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)

The table as at 31 December 2018 has been modified as follows:

31.12.2018

(In EURm)

Exposure class

External rating

Exposure

EAD

Sovereign

AAA to AA-

1,803

1,803

A+ to A-

1

0

BBB+ to B-

1,295

1,285

< B-

180

180

Without external rating

7,029

7,066

Sub-total

10,308

10,335

Institutions

AAA to AA-

8,537

7,237

A+ to A-

612

640 999

BBB+ to B-

1,165

< B-

-

-

39,471

46,202

Without external rating

Sub-total

49,785

55,078

Corporates

AAA to AA-

- -

- -

A+ to A-

BBB+ to B-

105

105

< B-

29

29

Without external rating

68,168

50,268

Sub-total

68,302

50,402

Retail

Without external rating

41,722

29,964

Other

Without external rating

45,646

44,830

TOTAL

215,764

190,609

106

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |

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