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eba_tC_08.01.a - C 08.01.a (CR IRB 1)

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C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180

C 08.01.a

		Internal rating scale - PD assigned to the obligor grade or pool	Original exposure pre conversion factors		Credit risk mitigation (CRM) techniques with substitution effects on the exposure					Exposure after CRM substitution effects pre conversion factors	Exposure value		Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment										Subject to double default treatment	Exposure weighted average lgd (%)	Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities	Exposure-weighted average maturity value (days)	Risk weighted exposure amount pre supporting factors	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor		Memorandum items:
				Of which: large financial sector entities and unregulated financial entities	Unfunded credit protection		(-) Other funded credit protection	Substitution of the exposure due to CRM				Of which: large financial sector entities and unregulated financial entities	Own estimates of lgd's are used: unfunded credit protection		Funded credit protection								Unfunded credit protection								Of which: large financial sector entities and unregulated financial entities	Expected loss amount	(-) value adjustments and provisions	Number of obligors	Pre-credit derivatives risk weighted exposure amount
					(-) Guarantees	(-) Credit derivatives		(-) Total outflows	Total inflows (+)				Guarantees	Credit derivatives	Own estimates of LGD's are used: other funded credit protection				Eligible financial collateral	Other eligible collateral
																Cash on deposit	Life insurance policies	Instruments held by a third party		Real estate	Other physical collateral	Receivables
		0010	0020	0030	0040	0050	0060	0070	0080	0090	0110	0140	0150	0160	0170	0171	0172	0173	0180	0190	0200	0210	0220	0230	0240	0250	0255	0256	0257	0260	0270	0280	0290	0300	0310

Total exposures	0010
Of which: exposures subject to SME-supporting factor	0015
Of which: exposures subject to infrastructure projects supporting factor	0016
Breakdown of total exposures by exposure types:	0019
On balance sheet items subject to credit risk	0020
Off balance sheet items subject to credit risk	0030
Exposures / Transactions subject to counterparty credit risk	0039
Securities Financing Transactions netting sets	0040
Derivatives & Long Settlement Transactions netting sets	0050
From Contractual Cross Product netting sets	0060
Exposures assigned to obligor grades or pools: Total	0070
Specialized lending slotting criteria: Total	0080
Alternative treatment: secured by real estate	0160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights	0170
Dilution risk: total purchased receivables	0180