Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

2018

Other Western European countries

United Kingdom Germany Italy Luxembourg Spain

Switzer- land

Czech Republic Romania

(In EURm)

France

Central governments or central banks

57,653 19,981 122,256 129,975

2,499 2,370

3,737 1,123 1,047 189 14,001 8,870 3,148 4,567

5,877

176 15,640

3,096 3,478

3,395 1,213

3,584

Institutions Corporates

350

279

1,005

2

18,742

7,671

7,224

7,193 21,215

15,022 13,545

206

Retail Equity

1,609

191 338

66

757

606 104

1

3,496

101

10

1

0

1

30

13

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

333,361

25,321

21,943 14,750

14,427 7,745 24,596 28,499

33,206 3,806

3,507

1,276

564 595

34

95

45

335

15

31

356

6

59 33

42

- -

43 16

0

34 92

1

240

59

86

3

10

14

1

Multilateral Development Banks International Organisations

- -

- -

- -

- -

284

- -

- -

- -

- -

- -

-

Institutions Corporates

2,589

2,639 1,662 1,069

857 196 2,125 1,673 6,689 1,289

30

407 739 486

90

860

5

6

19,843 16,144

358

580

4,397 1,054

1,572

2,897 2,119

Retail

17

93

680

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

2,441 1,051

397

1,271 840 186 147

0 0

12 22

29 52

109

8

2,849

46

43

56

120

- -

- -

- -

- -

- -

-

- -

- -

- -

- -

Covered bonds

2

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

-

-

-

-

-

-

-

-

-

-

Collective investments undertakings (CIU)

21

7

-

45 15

16

0

2 7

11 75

- -

2 6

Equity exposures Other exposures

925

40

7

-

-

10,909 57,846

1,452 8,680

1,980 2,467 13,771 7,312

764

1,444

193

2,891

730

368

TOTAL SA APPROACH

1,503 3,266 1,102 9,903

3,080 8,638

TOTAL

391,206

34,001

35,714 22,062

15,930 11,010 25,697 38,402

36,286 12,445

122

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |