Société Générale / Risk Report - Pillar III

9 OPERATIONAL RISK

RISK-WEIGHTED ASSETS AND CAPITAL REQUIREMENTS

RISK-WEIGHTED ASSETS AND CAPITAL 9.4 REQUIREMENTS

Societe Generale’s capital requirements for operational risk are mainly calculated using the Advanced Measurement Approach (AMA) via its internal model (95% in 2019 and 94% in 2018. The amount of

-1,258 million, i.e. -2.7%) reflecting the change in the group's operational risk profile. The decrease on risk-weighted assets using the

Standardised approach was chiefly driven by a slowdown in activity risk-weighted assets on the AMA scope has decreased slightly (EUR and the various disposals of Eastern European entities during 2019 The following table breaks down the Group’s risk-weighted assets and the corresponding capital requirements at 31 December 2019.

TABLE 99: RWA AND CAPITAL REQUIREMENTS RELATING TO OPERATIONAL RISK

31.12.2019

31.12.2018

RWA under Advanced Measu- rement Approach (AMA)

RWA under Advanced Measu- rement Approach (AMA)

RWA under Standar- dised approach

RWA under Standar- dised approach

Capital requi- rements

Capital requi- rements

Total RWA

Total RWA

(In EURm)

Global Banking and Investor Solutions

189

32,007

32,196

2,576

289

32,804

33,093

2,647

364

3,141

3,505

280

275

3,138

3,413

273

Corporate Centre

International Retail Banking and Financial Services

1,884

5,029 5,313

6,913 5,346

553 428

2,284

5,376 5,432

7,659 5,455

613 436

French Retail Banking

33

23

TOTAL

2,470

45,491

47,961

3,837

2,872

46,749

49,621

3,970

186

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |