Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

TABLE 54: GEOGRAPHICAL BREAKDOWN OF NET EXPOSURES (CRB-C) The EBA’s recommendation to institutions for this table (EBA Guidelines 2016/11) is to report exposures only for material exposure classes, as described in EBA Guidelines 2014/14. Societe Generale opted not to present unused exposure classes.

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

2019

Other Western European countries

United Kingdom Germany

Luxem- bourg

Switzer- land

Czech Republic Romania

(In EURm)

France

Italy

Spain

Central governments or central banks

64,954 22,382

3,680 2,043

4,306

498 141

4,333

124 11,744

3,138 1,633

3,703 1,392

3,452

Institutions Corporates

237

815

913

385

1

123,438 10,966 11,208

8,336 5,238

7,491

7,285

7,712 20,609 15,373

282

Retail Equity

140,255

1,715

3,131

163 360

49

921

711 14,163

1

4,774

13

11

1

0

5

103

43

13

TOTAL IRB APPROACH Central governments or central banks Regional governments or local authorities Public sector entities

355,802 18,416 18,894 14,213 13,162

8,372 20,768 26,193 34,673

3,748

3,399

864

389

938

23

72

64

163

5

26

249

1

36 42

25

- - - -

46 19

0 6

32 93

2

197

46

75 47

3

12

4

Multilateral Development Banks International Organisations

375

- -

- -

- -

- -

- -

- -

- -

-

-

Institutions Corporates

1,913

1,026 1,048 2,044

553

60

9

315 626 587

50

228

3

4

18,731 20,822

2,128 6,552

1,995 1,748

546

266 297

4,065 1,025

1,488 1,022

2,541 2,440

Retail

4

Secured by mortgages on immovable property Exposures in default Items associated with particularly high risk

4,062

352

1,536

3

0 1

2

7 4

1

20 46

2,839

938

51

144

109

34

592

103

97

- -

- -

- -

- -

- -

- -

- -

- -

1

Covered bonds

-

-

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

-

-

-

-

-

-

-

-

-

-

Collective investments undertakings (CIU)

21

6

-

4

24

0

0

7

- -

-

Equity exposures Other exposures

679

48

7

14

8

-

83

274

6

11,212 62,543

1,858

2,448

2,595 7,495

786

1,561 3,263

181 959

3,139 9,617

862

432

TOTAL SA APPROACH

7,420 13,833

1,400

3,460

8,593

TOTAL

418,345 25,836 32,727 21,708 14,562 11,635 21,727 35,810 38,132 12,341

120

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |