Société Générale / Risk Report - Pillar III

7

SECURITISATION

INBRIEF

This section provides information on Societe Generale’s securitisation positions, which have already been incorporated into the relevant sections (credit risk and market risk). They are subject to specific capital requirements according to European regulations (CRR/CRD4).

Regulatory capital requirements for securitisations in the banking book at end 2019 317 M EUR (Amount at end 2018: 181 M EUR) Regulatory capital requirements for securitisations in the trading book at end 2019 31 M EUR (Amount at end 2018: 16 M EUR)

147

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020