Société Générale / Risk Report - Pillar III

7 SECURITISATION

SOCIETE GENERALE’S SECURITISATION b ACTIVITIES

31.12.2018

Banking Book

Trading Book

Traditional transactions

Synthethic transactions

Traditional transactions

Synthethic transactions

(In EURm)

Underlying assets

Originator

Sponsor Originator

Sponsor Originator

Sponsor Originator

Sponsor

Residential mortgages

- - - - - - - - - -

271

- - - - - - - - -

- - - - - - - - - -

- - - - - - - - - -

- - - - - - - - - -

- - - - - - - - - -

- - - - - - - - - -

Commercial mortgages

7

Credit card receivables

2,083 2,417 1,665 8,096 6,791 1,295

Leasing

Loans to corporates and SMEs

665

Consumer loans

Trade receivables

Other assets

Covered bonds

- -

Other liabilites

TOTAL

-

22,625

665

-

-

-

-

-

TABLE 76: AMOUNTS OF SECURITISED EXPOSURES THAT ARE PAST DUE OR IMPAIRED BY TYPE OF UNDERLYING ASSETS

31.12.2019

31.12.2018

Past due

Impaired

Past due

Impaired

(In EURm)

Underlying assets

Originator Sponsor Originator Sponsor Originator Sponsor Originator

Sponsor

Residential mortgages

-

-

-

-

-

-

-

-

Commercial mortgages

-

-

-

-

-

-

-

-

Credit card receivables

-

31

-

20

-

16

-

20

Leasing

-

16

-

19

-

20

-

12

Loans to corporates and SMEs

-

2

-

10

-

4

-

-

Consumer loans

-

40

-

16

-

97

-

13

Trade receivables

-

1,258

-

340

-

1,165

-

271

Other assets

-

3

-

2

-

3

-

2

Covered bonds

- -

- -

- -

- -

- -

- -

- -

- -

Other liabilites

TOTAL

-

1,350

-

407

-

1,305

-

318

153

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020