_CT_STDA 549300G6ZUFBJVLAJQ46         MERCURIA ENERGY TRADING SA CH Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001696_CT_STDA 5299009K1FINARYDEC72         RENAULT FINANCE SA CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001697_CT_STDA 549300WZRVQERM819Z90 1141987-6 CH02039235685     Schweizerische Rückversicherungs-Gesellschaft AG CH Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001698_CT_STDA 52990031Q7PCTSUSRW11 2820823-9 HRB40498     LBBW Dublin Management GmbH DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001699_CT_STDA 529900GHE5268QPEOH13 2537992-6 HRB106727     LIDL IRELAND GMBH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001700_CT_STDA 529900USFSZYPS075O24 1144838-8 HRB3790     VOLKSWAGEN FINANCIAL SERVICES AG DE Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001701_CT_STDA 549300Y5BJOTCMUYT658         ARCELORMITTAL TREASURY SNC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001702_CT_STDA 969500KY4MRVCLM9HE48         EDF ENERGIES NOUVELLES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001703_CT_STDA 529900QI55ZLJVCMPA71         TOTAL CAPITAL FR Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001704_CT_STDA 2138006E2VG89XLORJ06   02366682     YORKSHIRE WATER SERVICES LIMITED GB Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001705_CT_STDA 549300BPQYQ838KE1X51         UNIPEC ASIA COMPANY LIMITED HK Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001706_CT_STDA 213800SKZTSE2L1BII69         THAMES WATER UTILITIES CAYMAN FINANCE LIMITED KY Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001707_CT_STDA 0YQH6LCEF474UTUV4B96   KVK 34313428 0000     ENEL FINANCE INTERNATIONAL N.V. NL Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001708_CT_STDA 4ME66GO1Q4T87C52WS37   KVK 33134831 0000     GENERAL ELECTRIC INTERNATIONAL INC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001709_CT_STDA         1310Z AR Equity Argentina AR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001710_CT_STDA         1525Z AU Equity Australia AU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001711_CT_STDA         1480Z AV Equity Austria AT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001712_CT_STDA         43886Z BD Equity Bangladesh BD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001713_CT_STDA         111136Z BB Equity Belgium BE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001714_CT_STDA         1323Z BZ Equity Brazil BR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001715_CT_STDA         129225Z BU Equity Bulgaria BG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001716_CT_STDA         80710Z CN Equity Canada CA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001717_CT_STDA         45793Z CI Equity Chile CL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001718_CT_STDA         PRCH CH Equity China CN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001719_CT_STDA         1153Z CB Equity Colombia CO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001720_CT_STDA         1040Z CP Equity Czech Republic CZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001721_CT_STDA         1271Z DC Equity Denmark DK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001722_CT_STDA         1083Z EY Equity Egypt EG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001723_CT_STDA         1000Z ET Equity Estonia EE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001724_CT_STDA         1306Z FH Equity Finland FI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001725_CT_STDA         223727Z FP Equity France FR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001726_CT_STDA         3413Z GR Equity Germany DE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001727_CT_STDA         1004Z GA Equity Greece GR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001728_CT_STDA         1182Z HB Equity Hungary HU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001729_CT_STDA         1504Z IN Equity India IN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001730_CT_STDA         1133Z IJ Equity Indonesia ID Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001731_CT_STDA         1266Z ID Equity Ireland IE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001732_CT_STDA         3343943Z IT Equity Israel IL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001733_CT_STDA         2103Z IM Equity Italy IT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001734_CT_STDA         JAPZ JP Equity Japan JP Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001735_CT_STDA         1001Z KN Equity Kenya KE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001736_CT_STDA         3344606Z LR Equity Latvia LV Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001737_CT_STDA         1092Z LH Equity Lithuania LT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001738_CT_STDA         1110Z LX Equity Luxembourg LU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001739_CT_STDA         1124Z MK Equity Malaysia MY Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001740_CT_STDA         5753Z US Equity Malta MT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001741_CT_STDA         1426Z MM Equity Mexico MX Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001742_CT_STDA         1096Z MC Equity Morocco MA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001743_CT_STDA         1533Z NA Equity Netherlands NL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001744_CT_STDA         46443Z NZ Equity New Zealand NZ Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001745_CT_STDA         1233Z NO Equity Norway NO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001746_CT_STDA         279379Z PM Equity Philippines PH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001747_CT_STDA         1084Z PW Equity Poland PL Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001748_CT_STDA         1174Z PL Equity Portugal PT Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001749_CT_STDA         1089Z RO Equity Romania RO Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001750_CT_STDA         4458Z RU Equity Russia RU Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001751_CT_STDA         3344642Z AB Equity Saudi Arabia SA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001752_CT_STDA         1545Z SP Equity Singapore SG Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001753_CT_STDA         1023Z SK Equity Slovakia SK Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001754_CT_STDA         1091Z SV Equity Slovenia SI Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001755_CT_STDA         50184Z SJ Equity South Africa ZA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001756_CT_STDA         ROKZ KS Equity South Korea KR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001757_CT_STDA         1841Z SM Equity Spain ES Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001758_CT_STDA         204283Z EK Equity Sudan SD Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001759_CT_STDA         1179Z SS Equity Sweden SE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001760_CT_STDA         344758Z SW Equity Switzerland CH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001761_CT_STDA         116657Z TT Equity Taiwan TW Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001762_CT_STDA         1179Z TB Equity Thailand TH Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001763_CT_STDA         114144Z TI Equity Turkey TR Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001764_CT_STDA         1089Z UZ Equity Ukraine UA Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001765_CT_STDA         3344698Z UH Equity United Arab Emirates AE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001766_CT_STDA         6152Z LN Equity United Kingdom GB Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001768_CT_STDA         3352Z US Equity United States US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001769_CT_STDA         1069Z VC Equity Venezuela VE Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001770_CT_STDA         231715Z VN Equity Vietnam VN Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001771_CT_STDA ZTMSNXROF84AHWJNKQ93         INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT US Sovereign sample General Governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach GG_0001772_CT_STDA QKL54NQY28TCDAI75F60         INTERNATIONAL FINANCE CORPORATION US Sovereign sample General governments Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001773_CT_STDA BFXS5XCH7N0Y05NIXW11       3531454Z NA EQUITY ABN Amro NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001774_CT_STDA       CNE100000Q43 1288 HK EQUITY Agricultural Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001775_CT_STDA 3U8WV1YX2VMUHH7Z1Q21     IE0000197834 ALBK ID EQUITY ALLIED IRISH BANKS PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001776_CT_STDA 5299009N55YRQC69CN08     GRS015013006 ALPHA GA EQUITY Alpha Bank GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001777_CT_STDA JHE42UYNWWTJB8YTTU19     AU000000ANZ3 ANZ AU EQUITY ANZ AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001778_CT_STDA 549300CTUU1RFXHQJE44     US0594603039 BBD US EQUITY Banco Bradesco BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001779_CT_STDA JU1U6S0DG9YLT7N8ZV32     PTBCP0AM0007 BCP PL EQUITY BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001780_CT_STDA QE0Q0253K88YAGNPE356     BRBBASACNOR3 BBAS3 BZ EQUITY Banco Do Brasil BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001781_CT_STDA 5493006P8PDBI8LC0O96     IT0005002883 BP IM EQUITY Banco Popolare IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001782_CT_STDA 9DJT3UXIJIZJI4WXO774     US0605051046 BAC US EQUITY Bank of America Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001783_CT_STDA 54930053HGCFWVHYZX42     CNE1000001Z5 3988 HK EQUITY Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001784_CT_STDA       CNE100000205 3328 HK EQUITY Bank of Communications CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001785_CT_STDA CO6GC26LCGGRTUESIP55     HK0023000190 23 HK EQUITY Bank of East Asia Ltd. HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001786_CT_STDA Q2GQA2KF6XJ24W42G291     IE0030606259 BKIR ID EQUITY BANK OF IRELAND IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001787_CT_STDA NQQ6HPCNCCU6TUTQYE16     CA0636711016 BMO CN EQUITY Bank of Montreal CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001788_CT_STDA WFLLPEPC7FZXENRZV188     US0640581007 BK US EQUITY Bank of New York Mellon Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001789_CT_STDA L3I9ZG2KFGXZ61BMYR72     CA0641491075 BNS CN EQUITY Bank of Nova Scotia CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001790_CT_STDA 549300685QG7DJS55M76     ES0113307021 BKIA SM EQUITY Bankia ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001791_CT_STDA VWMYAEQSTOPNV0SUGU82     ES0113679I37 BKT SM EQUITY BANKINTER ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001792_CT_STDA G5GSEF7VJP5I7OUK5573     GB0031348658 BARC LN EQUITY Barclays Plc GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001794_CT_STDA VDYMYTQGZZ6DU0912C88 1103165-5     BLGZ GR EQUITY Bayerische Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001795_CT_STDA K8MS7FD7N5Z2WQ51AZ71     ES0113211835 BBVA SM EQUITY BBVA ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001796_CT_STDA A5GWLFH3KM7YV2SFQL84       CCBG BB EQUITY Belfius (Ex-Dexia bank) BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001797_CT_STDA R0MUWSFPU8MPRO8K5P83     FR0000131104 BNP FP EQUITY BNP Paribas FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001798_CT_STDA 9695005MSX1OYEMGDF46       3692594z fp equity BPCE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001799_CT_STDA 7CUNS533WID6K7DGFI87     ES0140609019 CABK SM EQUITY CaixaBank ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001800_CT_STDA 2IGI19DL77OX0HC3ZE78     CA1360691010 CM CN EQUITY Canadian Imperial Bank of Commerce CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001801_CT_STDA       CNE1000001Q4 998 HK EQUITY China CITIC Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001802_CT_STDA 5493001KQW6DM7KEDR62     CNE1000002H1 939 HK EQUITY China Construction CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001803_CT_STDA       CNE100000SL4 601818 CH EQUITY China Everbright Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001804_CT_STDA 549300MKO5B60FFIHF58     CNE1000002M1 3968 HK EQUITY China Merchants Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001805_CT_STDA 549300HBUGSQD1VCXG94     CNE100000HF9 1988 HK EQUITY China Minsheng Banking Corp., Ltd. CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001806_CT_STDA 6SHGI4ZSSLCXXQSBB395     US1729674242 C US EQUITY Citigroup US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001807_CT_STDA 851WYGNLUQLFZBSYGB56 1106139-7   DE000CBK1001 CBK GY EQUITY Commerzbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001808_CT_STDA MSFSBD3QN1GSN7Q6C537     AU000000CBA7 CBA AU EQUITY Commonwealth AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001809_CT_STDA 969500TJ5KRTCJQWXH05     FR0000045072 ACA FP EQUITY Crédit Agricole FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001810_CT_STDA 9695000CG7B84NLR5984       CMUT FP EQUITY Crédit Mutuel FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001811_CT_STDA ANGGYXNX0JLX3X63JN86     CH0012138530 CSGN VX EQUITY Credit Suisse CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001812_CT_STDA MAES062Z21O4RZ2U7M96     DK0010274414 DANSKE DC EQUITY Danske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001813_CT_STDA 7LTWFZYICNSX8D621K86 1106989-5   DE0005140008 DBk GY EQUITY Deutsche Bank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001814_CT_STDA 549300GKFG0RYRRQ1414     NO0010031479 DNB NO EQUITY DNB NOR NO Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001815_CT_STDA 529900HNOAA1KXQJUQ27 1107041-4   DE0008343104 DGBK GR EQUITY DZ BANK AG Deutsche Zentral-Genossenschaftsbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001816_CT_STDA JEUVK5RWVJEN8W0C9M24     GRS323003004 EUROB GA EQUITY EFG EUROBANK ERGASIAS GR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001817_CT_STDA PQOH26KWDF7CG10L6792     AT0000652011 EBS AV EQUITY Erste Group Bank AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001818_CT_STDA 549300GGF3CSCFS5UT61     PTBES0AM0007 BES PL EQUITY ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) PT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001819_CT_STDA THRNG6BD57P9QWTQLG42     US3167731005 FITB US EQUITY Fifth Third Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001820_CT_STDA 784F5XWPLTWKTBV3E584     US38141G1040 GS US EQUITY Goldman Sachs Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001821_CT_STDA MLU0ZO3ML4LN2LL2TL39     GB0005405286 HSBA LN EQUITY HSBC Holdings GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001823_CT_STDA       CNE000001QZ7 601166 CH EQUITY Industrial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001824_CT_STDA 5493002ERZU2K9PZDL40     CNE1000003G1 1398 HK EQUITY Industrial Commercial Bank of China CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001825_CT_STDA 3TK20IVIUJ8J3ZU0QE75     NL0000303600 INGA NA EQUITY ING NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001826_CT_STDA 2W8N8UU78PMDQKZENC08     IT0000072618 ISP IM EQUITY Intesa IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001827_CT_STDA 635400DTNHVYGZODKQ93       ILOA ID EQUITY Permanent TSB Group Holdings Plc IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001828_CT_STDA BZO2P8KHO2O10H5QQ663     BRITUBACNPR1 ITUB4 BZ EQUITY Itaú Unibanco Holding BR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001829_CT_STDA 8I5DZWZKVSZI1NUHU748     US46625H1005 JPM US EQUITY JPMorgan Chase & Co. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001830_CT_STDA 3M5E1GQGKL17HI6CPN30     DK0010307958 JYSK DC EQUITY Jyske Bank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001831_CT_STDA 213800X3Q9LSAKRUWY91     BE0003565737 KBC BB EQUITY KBC BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001832_CT_STDA 549300XXMOJSIW8P4769     KR7060000007 060000 KS EQUITY Kookmin Bank KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001833_CT_STDA B81CK4ESI35472RHJ606 1001144-3     2525Z GR EQUITY Landesbank Baden-Württemberg DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001834_CT_STDA 549300PPXHEU2JF0AM85     GB0008706128 LLOY LN EQUITY Lloyds Banking Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001836_CT_STDA 4ZHCHI4KYZG2WVRT8631     AU000000MQG1 MQG AU EQUITY Macquarie AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001837_CT_STDA PSNL19R2RXX5U3QWHI44 1012492 343508 IT0000062957 mb im equity Mediobanca SpA IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001838_CT_STDA       JP3902900004 8306 JP EQUITY Mitsubishi UFJ Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001839_CT_STDA RB0PEZSDGCO3JS6CEU02     JP3885780001 8411 JP EQUITY Mizuho Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001840_CT_STDA J4CP7MHCXR8DAQMKIL78     IT0001334587 BMPS IM EQUITY Monte Dei Paschi IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001841_CT_STDA IGJSJL3JD5P30I6NJZ34     US6174464486 MS US EQUITY Morgan Stanley US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001842_CT_STDA F8SB4JFBSYQFRQEH3Z21     AU000000NAB4 NAB AU EQUITY National Australia Bank AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001843_CT_STDA 549300XFX12G42QIKN82       0916972D LN EQUITY Nationwide Building Society GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001845_CT_STDA 549300B3CEAHYG7K8164     JP3762600009 8604 JP EQUITY Nomura Holdings JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001846_CT_STDA DSNHHQ2B9X5N6OUJ1236 1124864-8     2531Z GR EQUITY Norddeutsche Landesbank DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001847_CT_STDA 6SCPQ280AIY8EP3XFW53     SE0000427361 NDA SS EQUITY Nordea SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001848_CT_STDA 549300GLF98S992BC502     US6658591044 NTRS US EQUITY Northern Trust Corp. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001849_CT_STDA 7437003B5WFBOIEFY714         OP Osuuskunta FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001850_CT_STDA CFGNEKW0P8842LEUIA51     US6934751057 PNC US EQUITY PNC Financial Services Group US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001851_CT_STDA DG3RU1DBUFHT4ZF9WN62       682055Z NA EQUITY Rabobank NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001852_CT_STDA EVOYOND2GGP3UHGGE885     AT0000606306 RBI AV EQUITY Raiffeisen Zentralbank Österreich AG AT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001853_CT_STDA ES7IP3U3RHIGC71XBU11     CA7800871021 RY CN EQUITY Royal Bank of Canada CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001854_CT_STDA 2138005O9XJIJN4JPN90     GB00B7T77214 RBS LN EQUITY Royal Bank of Scotland GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001856_CT_STDA 5493006QMFDDMYWIAM13     ES0113900J37 SAN SM EQUITY Santander ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001857_CT_STDA 549300WE6TAF5EEWQS81     RU0009029540 SBER RX EQUITY Sberbank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001858_CT_STDA F3JS33DEI6XQ4ZBPTN86     SE0000148884 SEBA SS EQUITY SEB SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001859_CT_STDA       CNE0000011B7 600000 CH EQUITY Shanghai Pudong Development Bank CN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001860_CT_STDA O2RNE8IBXP4R0TD8PU41     FR0000130809 GLE FP EQUITY Société Générale FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001861_CT_STDA U4LOSYZ7YG4W3S5F2G91     GB0004082847 STAN LN EQUITY Standard Chartered Group GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001863_CT_STDA 5493001JZ37UBBZF6L49     INE062A01012 SBIN IN EQUITY State Bank of India IN Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001864_CT_STDA 549300ZFEEJ2IP5VME73     US8574771031 STT US EQUITY State Street Corp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001865_CT_STDA       JP3890350006 8316 JP EQUITY Sumitomo Mitsui Financial Group JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001866_CT_STDA 7E1PDLW1JL6TS0BS1G03     US8679141031 STI US EQUITY SunTrust Banks Inc. US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001867_CT_STDA NHBDILHZTYCNBV5UYZ31     SE0000193120 SHBA SS EQUITY Svenska Handelsbanken SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001868_CT_STDA M312WZV08Y7LYUC71685     SE0000242455 SWEDA SS EQUITY Swedbank SE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001869_CT_STDA GP5DT10VX1QRQUKVBK64     DK0010311471 SYDB DC EQUITY Sydbank DK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001870_CT_STDA         NORZ JP EQUITY The Norinchukin Bank JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001871_CT_STDA PT3QB789TSUIDF371261     CA8911605092 TD CN EQUITY Toronto-Dominion Bank CA Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001872_CT_STDA N1GZ7BBF3NP8GI976H15     US9029733048 USB US EQUITY U.S. Bancorp US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001873_CT_STDA 81560097964CBDAED282       UBI IM EQUITY UBI Banca IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001874_CT_STDA BFM8T61CT2L1QCEMIK50       UBSN VX EQUITY UBS CH Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001875_CT_STDA 549300TRUWO2CD2G5692     IT0004781412 UCG IM EQUITY Unicredit IT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001876_CT_STDA IO66REGK3RCBAMA8HR66     SG1M31001969 UOB SP EQUITY United Overseas Bank Ltd. SG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001877_CT_STDA       RU000A0JP5V6 VTBR RX EQUITY VTB Bank RU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001878_CT_STDA PBLD0EJDB5FWOLXP3B76     US9497461015 WFC US EQUITY Wells Fargo & Company US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001879_CT_STDA EN5TNI6CI43VEPAMHL14     AU000000WBC1 WBC AU EQUITY Westpac AU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001880_CT_STDA       KR7053000006 053000 ks equity Woori Finance Holding KR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001881_CT_STDA 2138002Y3WMK6RZS8H90         NATIONAL BANK OF ABU DHABI AE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001882_CT_STDA A6NZLYKYN1UV7VVGFX65     BE 0404453574   Argenta Spaarbank NV/SA BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001883_CT_STDA 529900WPR59SSV2AOJ29     BE 0414392710   BNP Paribas Fortis Factor BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001884_CT_STDA KGCEPHLVVKVRZYO1T647     BE 0403199702   BNP PARIBAS FORTIS SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001885_CT_STDA 549300OZ46BRLZ8Y6F65     BE 0429875591   Euroclear Bank SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001886_CT_STDA JLS56RAMYQZECFUF2G44     BE 0403200393   ING BELGIUM SA/NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001887_CT_STDA 5493008QOCP58OLEN998     BE 0404453475   Investar BE Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001888_CT_STDA 6B2PBRV1FCJDMR45RZ53     BE 0462920226   KBC BANK NV BE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001889_CT_STDA Q5BP2UEQ48R75BOTCB92         Ceskoslovenska obchodni banka as CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001890_CT_STDA KR6LSKV3BTSJRD41IF75 2900164-1 64948242     UNICREDIT CZ/SK PRA CZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001891_CT_STDA 2ZCNRR8UK83OBTEK2170 1103210-9 HRB42148     Unicredit Bank AG DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001892_CT_STDA 529900GJD3OQLRZCKW37 1134792-9 HRB1819     VOLKSWAGEN BANK GMBH DE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001893_CT_STDA CXW2O4H2U3MBVXMY1773         NORDEA BANK FINLAND PLC FI Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001894_CT_STDA 969500VHCVGOH0RM3X42         AXA CORPORATE SOLUTIONS ASSURANCE FR Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001895_CT_STDA 549300WCGB70D06XZS54         BNP Paribas Securities Services FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001896_CT_STDA 1VUV7VQFKUOQSJ21A208         CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001897_CT_STDA F4G136OIPBYND1F41110         DEXIA CREDIT LOCAL FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001898_CT_STDA KX1WK48MPD4Y2NCUIZ63         NATIXIS SA FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001899_CT_STDA QP3XKRKS0CX2T3O07L95   02857033     CARGILL GLOBAL FUNDING PLC GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001900_CT_STDA 549300ZT0RVWCG8T4L55   03196171     CLERICAL MEDICAL INVESTMENT GROUP LTD GB Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001901_CT_STDA TXDSU46SXBWIGJ8G8E98   00995939     RBC EUROPE GB Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001902_CT_STDA 0LC1OXN013FUKQASJB58 1466050-0       ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED GG Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001903_CT_STDA 2HI3YI5320L3RW6NJ957 1116658-4       THE HONGKONG AND SHA HK Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001904_CT_STDA N1FBEDJ5J41VKZLO2475       3445100Z ID Equity CITIBANK EUROPE PLC IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001905_CT_STDA HRRVUBV0XN84YQZT6245     XS0227637500   DEPFA BANK PLC-DUBLIN HEAD OFFICE IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001906_CT_STDA EQYXK86SF381Q21S3020       3459384Z LN Equity MERRILL LYNCH INTERNATIONAL BANK LIMITED IE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001907_CT_STDA 549300F99IL9YJDWH369 1105105-9       HSBC BANK MIDDLE EAST LIMITED JE Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001908_CT_STDA C3GTMMZIHMY46P4OIX74 1123361-6 019901008846     THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE JP Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001909_CT_STDA 549300OL514RA0SXJJ44   B9248     CLEARSTREAM BANKING S.A. LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001910_CT_STDA 5493006YXS1U5GIHE750         European Investment Bank LU Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001911_CT_STDA 549300X34UUBDEUL1Z91       XHB GR EQUITY HSBC BANK MALTA PLC MT Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001912_CT_STDA G8ZTNESVNKW4NN761W05   KVK 33170459 0000     ABN AMRO CLEARING BANK NV NL Institutions sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001913_CT_STDA X3CZP3CK64YBHON1LE12   KVK 33002587 1594     THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE NL Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001914_CT_STDA HZSN7FQBPO5IEWYIGC72         ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE NZ Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001915_CT_STDA 54930044PULMORCKB765         SAUDI ARABIAN MONETARY AGENCY SA Institutions sample Central banks Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001916_CT_STDA CWZ8NZDH5SKY12Q4US31         Citibank AS TR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001917_CT_STDA B4TYDEB6GKMZO031MB27         Bank of America NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001918_CT_STDA HPFHU0OQ28E4N0NFVK49         BANK OF NEW YORK MELLON US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001919_CT_STDA E57ODZWZ7FF32TWEFA76         Citibank NA US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001920_CT_STDA 7H6GLXDRUGQFU57RNE97   KVK 33278302 0000     JPMorgan Chase Bank N US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001921_CT_STDA 571474TGEMMWANRLN572 1203023-5       STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS US Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001922_CT_STDA SI5RG2M0WQQLZCXKRM20     ES0113860A34 SAB SM EQUITY Sabadell ES Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001709_CT_STDA 969500XCSBJ69XGNZ328         SEMYRHAMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001710_CT_STDA 969500FJUGIPLYLEEC76         ARTEMIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001711_CT_STDA 9695008MET09TEOXJ173         COMPAGNIE DE CORNOUAILLE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001712_CT_STDA 969500CVFTUT88V8QN95         DASSAULT AVIATION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001713_CT_STDA 969500LEKCHH6VV86P94         BOLLORE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001714_CT_STDA 969500UX71LCE8MAY492         ELIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001715_CT_STDA 969500519GPPQNAMTH05         B S A FINANCES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001716_CT_STDA 969500W55UQUHWOSRB80         EUROSIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001717_CT_STDA 969500LHIH3NT7PK1V89         ORPEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001718_CT_STDA 969500OGZDTIIRLRQU17         BOUYGUES IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001719_CT_STDA 969500SWRDP1AYZYDX76         SCDM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001720_CT_STDA 9695007Q9M1S87XUJV47         BOUYGUES TELECOM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001721_CT_STDA 9695001VLC2KYXX0DW73         COMPAGNIE PLASTIC OMNIUM FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001722_CT_STDA 549300JQIZM6CL7POC81         SUEZ FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001723_CT_STDA 969500IKZVNVMKPAY661         RUBIS ENERGIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001724_CT_STDA 969500PWCKUA6QNO8Y23         MOTIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001725_CT_STDA 5493001EZOOA66PTBR68         ATOS SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001726_CT_STDA 969500WQFC6OAQYG7E65         TELEVISION FRANCAISE 1 FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001727_CT_STDA 9695007JOO3V2B0GMP47         DECATHLON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001728_CT_STDA 96950065LBWY0APQIM86         DASSAULT SYSTEMES SE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001729_CT_STDA 969500OQXKE5WDM9M994         EIFFAGE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001730_CT_STDA 969500R1521NUCTKXK79         FONCIERE DE PARIS SIIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001731_CT_STDA 969500IL7U7UEI5ZYJ34         BOUYGUES CONSTRUCTION FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001732_CT_STDA 969500Q3PFE0726VMU34         EIFFARIE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001733_CT_STDA 969500C656AA39O94N60         EURAZEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001734_CT_STDA 969500ICGCY1PD6OT783         ALTAREA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001735_CT_STDA 969500EGYS5J8YJ6P956         HAVAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001736_CT_STDA 96950002Y0OVJGF76078         GROUPE KEOLIS SAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001737_CT_STDA 969500SXUPEA7RX9OA51         FONCIERE EURIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001738_CT_STDA 969500LNLEL8KFXS7U25         NEXITY LOGEMENT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001739_CT_STDA 969500BRQONOTJS0UN50         ANF IMMOBILIER FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001740_CT_STDA 96950089H376W9LB3649         RUBIS TERMINAL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001741_CT_STDA 9695005PEG4IL375U849         FINANCIERE DE L ODET FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001742_CT_STDA 9695006S0DLX9E1R1142         TECHNIP FRANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001743_CT_STDA 969500P1T9REJ2Y8HS19         LISEA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001744_CT_STDA 96950089OR2LOR1SM021         GROUPE ARNAULT FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001745_CT_STDA 549300TPMBM6S3XOIF71         GROUPE ADEO FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001746_CT_STDA 969500HXH031HJIFGL63         PEUGEOT CITROEN AUTOMOBILES SA FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001747_CT_STDA 969500N2QX5LGFFZ0I67         FONCIERE DES MURS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001748_CT_STDA 529900FWTU88V844B672         TOTAL TREASURY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001749_CT_STDA 969500WEPS61H6TJM037         KORIAN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001750_CT_STDA 969500S7Q366PZ8ZJS72         IPSEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001751_CT_STDA 969500QQ1X5XHG649644         VIRBAC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001752_CT_STDA 969500T0V37NV3M8PR58         ALTRAN TECHNOLOGIES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001753_CT_STDA 969500TPU5T3HA5D1F11         BUREAU VERITAS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001754_CT_STDA 9695004GI61FHFFNRG61         TELEPERFORMANCE FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001755_CT_STDA 549300AK8Y0LBIQ4T071         BIOMERIEUX FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001756_CT_STDA 969500C1KK5OLNWK1S69         INGENICO GROUP FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001757_CT_STDA 969500UU4O58BR802Y55         LISI FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001758_CT_STDA 969500UR00DF63I0VH67         BIC FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001759_CT_STDA       FR0013269123   RUBIS FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001760_CT_STDA       FR0000071946   ALTEN FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001761_CT_STDA 9695005MEI7OUPU2TR60     FR0010918292   TECHNICOLOR FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001762_CT_STDA 9695007ZEQ7M0OE74G82         EUROTUNNEL FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001763_CT_STDA 9695000UMPNY21KKDO98         BOIRON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001764_CT_STDA       FR0000052292   HERMES FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001765_CT_STDA 969500M1XNLOXJ9HOI75         COMPAGNIE FINANCIERE DE BOURBON FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001766_CT_STDA 969500D830K8WFLKFS83         SOMFY FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001767_CT_STDA 96950018NOMJX5XRH047         METROPOLE TV FR Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001923_CT_STDA 969500GVS02SJYG9S632         CARREFOUR BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001924_CT_STDA 96950001WI712W7PQG45         RCI BANQUE FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach IN_0001925_CT_STDA 969500E07BR6468F5910         ONEY BANK FR Institutions sample Credit institutions Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001769_CT_STDA 52990050M4WPD32PHG16 2835109-6       C&F International GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001770_CT_STDA 1AW6P2GG0FOINEBZUQ05 2677262-4       Vodafone Kabel Deutschland GmbH DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach LC_0001771_CT_STDA 5299006EQ03K3SSUYS12 2653513-8       Metro AG DE Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Standardised approach C 102.00 - Definition of Low Default Portfolios Portfolio ID Portfolio name Type of risk Regulatory approach Geographical area Rating Exposure class Sector of counterparty Default status Type of facility Collateralisation status Collateral type Counterparty Size of counterparty NACE code Type of exposure Size of exposure Indexed Loan to value range Balance sheet recognition 0010 0020 0030 0040 0050 0060 0070 0080 0090 0100 0110 0120 0130 0140 0150 0160 0170 0180 0190 INST_ALL_0003_CT_FIRB_x0_R01_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R02_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R03_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R04_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R05_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R06_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R07_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R08_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R09_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R10_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R11_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R12_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R13_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R14_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R15_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R16_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R17_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R18_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R19_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R20_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R21_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R22_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R23_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R24_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R25_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R26_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R27_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R28_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R29_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R30_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R31_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R32_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R33_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R34_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R35_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R36_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R37_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R38_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R39_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R40_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R41_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R42_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R43_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R44_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R45_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R46_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R47_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R48_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R49_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R50_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R51_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R52_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R53_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R54_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R55_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R56_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R57_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R58_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R59_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R60_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R61_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R62_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R63_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R64_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R65_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R66_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R67_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R68_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R69_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R70_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R71_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R72_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R73_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R74_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R75_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R76_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R77_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R78_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R79_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R80_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R81_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R82_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R83_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R84_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R85_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R86_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R87_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R88_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R89_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R90_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R91_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R92_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R93_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R94_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R95_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R96_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R97_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R98_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_R99_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_CIN_0003_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0155_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0116_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0117_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0118_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0119_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0120_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0121_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0122_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0012_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0013_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0014_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0015_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed other credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0016_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0017_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0018_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0019_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0020_CT_FIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Full risk (100%) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0003_CT_FIRB_AT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_AU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_BE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_BG_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_BR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_CA_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_CH_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_CN_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_CY_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_CZ_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_DE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_DK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_EE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_ES_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_FI_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_FR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_GB_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_GR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_HK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_HR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_HU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_IE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_IL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_IT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_JP_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_KR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_LT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_LU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_LV_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_MT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_NL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_NO_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_PL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_PT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_RO_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_RU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_SE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_SG_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_SI_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_SK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_TR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_US_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x2_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R01_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R02_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R03_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R04_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R05_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R06_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R07_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R08_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R09_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R10_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R11_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R12_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R13_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R14_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R15_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R16_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R17_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R18_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R19_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R20_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R21_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R22_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R23_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R24_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R25_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R26_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R27_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R28_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R29_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R30_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R31_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R32_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R33_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R34_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R35_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R36_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R37_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R38_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R39_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R40_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R41_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R42_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R43_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R44_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R45_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R46_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R47_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R48_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R49_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R50_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R51_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R52_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R53_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R54_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R55_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R56_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R57_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R58_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R59_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R60_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R61_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R62_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R63_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R64_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R65_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R66_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R67_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R68_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R69_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R70_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R71_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R72_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R73_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R74_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R75_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R76_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R77_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R78_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R79_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R80_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R81_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R82_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R83_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R84_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R85_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R86_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R87_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R88_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R89_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R90_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R91_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R92_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R93_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R94_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R95_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R96_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R97_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R98_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x0_R99_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0022_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0123_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0125_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0127_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0128_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0130_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0133_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0135_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0136_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0031_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0032_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0033_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0034_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn committed other credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0035_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0036_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0037_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0038_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0039_CT_FIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Full risk (100%) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0040_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_NFC_0040_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_AT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_AU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_BE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_BG_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_BR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_CA_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_CH_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_CN_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_CY_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_CZ_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_DE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_DK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_EE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_ES_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_FI_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_FR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_GB_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_GR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_HK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_HR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_HU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_IE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_IL_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_IT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_JP_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_KR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_LT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_LU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_LV_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_MT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_NL_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_NO_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_PL_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_PT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_RO_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_RU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_SE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_SG_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_SI_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_SK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_TR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_US_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_FIRB_x2_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_OFC_0040_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable INST_OFC_0043_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_OFC_0046_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R01_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R02_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R03_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R04_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R05_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R06_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R07_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R08_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R09_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R10_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R11_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R12_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R13_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R14_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R15_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R16_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R17_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R18_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R19_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R20_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R21_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R22_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R23_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R24_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R25_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R26_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R27_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R28_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R29_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R30_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R31_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R32_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R33_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R34_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R35_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R36_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R37_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R38_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R39_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R40_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R41_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R42_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R43_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R44_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R45_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R46_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R47_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R48_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R49_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R50_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R51_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R52_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R53_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R54_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R55_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R56_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R57_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R58_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R59_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R60_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R61_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R62_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R63_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R64_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R65_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R66_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R67_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R68_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R69_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R70_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R71_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R72_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R73_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R74_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R75_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R76_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R77_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R78_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R79_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R80_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R81_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R82_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R83_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R84_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R85_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R86_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R87_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R88_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R89_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R90_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R91_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R92_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R93_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R94_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R95_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R96_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R97_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R98_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_R99_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_CIN_0003_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0155_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0116_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0117_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0118_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0119_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0120_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0121_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0122_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0012_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0013_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0014_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0015_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed other credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0016_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0017_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0018_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0019_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0020_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Full risk (100%) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items INST_ALL_0003_CT_AIRB_AT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_AU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_BE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_BG_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_BR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_CA_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_CH_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_CN_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_CY_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_CZ_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_DE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_DK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_EE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_ES_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_FI_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_FR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_GB_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_GR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_HK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_HR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_HU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_IE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_IL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_IT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_JP_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_KR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_LT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_LU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_LV_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_MT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_NL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_NO_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_PL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_PT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_RO_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_RU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_SE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_SG_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_SI_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_SK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_TR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_US_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x2_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R01_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R02_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R03_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R04_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R05_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R06_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R07_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R08_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R09_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R10_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R11_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R12_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R13_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R14_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R15_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R16_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R17_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R18_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R19_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R20_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R21_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R22_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R23_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R24_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R25_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R26_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R27_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R28_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R29_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R30_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R31_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R32_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R33_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R34_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R35_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R36_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R37_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R38_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R39_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R40_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R41_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R42_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R43_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R44_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R45_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R46_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R47_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R48_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R49_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R50_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R51_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R52_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R53_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R54_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R55_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R56_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R57_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R58_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R59_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R60_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R61_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R62_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R63_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R64_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R65_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R66_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R67_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R68_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R69_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R70_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R71_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R72_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R73_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R74_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R75_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R76_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R77_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R78_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R79_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R80_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R81_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R82_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R83_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R84_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R85_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R86_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R87_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R88_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R89_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R90_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R91_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R92_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R93_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R94_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R95_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R96_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R97_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R98_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x0_R99_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0022_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0123_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0125_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Eligible financial collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0127_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Receivables Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0128_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Residential Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0130_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Commercial Real estate Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0133_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Physical collateral Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0135_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other funded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0136_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Other unfunded credit protection Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0031_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0032_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0033_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0034_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn committed other credit facility Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0035_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0036_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0037_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0038_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0039_CT_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Full risk (100%) Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Off-balance sheet items LCOR_ALL_0040_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_NFC_0040_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_AT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_AU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_BE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_BG_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_BR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_CA_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_CH_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_CN_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_CY_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_CZ_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_DE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_DK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_EE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_ES_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_FI_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_FR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_GB_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_GR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_HK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_HR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_HU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_IE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_IL_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_IT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_JP_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_KR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_LT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_LU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_LV_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_MT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_NL_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_NO_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_PL_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_PT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_RO_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_RU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_SE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_SG_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_SI_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_SK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_TR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_US_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CT_AIRB_x2_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_OFC_0040_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable INST_OFC_0043_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Counterparties other than public sector entities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_OFC_0046_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Public sector entities Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0022_CR_FIRB_x0_Rx0_ALL Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CR_FIRB_x0_Rx0_ALL Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0022_CR_AIRB_x0_Rx0_ALL Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CR_AIRB_x0_Rx0_ALL Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0022_CC_FIRB_x0_Rx0_ALL Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CC_FIRB_x0_Rx0_ALL Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0022_CC_AIRB_x0_Rx0_ALL Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0040_CC_AIRB_x0_Rx0_ALL Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0083_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0083_CR_FIRB_x0_Rx0_ALL Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0083_CC_FIRB_x0_Rx0_ALL Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0083_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0083_CR_AIRB_x0_Rx0_ALL Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0083_CC_AIRB_x0_Rx0_ALL Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0002_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0002_CR_FIRB_x0_Rx0_ALL Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0002_CC_FIRB_x0_Rx0_ALL Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0002_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0002_CR_AIRB_x0_Rx0_ALL Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0002_CC_AIRB_x0_Rx0_ALL Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CR_FIRB_x0_Rx0_ALL Sovereign Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CC_FIRB_x0_Rx0_ALL Sovereign Counterparty credit risk Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CR_AIRB_x0_Rx0_ALL Sovereign Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CC_AIRB_x0_Rx0_ALL Sovereign Counterparty credit risk Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0083_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0002_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0083_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0002_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0083_CR_FIRB_x0_Rx0_ALL Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0002_CR_FIRB_x0_Rx0_ALL Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CR_FIRB_x0_Rx0_ALL Institutions Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0083_CR_AIRB_x0_Rx0_ALL Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0002_CR_AIRB_x0_Rx0_ALL Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CR_AIRB_x0_Rx0_ALL Institutions Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0083_CC_FIRB_x0_Rx0_ALL Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0002_CC_FIRB_x0_Rx0_ALL Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CC_FIRB_x0_Rx0_ALL Institutions Counterparty credit risk Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0083_CC_AIRB_x0_Rx0_ALL Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0002_CC_AIRB_x0_Rx0_ALL Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0003_CC_AIRB_x0_Rx0_ALL Institutions Counterparty credit risk Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0084_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0084_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0084_CR_AIRB_x0_Rx0_ALL Large corporate Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0084_CR_FIRB_x0_Rx0_ALL Large corporate Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0084_CC_AIRB_x0_Rx0_ALL Large corporate Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0084_CC_FIRB_x0_Rx0_ALL Large corporate Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable INST_GOV_0003_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions General governments Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_GOV_0003_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions General governments Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R01_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R02_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R03_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R04_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R05_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R06_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R07_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R08_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R09_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R10_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R11_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R12_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R13_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R14_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R15_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R16_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R17_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R18_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R19_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R20_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R21_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R22_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R23_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R24_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R25_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R26_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R27_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R28_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R29_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R30_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R31_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R32_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R33_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R34_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R35_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R36_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R37_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R38_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R39_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R40_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R41_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R42_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R43_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R44_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R45_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R46_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R47_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R48_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R49_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R50_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R51_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R52_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R53_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R54_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R55_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R56_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R57_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R58_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R59_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R60_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R61_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R62_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R63_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R64_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R65_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R66_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R67_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R68_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R69_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R70_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R71_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R72_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R73_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R74_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R75_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R76_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R77_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R78_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R79_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R80_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R81_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R82_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R83_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R84_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R85_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R86_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R87_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R88_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R89_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R90_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R91_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R92_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R93_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R94_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R95_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R96_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R97_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R98_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_R99_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_CBA_0003_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Central banks Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0155_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0116_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0117_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0118_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0119_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0120_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0121_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0122_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0012_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0013_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0014_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0015_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn committed other credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0016_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0017_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0018_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0019_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0020_CT_FIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Full risk (100%) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0003_CT_FIRB_AT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_AU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_BE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_BG_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_BR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_CA_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_CH_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_CN_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_CY_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_CZ_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_DE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_DK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_EE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_ES_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_FI_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_FR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_GB_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_GR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_HK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_HR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_HU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_IE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_IL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_IT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_JP_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_KR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_LT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_LU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_LV_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_MT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_NL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_NO_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_PL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_PT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_RO_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_RU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_SE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_SG_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_SI_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_SK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_TR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_US_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x2_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R01_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R02_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R03_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R04_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R05_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R06_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R07_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R08_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R09_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R10_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R11_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R12_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R13_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R14_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R15_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R16_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R17_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R18_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R19_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R20_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R21_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R22_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R23_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R24_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R25_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R26_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R27_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R28_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R29_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R30_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R31_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R32_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R33_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R34_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R35_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R36_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R37_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R38_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R39_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R40_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R41_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R42_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R43_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R44_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R45_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R46_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R47_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R48_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R49_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R50_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R51_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R52_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R53_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R54_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R55_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R56_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R57_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R58_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R59_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R60_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R61_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R62_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R63_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R64_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R65_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R66_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R67_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R68_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R69_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R70_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R71_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R72_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R73_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R74_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R75_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R76_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R77_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R78_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R79_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R80_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R81_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R82_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R83_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R84_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R85_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R86_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R87_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R88_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R89_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R90_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R91_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R92_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R93_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R94_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R95_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R96_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R97_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R98_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x0_R99_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_CBA_0003_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0155_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0116_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0117_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0118_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0119_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0120_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0121_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0122_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Other unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0012_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0013_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0014_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0015_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn committed other credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0016_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0017_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0018_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0019_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0020_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Full risk (100%) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items GOVT_ALL_0003_CT_AIRB_AT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_AU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_BE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_BG_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_BR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_CA_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_CH_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_CN_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_CY_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_CZ_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_DE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_DK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_EE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_ES_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_FI_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_FR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_GB_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_GR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_HK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_HR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_HU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_IE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_IL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_IT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_JP_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_KR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_LT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_LU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_LV_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_MT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_NL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_NO_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_PL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_PT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_RO_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_RU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_SE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_SG_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_SI_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_SK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_TR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_US_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_AIRB_x2_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_GOV_0003_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks General governments Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_GOV_0003_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks General governments Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_CIN_0003_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_CIN_0003_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0147_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0148_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0147_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0148_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0147_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0147_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0151_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0152_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable INST_ALL_0151_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable LCOR_ALL_0152_CT_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0151_CT_FIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0151_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_NFC_0003_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_AT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_AU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_BE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_BG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_BR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_CA_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_CH_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_CN_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_CY_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_CZ_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_DE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_DK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_EE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_ES_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_FI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_FR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_GB_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_GR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_HK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_HR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_HU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_IE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_IL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_IT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_JP_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_KR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_LT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_LU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_LV_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_MT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_NL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_NO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_PL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_PT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_RO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_RU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_SE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_SG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_SI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_SK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_TR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_US_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x2_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_OFC_0003_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CR_AIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CR_AIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CC_AIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CC_AIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CR_AIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CC_AIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_NFC_0003_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_AT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_AU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_BE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_BG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_BR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_CA_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_CH_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_CN_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_CY_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_CZ_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_DE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_DK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_EE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_ES_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_FI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_FR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_GB_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_GR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_HK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_HR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_HU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_IE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_IL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_IT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_JP_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach JP Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_KR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach KR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_LT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_LU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_LV_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach LV Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_MT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach MT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_NL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_NO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach NO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_PL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_PT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach PT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_RO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_RU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach RU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_SE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_SG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_SI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_SK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach SK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_TR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach TR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_US_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach US Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x2_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Other countries Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_OFC_0003_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CR_FIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CR_FIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CC_FIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CC_FIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CR_FIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CC_FIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_AT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria AT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_AU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria AU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_BE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria BE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_BG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria BG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_BR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria BR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_CA_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria CA Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_CH_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria CH Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_CN_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria CN Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_CY_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria CY Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_CZ_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria CZ Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_DE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria DE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_DK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria DK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_EE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria EE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_ES_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria ES Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_FI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria FI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_FR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria FR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_GB_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria GB Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_GR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria GR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_HK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria HK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_HR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria HR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_HU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria HU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_IE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria IE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_IL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria IL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_IT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria IT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_JP_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria JP Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_KR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria KR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_LT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria LT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_LU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria LU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_LV_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria LV Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_MT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria MT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_NL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria NL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_NO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria NO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_PL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria PL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_PT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria PT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_RO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria RO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_RU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria RU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_SE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria SE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_SG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria SG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_SI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria SI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_SK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria SK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_TR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria TR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_US_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria US Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_SLSC_x2_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Other countries Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CR_SLSC_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CR_SLSC_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0002_CC_SLSC_x0_Rx0_ALL Specialised lending Counterparty credit risk Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CC_SLSC_x0_Rx0_ALL Specialised lending Counterparty credit risk Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CR_SLSC_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0083_CC_SLSC_x0_Rx0_ALL Specialised lending Counterparty credit risk Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable GOVT_ALL_0003_CT_FIRB_x0_Rx0_OTH Sovereign Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Other GOVT_ALL_0003_CT_AIRB_x0_Rx0_OTH Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Other INST_ALL_0003_CT_AIRB_x0_Rx0_OTH Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Other INST_ALL_0003_CT_FIRB_x0_Rx0_OTH Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Other LCOR_ALL_0040_CT_AIRB_x0_Rx0_OTH Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Other LCOR_ALL_0040_CT_FIRB_x0_Rx0_OTH Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Other COSP_ALL_0003_CT_AIRB_x0_Rx0_OTH Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Other COSP_ALL_0003_CT_FIRB_x0_Rx0_OTH Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Other COSP_ALL_0003_CT_SLSC_x0_Rx0_OTH Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Other COSP_ALL_0003_CT_FIRB_x0_R01_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R02_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R03_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R04_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R05_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R06_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R07_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R08_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R09_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R10_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R11_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R12_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R13_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R14_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R15_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R16_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R17_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R18_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R19_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R20_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R21_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R22_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R23_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R24_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R25_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R26_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R27_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R28_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R29_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R30_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R31_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R32_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R33_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R34_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R35_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R36_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R37_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R38_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R39_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R40_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R41_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R42_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R43_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R44_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R45_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R46_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R47_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R48_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R49_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R50_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R51_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R52_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R53_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R54_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R55_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R56_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R57_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R58_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R59_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R60_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R61_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R62_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R63_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R64_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R65_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R66_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R67_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R68_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R69_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R70_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R71_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R72_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R73_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R74_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R75_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R76_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R77_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R78_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R79_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R80_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R81_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R82_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R83_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R84_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R85_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R86_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R87_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R88_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R89_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R90_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R91_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R92_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R93_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R94_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R95_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R96_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R97_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R98_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_FIRB_x0_R99_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R01_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R02_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R03_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R04_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R05_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R06_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R07_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R08_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R09_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R10_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R11_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R12_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R13_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R14_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R15_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R16_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R17_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R18_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R19_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R20_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R21_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R22_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R23_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R24_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R25_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R26_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R27_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R28_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R29_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R30_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R31_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R32_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R33_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R34_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R35_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R36_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R37_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R38_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R39_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R40_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R41_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R42_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R43_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R44_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R45_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R46_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R47_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R48_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R49_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R50_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R51_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R52_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R53_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R54_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R55_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R56_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R57_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R58_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R59_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R60_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R61_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R62_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R63_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R64_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R65_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R66_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R67_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R68_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R69_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R70_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R71_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R72_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R73_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R74_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R75_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R76_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R77_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R78_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R79_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R80_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R81_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R82_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R83_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R84_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R85_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R86_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R87_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R88_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R89_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R90_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R91_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R92_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R93_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R94_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R95_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R96_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R97_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R98_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0003_CT_AIRB_x0_R99_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable COSP_ALL_0214_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Project finance Not applicable Not applicable Not applicable COSP_ALL_0214_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Project finance Not applicable Not applicable Not applicable COSP_ALL_0214_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Project finance Not applicable Not applicable Not applicable COSP_ALL_0217_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate Not applicable Not applicable Not applicable COSP_ALL_0217_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate Not applicable Not applicable Not applicable COSP_ALL_0217_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate Not applicable Not applicable Not applicable COSP_ALL_0215_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Object finance Not applicable Not applicable Not applicable COSP_ALL_0215_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Object finance Not applicable Not applicable Not applicable COSP_ALL_0215_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Object finance Not applicable Not applicable Not applicable COSP_ALL_0216_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - commodities finance Not applicable Not applicable Not applicable COSP_ALL_0216_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - commodities finance Not applicable Not applicable Not applicable COSP_ALL_0216_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - commodities finance Not applicable Not applicable Not applicable COSP_ALL_0012_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items COSP_ALL_0013_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items COSP_ALL_0014_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable N …[TRUNCATED: full text in source HTML]