Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

CREDIT RISK DETAIL 6.8

Amounts indicated in this section correspond solely to credit risk (without counterparty credit risk). They take into account risk exposure for contributions to the default funds of central counterparties (EUR 1.1 billion of RWA as at 31 December 2019).

BREAKDOWN OF CREDIT RISK – OVERVIEW TABLE 47: CREDIT RISK EXPOSURE, EAD AND RWA BY APPROACH AND EXPOSURE CLASS The exposures towards Multilateral Development Banks have been reclassified from Institutions to Sovereign.

31.12.2019

IRB approach

Standardised approach

Total

(In EURm)

Exposure class

Exposure

EAD

RWA Exposure

EAD

RWA Exposure

EAD

RWA

Sovereign

171,106 182,628

5,396

8,370

8,495

7,980

179,476 191,123

13,376

Institutions

49,459

41,870

4,304

13,047

15,679

2,957

62,506 57,549

7,260

Corporates

321,911 221,595

92,792

56,758

36,158

33,280

378,669 257,753 126,072

Retail

171,426 170,360

35,238 23,778

46,758 58,965

32,899 54,436

22,382 35,897

218,184 203,259

57,621 59,675

Others

36,756

36,522

95,721 90,959

TOTAL

750,657 652,977 161,507 183,898 147,666 102,498

934,555 800,642 264,005

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

31.12.2018

IRB approach

Standardised approach

Total

(In EURm)

Exposure class

Exposure

EAD

RWA Exposure

EAD

RWA Exposure

EAD

RWA

Sovereign

166,335 178,129

5,821 4,175

10,307 18,646 66,019 41,435 55,956

10,334 23,939 48,119 29,963 50,973

8,425 4,014

176,642 188,463

14,246

Institutions

45,783

40,116

64,429

64,055

8,189

Corporates

326,953 232,571 103,998

45,067 20,633 34,275

392,972 280,690 149,065

Retail

159,434 158,756

33,369 17,214

200,869 188,719

54,003 51,490

Others

27,418

27,401

83,373

78,374

TOTAL

725,923 636,974 164,576 192,363 163,327 112,415 918,286 800,301 276,991

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