Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

31.12.2018 Exposures before CCF and CRM Exposures post-CCF and CRM RWA and RWA density

(In EURm)

On-balance sheet amount

Off-balance sheet amount

On-balance sheet amount

Off-balance sheet amount

Asset classes

RWA RWA density

Central governments or central banks

9,860

138 133 179

9,952

60 32 89

8,425

84% 34% 26%

Regional government or local authorities

846 388 284

860 382 322

305 122

Public sector entities

Multilateral development banks

20

- -

- -

0%

International organisations

-

-

-

Institutions

16,461 50,619 35,705

629

21,974 42,796 28,611

600

3,587

16% 94% 69%

Corporates

15,022

5,323 1,352

45,067 20,622

Retail

5,414

Secured by mortgages on immovable property

15,924

236 242

15,403

89

6,967 3,634

45%

Exposures in default

2,870

2,800

110

125%

Higher-risk categories

-

- -

-

- -

- -

Covered bonds

2

2

10%

Institutions and corporates with a short term credit assessment

-

-

-

-

-

Collective investment undertakings

131

41

131

41

131

76%

Equity

1,578

- -

1,578

- -

2,765

175%

Other items

27,150

27,150

19,501

72%

TOTAL

161,817

22,056

151,961

7,698 111,127

70%

111

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020