Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK COUNTERPARTY RISK DETAIL

TABLE 64: COUNTERPARTY CREDIT RISK IN STANDARDISED APPROACH – EAD DISTRIBUTED BY RISKWEIGHT (CCR3) In accordance with the EBA’s guidelines for revised Pillar 3 (EBA/GL/2016/11), amounts are presented without securitisation.

31.12.2019 Risk weight

(In EURm) Exposure Classes

0% 2% 4% 10% 20% 35% 50% 70% 75% 100% 150% 250% 370% 1 250% Others RW Total

Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

5

-

-

-

-

-

5

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- - - -

-

- - - -

- - - -

-

- - - -

- - - -

- - - -

- - - -

-

-

Institutions Corporates

8,020 18,501

38

- 2,439

16

159 782

31 29,204 147 1,042

- -

- -

- -

- -

104

9

Retail

-

-

1

-

1

Secured by mortgages on immovable property

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Exposures in default

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Collective investments undertakings (CIU)

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

189

- - -

- - -

- - -

- - -

- - -

189

Equity exposures Other exposures

- -

- -

TOTAL

8,023 18,501 38

- 2,543

-

25

-

- 1,136

-

-

-

-

178 30,444

138

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |