Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON b GLOBAL CREDIT RISK (CREDIT b AND b COUNTERPARTY RISK)

TABLE 46: EXPOSURE TREATED UNDER STANDARDISED APPROACH BY EXPOSURE CLASS AND EXTERNAL RATING The amounts are presented without default, securitisation and contributions to default funds of central counterparties. The exposures towards Multilateral Development Banks have been reclassified from Institutions to Sovereign.

31.12.2019

(In EURm)

Exposure class

External rating

Exposure

EAD

Sovereign

AAA to AA-

1,409

1,413

A+ to A-

-

-

BBB+ to B-

999

924

< B-

12

12

Without external rating

5,952

6,148

Sub-total

8,373

8,497

Institutions

AAA to AA-

9,555

4,003

A+ to A-

298

313

BBB+ to B-

1,658

709

< B-

-

-

Without external rating

30,745

39,864

Sub-total

42,257

44,888

Corporates

AAA to AA-

-

-

A+ to A-

-

-

BBB+ to B-

118

118

< B-

23

23

Without external rating

57,659

37,059

Sub-total

57,800

37,199

Retail

Without external rating

46,759

32,900

Other

Without external rating

47,282

46,665

TOTAL

202,470

170,149

105

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