Société Générale / Risk Report - Pillar III

7 SECURITISATION

SOCIETE GENERALE’S SECURITISATION b ACTIVITIES

TABLE 79: AMOUNTS OF SECURITISED EXPOSURES RETAINED OR PURCHASED BY TYPE OF UNDERLYING ASSETS IN THE TRADING BOOK

31.12.2019

31.12.2018

(In EURm)

Underlying assets

Net long positions

Net short positions

Net long positions

Net short positions

Residential mortgages

86

-

46

-

Commercial mortgages

66

129

25

80

Credit card receivables

9

-

12

-

Leasing

7

-

4

-

Loans to corporates and SMEs

174

-

63

-

Consumer loans

-

-

-

-

Trade receivables

20

-

5

-

Other assets

-

-

-

-

Covered bonds

154

- -

75

- -

Other liabilites

-

-

TOTAL

516

129

230

80

TABLE 80: AMOUNTS OF SECURITISED EXPOSURES RETAINED OR PURCHASED BY REGION IN THE BANKING BOOK AND IN THE TRADING BOOK

31.12.2019

31.12.2018

(In EURm)

Trading book

Trading book

Underlying assets

Banking book

Long positions Short positions

Banking book

Long positions Short positions

14,704

348

129

11,882

159

80

America

Asia

959

-

-

417

-

-

Europe

17,384

57

- -

10,941

9

- -

Others

41

111

58

62

TOTAL

33,087

516

129

23,297

230

80

The growth observed within the Banking book is mainly focused in Europe (+60%), North America (+24%) and Asia.

155

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