Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

31.12.2019

Business services (including conglo- merates)

Wood and paper industry

Personal and domestic Services Telecoms

Health, social services

Transport & logistics Retail Others Total

Metals, minerals Media

Oil and Gas

Collective services

(In EURm)

Central governments and central banks

- -

(0)

(0)

-

1,789

236 811

(0)

1 0

-

-

- - -

1,124 171,036 1,877 49,397 109 318,720

Institutions Corporates

-

-

(0)

34

468

33

693

932 10,639 3,428 24,794 1,771 36,611 21,500

167

9,553 21,495

Retail

-

-

-

-

-

-

-

-

-

- 168,050

- 168,050

Equity Exposures IRB

-

-

-

-

-

-

-

-

-

-

-

5,520 5,520

TOTAL IRB APPROACH

932 10,639 3,428 24,794 3,594 37,658 21,968

168 9,587 22,188 168,050 8,630 712,722

Central governments or central banks Regional governments or local authorities

-

-

-

-

27

0

-

-

-

-

-

4,968 7,923

-

-

0

-

61

11

1

-

-

66

-

67

720

Public sector entities Multilateral developments banks International Organisations

-

-

0

-

86

70

6

0

0

5

-

0

421

-

-

-

-

-

-

-

-

-

-

-

-

443

- -

- -

- -

- -

- -

-

- -

- -

- -

- -

- - -

-

-

Institutions Corporates

20

783 11,899 309 56,500

627 3,282

532 1,120 1,517

5,063

3,188

119

1,077 2,795

Retail

-

-

-

-

-

-

-

-

-

-

46,427

-

46,427

Secured by mortgages immovable property Exposures in default

8

84

5

1

106

93

13

4

6

30 12,970

-

15,069

9

55

9

1

7

61

38

3

12

50

-

2,185 3,274

Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment Claims in the form of CIU Equity exposures

- -

- -

- -

- -

- -

8

- -

0

- -

- -

- -

- -

450

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- - -

-

69

1,636 1,636 29,560 29,664

Other items TOTAL SA APPROACH

0

3

0

0

2

24

0

0

0

7

644 3,424

547 1,122 1,805 5,351 3,246

126 1,095 2,952 59,397 39,508 174,496

TOTAL

1,577 14,063 3,975 25,916 5,399 43,009 25,214

293 10,681 25,140 227,447 48,138 887,218

125

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020

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