Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

TABLE 60: RWA AND CAPITAL REQUIREMENTS FLOWSTATEMENTS OF CREDIT RISK EXPOSURES UNDER IRB APPROACH (CR8)

RWA amounts

Capital requirements

(In EURm)

RWA as at end of previous reporting period (31.12.2018)

164,576

13,166

Asset size

(765)

(61)

Asset quality

(2,585)

(207)

Model updates

22

2

Methodology and policy

(886) (429)

(71) (34)

Acquisitions and disposals

Foreign exchange movements

848 725

68 58

Other

RWA as at end of reporting period (31.12.2019)

161,507

12,921

BREAKDOWN OF CREDIT RISK – IMPAIRED EXPOSURES AND IMPAIRMENTS

TABLE 61: CHANGES IN CREDIT RISK ADJUSTMENTS (CR2-A)

31.12.2019

Stage 1

Stage 2

Stage 3

Total

(In EURm)

Opening balance

(1,037)

(1,202)

(9,888)

(12,127)

Increases due to origination and acquisition

(340)

(226)

(163)

(729)

Decreases due to derecognition

284

262

192

737

106

(78)

(1,040)

(1,011)

Changes due to change in credit risk (net)

Decrease in allowance account due to write-offs

-

-

1,856

1,856

Other adjustments

(11)

(4)

(120)

(135)

Closing balance

(999)

(1,248)

(9,163)

(11,409)

Recoveries of previously written-off amounts recorded directly to the statement of profit or loss Amounts written-off directly to the statement of profit or loss

-

-

104

104

-

-

(278)

(278)

133

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