Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

2018

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

1,461

2,440

1,163 41,273

279

1,549

8,920 2,516

9,254

3,149 166,267 4,076 45,761 20,555 323,571 141 155,770

Institutions Corporates

129

139

1,390

6,012

1,256 1,601

99

229

3,190

2,225

3,898 51,363

5,141 11,836

1,363

Retail Equity

34

79 14

45

21 11

5 2

56 11

918

4 2

4

8

37

19

4,202

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

4,818

4,897

6,505 98,680

3,143 6,856 24,228 10,853 27,939 695,571

1,077

35

487

451

1

55

1,310

19

66

9,998

60

43 13

15

0

75

- -

5

- -

0

979 567

4

3

38

1

19

175

- -

20

- -

- -

- -

- -

- -

- -

- -

304

-

-

Institutions Corporates

88

245

57

4,175 2,432

592

354

379

1,634

1,887 17,091 346 65,642 120 41,119

4,718 3,381

6,027 3,077

2,782 1,003

44

347 13,082

15

Retail

105

2

9

3,782

1

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

2,655

2,491

813

9

6 0

1 5

2,205

0 2

22 16,160

277

90

77

18

920

1

3,113

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

Covered bonds

2

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

-

-

-

-

-

-

-

-

-

-

Collective investments undertakings (CIU)

3 2

- -

- -

64

1

- -

0

-

0

172

Equity exposures Other exposures

294 462

-

191

1

14

1,578

467

557

336

17

334

1,172

105

501 27,150 3,133 183,873

TOTAL SA APPROACH

12,733 12,598

5,573 8,048

740 1,104 23,067 1,778

TOTAL

17,551 17,495

12,078 106,728

3,882 7,960 47,294 12,630 31,073 879,444

123

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020