Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

TABLE 58: IMPACT OF CREDIT RISK DERIVATIVES USED AS CRM TECHNIQUES ON RWA – IRB (CR7)

The following table excludes securitisation risk and features credit risk as well as counterparty credit risk without CVA charges and without exposures cleared through CCPs.

31.12.2019

Pre-credit derivatives

Actual RWAs

(In EURm)

Exposures under FIRB

4,725

4,725

Central governments and central banks

0

0

Institutions

1

1

Corporate - SME

2,067

2,067

Corporate - Specialised lending

-

-

Corporate - Other

2,656

2,656

Exposures under AIRB

167,823

166,928

5,769

5,698

Central governments and central banks

Institutions

7,235

7,195

Corporate - SME

19,992

19,992

Corporate - Specialised lending

13,898

13,897

Corporate - Other

65,598

64,817

1,146

1,146

Retail - Secured by real estate SME

Retail - Secured by real estate non-SME

15,069

15,069

Retail - Qualifying revolving

2,170

2,170

Retail - Other SME

6,110

6,110

Retail - Other non - SME

10,752

10,752

20,061

20,061

Equity exposures IRB

Other non credit-obligation assets

21

21

TOTAL

172,548

171,653

130

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |