Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

TABLE 56: MATURITY OF EXPOSURES (CRB-E) The exposures are presented without retail portfolio. As at 31 December 2019, 36% of the total net exposure to credit risk (excluding retail exposures) has a maturity that is lower than one year (compared with 36% in 2018) and 42% has a maturity comprised between one and five years (compared with 43% in 2018).

31.12.2019 Net exposure value

> 1 year <= 5 years

No stated maturity

<= 1 year

> 5 years

Total

(In EURm)

Central governments and central banks

114,073

35,328

21,634

-

171,036

Institutions

20,003

15,782

13,612

-

49,397

Corporates

74,878

181,867

61,975

-

318,720

Equity Exposures IRB

-

-

-

5,520

5,520

TOTAL IRB APPROACH

208,954

232,977

97,222

5,520

544,673

Central governments or central banks

892

6,906

125

-

7,923

Regional governments or local authorities

132

322

266

-

720

Public sector entities

51

229

141

-

421

Multilateral developments banks

21

422

-

-

443

International Organisations

-

-

-

-

-

Institutions

1,549

10,323

27

-

11,899

Corporates

24,208

23,300

8,992

-

56,500

Exposures in default

569

2,479

226

-

3,274

Items associated with particularly high risk

149

240

62

-

450

Covered bonds

-

-

-

-

-

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

-

-

-

-

-

30

39

0

-

69

Claims in the form of CIU

Equity exposures

- -

- -

- -

1,636

1,636

Other items

29,664

29,664

TOTAL SA APPROACH

27,601

44,261

9,838

31,300

113,000

TOTAL

236,554

277,238

107,060

36,821

657,672

128

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |