Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

2019

Other Eastern European countries excluding EU

Other Eastern European countries

Other countries of North America

Latin America and Caribbean

Africa and Middle East

United States

Asia- Pacific

(In EURm)

EU Russia

Japan

Total

Central governments or central banks

896 664

2,521

556

38,696

201

1,311 10,425 12,736

3,764 171,036 5,047 49,397 19,129 318,720 143 168,050

Institutions Corporates

98

1,646 3,872

7,810

1,013 2,826

327

2,514

335

2,853

2,964

52,244

9,172 11,179

1,782

Retail Equity

25

73 23

92

22

5

46

1,293

4

6

-

3

90

5

59

-

14

5,520

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

4,444

5,679

6,166 98,774

4,134 10,860 25,470 14,857 28,097 712,722

54

16

2

536

3

115

1,172

16

68

7,923

2 0

34 23

- -

0

80

- -

16 36

- -

- -

720 421

62

-

- -

21

- -

- -

- -

- -

- -

- -

- -

443

-

-

Institutions Corporates

72

643

3

5,509 1,288

150

343

197

252

569 11,899 270 56,500 113 46,427

1,630

6,658 4,118

251

79 12

342 12,546

1 1

Retail

473

10

130

23

5,008

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

0

3,275

0 2

1 9

0 1

5

2,955 1,083

0 0

11 15,069

37

108

10

2

3,274

- -

- -

- -

- -

- -

- -

352

- -

- -

450

Covered bonds

-

-

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

-

-

-

-

-

-

-

-

-

-

Collective investments undertakings (CIU)

0 2

- -

- -

4

0 4

0

3

-

0

69

Equity exposures Other exposures

430 720

-

61

2

19

1,636

336

768

242 511

21

390

1,197

49

868 29,664 1,920 174,496

TOTAL SA APPROACH

2,607 15,664

8,689

349 1,228 24,626

320

TOTAL

7,051 21,344

6,676 107,463

4,484 12,088 50,096 15,177 30,017 887,218

121

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020

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