Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

31.12.2018 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

5,481

-

-

-

5

-

62

-

- 1,844

- 2,620

-

-

-

10,012

171

-

-

-

513

-

13

-

-

196

-

-

-

-

-

892

-

-

-

-

436

-

-

-

-

35

-

-

-

-

-

472

322

-

-

-

-

-

-

-

-

-

-

-

-

-

-

322

-

-

- - - -

-

-

-

-

- - -

- -

-

- -

- - - -

- - - -

- - - -

-

-

Institutions Corporates

4,430 4,060

- 12,877

3 546

655

3 22,574

- -

21

- -

905

-

685

543 44,964 428

574 48,119 103 29,963

Retail

-

-

860

-

- 28,686 314

-

Secured by mortgages on immovable property Exposures in default

-

-

-

-

- 9,295 514

- 3,998 274

-

-

-

-

1,412 15,492

-

-

-

-

-

-

-

-

- 1,062 1,636

-

-

-

212 2,910

Items associated with particularly high risk

- -

- -

- -

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

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

2

2

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

42

-

-

-

-

-

-

-

-

128

2

-

-

-

-

172

Equity exposures Other exposures

3

-

-

-

-

-

-

-

-

332

11 943

-

-

290 1,578

-

-

-

-

207

-

130

-

- 18,017

-

-

-

-

8,796 27,150

TOTAL

10,450 4,081

-

2 14,943 10,157 1,950

- 33,227 67,821 2,076 3,562

-

- 11,389 159,659

119

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020