Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

TABLE 49: NET EXPOSURES BY EXPOSURE CLASS (CRB-B)

31.12.2019

31.12.2018

Net value ofexposures at the end of the period

Net value ofexposures at the end of the period

Average net exposure over the period

Average net exposure over the period

(In EURm)

Central governments or central banks

171,036

167,133

166,267

164,088

Institutions

49,397

49,446

45,761

45,823

Corporates

318,720

320,478

323,571

308,470

of which: Specialised Lending

61,505 39,792

59,401 41,068

61,146 40,746

53,573

of which: SME

40,084

168,050 110,607

162,473 106,596

155,770 100,056

154,240

Retail

of which: Secured by real estate property

99,109

of which: SME

6,287

6,280

6,110

6,124

of which: Non-SME

104,320

100,316

93,946

92,986

of which: Qualifying Revolving

5,037

5,093

5,149

5,275

of which: Other Retail

52,405 18,769 33,636

50,784 18,396 32,387

50,565 18,150 32,415

49,855 18,115 31,740

of which: SME

of which: Non-SME

Equity

5,520

4,913

4,202

4,609

TOTAL IRB APPROACH

712,722

704,443

695,571

677,229

Central governments or central banks

7,923

9,029

9,998

9,609

Regional governments or localauthorities

720

855

979

915

421

534

567

477

Public sector entities

Multilateral Development Banks

443

440

304

114

International Organisations

-

-

-

-

Institutions

11,899

14,788

17,091

19,458

Corporates

56,500 11,638 46,427 14,550 15,069

58,083 12,962 46,761 14,727 15,073

65,642 19,628 41,119

62,499 18,914 41,056

o f which: SME

Retail

of which: SME

9,199

9,482

Secured by mortgages on immovable property

16,160

14,455

of which: SME

1,321 3,274

1,074 3,016

698

597

Exposures in default

3,113

3,178

Items associated with particularly high risk

450

396

-

-

Covered bonds

-

-

2

2

Claims on institutions and corporates with a short-term credit assessment

-

-

-

-

Collective investments undertakings (CIU)

69

110

172

138

Equity exposures

1,636

1,679

1,578

1,455

Other exposures

29,664

30,763

27,150

26,029

TOTAL SA APPROACH

174,496

181,527

183,873

179,385

TOTAL

887,218

885,970

879,444

856,615

In accordance with the EBA guidelines for revised Pillar 3 (EBA/GL/2016/11), amounts are presented without securitisation, contributions to the default funds of central counterparties, as well as other non-credit obligation assets under the internal approach.

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