Société Générale / Risk Report - Pillar III

9

OPERATIONAL RISK

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Distribution of operational risk losses by amount and by number

Distribution of operational risk RWA by core business

French Retail Banking

Corporate Centre

34%

Fraud and other criminal activities

29%

7%

11%

International Retail Banking and Financial Services

37%

Executive errors

23%

14%

16%

Commercial disputes

14%

6%

Disputes with authorities

18%

67%

2%

Global Banking and Investor Solutions

Errors in pricing or risk evaluation

12%

Loss of operating environment/capability (by amount)

1% 1%

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RWA (in EURbn)

By number By amount

4%

Systems interruption

3%

49.6

49.0

48.0

Operational risk RWA at end 2019 48.0 bn EUR (Amount at end 2018: 49.6 bn EUR) Share of RWA calculated via the internal model at end 2019 95 % (94% in 2018) Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. INBRIEF

2017

2018

2019

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Distribution of operational risk (RWA) by method at end 2019 (in EURbn)

Standardised Approach

5%

95%

Internal model (AMA)

179

| SOCIETE GENERALE GROUP | PILLAR 3 - 2020