The bank, its counterparties, trades and payments are made up, as are its customers except two that carry the names of real entities on the sanctions list. The list is the US Treasury's real one; exchange rates move around the ECB's real daily rates.
Each counterparty's credit exposure is held against a limit that follows its rating, and each account's balance against its minimum. The nearest to its limit comes first. A row that is near or over its limit says what caused it. Counterparties B and C also share one group limit, which they can cross together while each is within its own.