Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

TABLE 53: CREDIT RISK IN STANDARDISED APPROACH - EAD DISTRIBUTED BY RISKWEIGHT (CR5) In accordance with the EBA’s guidelines for revised Pillar 3 (EBA/GL/2016/11), amounts are presented without securitisation and contributions to default funds of central counterparties.

31.12.2019 Risk Weight

(In EURm)

0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1250% Other Risk Weight Total

Exposure Class

Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations

4,023

-

2

-

2

-

83

-

- 1,108

- 2,732

-

-

-

7,949

154

-

-

-

418

-

-

-

-

122

-

-

-

-

-

694

-

-

-

-

340

-

-

-

-

52

-

-

-

-

-

393

545

-

-

-

-

-

-

-

-

-

-

-

-

-

-

545

-

-

- - - -

-

-

- -

-

- - -

- -

-

- -

- - - -

- - - -

- - - -

-

-

Institutions Corporates

1,711 2,884

- 9,160

179

640

18 14,592 977 36,158 63 32,899

- -

- -

- -

716

- 1,321

326 32,485 332

Retail

17 1,496

-

- 30,974 350

-

Secured by mortgages on immovable property Exposures in default

-

-

-

-

- 9,043 1,465

- 2,903 177

-

-

-

-

1,149 14,736

-

-

-

-

-

-

-

-

- 1,612 897

-

-

-

392 2,902

Items associated with particularly high risk

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

372

- -

- -

- -

- -

372

Covered bonds Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

67

-

-

-

-

-

67

Equity exposures Other exposures

3

-

-

-

-

-

-

-

-

657

-

503

-

-

472 1,636

1,039

-

58

-

644

- 1,979

-

- 15,663

1

-

-

-

10,281 29,664

TOTAL

7,475 2,884 60

- 11,297 10,539 5,027

- 34,203 52,933 1,602 3,235

-

- 13,353 142,606

118

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |