Société Générale / Risk Report - Pillar III
6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL
BREAKDOWN OF CREDIT RISK – DETAIL
TABLE 48: CREDIT QUALITY OF EXPOSURES BY EXPOSURE CLASS AND INSTRUMENT (CR1-A)
31.12.2019
Gross carrying values of exposures
Defaulted exposures
Non-defaulted exposures
Specific credit risk
adjustment Net values
(In EURm)
Central governments and central banks
115
170,990
70
171,036
Institutions
47
49,412
62
49,397
Corporates
5,693
316,218
3,192
318,720
of which: Specialised Lending
720
61,234 39,099
449 985
61,505 39,792
of which: SME
1,678 5,896 2,058
Retail
165,529 109,213
3,376
168,050 110,607
Secured by real estate property
665 106 559 315
260
6,132
6,287
SME
Non-SME
1,798
103,081
104,320
Qualifying Revolving
410
4,942
5,037
Other Retail
3,428 1,568
51,374 18,352
2,396 1,151
52,405 18,769
SME
Non-SME
1,860
33,021
1,245
33,636
Equity exposures IRB
-
5,520
-
5,520
TOTAL IRB APPROACH
11,752
707,670
6,700
712,722
Central governments or central banks
-
7,927
4
7,923
Regional governments or local authorities
-
724
4
720
Public sector entities
-
423
2
421
Multilateral developments banks
-
443
-
443
International Organisations
-
-
-
-
Institutions
-
11,901
1
11,899
Corporates
- - - - - -
56,758 11,729 46,758 14,651 15,224
258
56,500 11,638 46,427 14,550 15,069
of which: SME
91
Retail
331 101 155
of which: SME
Secured by mortgages on immovable property
of which: SME
1,341
20
1,321 3,274
Exposures in default
6,727
-
3,453
Items associated with particularly
70
430
50
450
Covered bonds
-
-
-
-
Claims on institutions and corporates with a short-term credit assessment
-
-
-
-
Claims in the form of CIU
-
69
-
69
Equity exposures
-
1,636
-
1,636
Other items
-
29,664
-
29,664
TOTAL SA APPROACH
6,797
171,956
4,257
174,496
TOTAL
18,548 17,034
879,627 603,349 65,572 210,705
10,957 10,372
887,218 610,011 65,573 211,633
of which: Loans
of which: Debt securities
6
5
of which: Off-balance-sheet exposures
1,508
580
108
PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |
Made with FlippingBook Ebook Creator