Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK COUNTERPARTY RISK DETAIL

31.12.2018 Risk weight

(In EURm) Exposure Classes

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

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

-

-

-

-

-

-

-

-

-

1

-

-

-

-

-

1

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

- - - -

-

-

- - - -

-

- - - -

- -

-

- - - -

- - - -

- - - -

- - - -

-

-

Institutions Corporates

2,868 26,135

- 1,705

308

92

31 31,139 91 2,283

- -

- -

- -

28

1

- 2,163

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)

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

436

- - -

- - -

- - -

- - -

- - -

436

Equity exposures Other exposures

- -

- -

TOTAL

2,868 26,135

-

- 1,733

-

309

-

- 2,693

-

-

-

-

122 33,861

139

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020