Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

The table as at 31 December 2018 has been modified as follows:

31.12.2018 Net exposure value

> 1 year <= 5 years

No stated maturity

<= 1 year

> 5 years

Total

(In EURm)

Central governments and central banks

114,862 21,425 78,054

29,530 11,917 188,237

21,875 12,419 57,280

- - -

166,267

Institutions

45,761

Corporates

323,571

Equity Exposures IRB

-

-

-

4,202

4,202

TOTAL IRB APPROACH

214,341

229,684

91,574

4,202

539,801

Central governments or central banks

865 235 219

8,572

561 278 151

- - - - - - - - - -

9,998

Regional governments or local authorities

466 196 263

979 567 304

Public sector entities

20

21

Multilateral developments banks

International Organisations

-

-

-

-

Institutions

1,228

15,704 31,776

159

17,091 65,642

Corporates

24,105

9,761

Exposures in default

522

2,371

220

3,113

Items associated with particularly high risk

-

- -

- -

-

Covered bonds

2

2

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

-

-

-

- -

-

Claims in the form of CIU

75

94

3

172

Equity exposures

- -

- -

- -

1,578

1,578

Other items

27,150

27,150

TOTAL SA APPROACH

27,271

59,442

11,154

28,728

126,595

TOTAL

241,612

289,126

102,727

32,930

666,396

TABLE 57: CREDIT RISKMITIGATION TECHNIQUES – OVERVIEW (CR3)

31.12.2019

Exposures unsecured - Carrying amount

Exposures secured - Carrying amount

Exposures secured by collateral

Exposures secured by financial guarantees

(In EURm)

Total loans

380,896

250,974

116,495

134,479

Total debt securities

66,963

152

-

152

TOTAL EXPOSURES

447,859

251,126

116,495

134,631

31.12.2018

Exposures unsecured - Carrying amount

Exposures secured - Carrying amount

Exposures secured by collateral

Exposures secured by financial guarantees

(In EURm)

Total loans

387,962

239,880

115,925

123,954

Total debt securities

63,044

147

0

147

TOTAL EXPOSURES

451,006

240,027

115,925

124,101

129

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