Société Générale / Risk Report - Pillar III

11 LIQUIDITY RISK

DISCLOSURE ON ASSET ENCUMBRANCE

TABLE 103: ENCUMBERED AND UNENCUMBERED ASSETS (AE-ASS)

31.12.2019 (1)

Carrying amount of encumbered assets

Fair value of encumbered assets

Carrying amount of unencumbered assets

Fair value of unencumbered assets

of which: EHQLA & HQLA

of which: EHQLA & HQLA

of which: EHQLA & HQLA

of which: EHQLA &

AHQL

(In EURm)

Assets of the reporting institution

161,565

53,243

1,070,510 145,175

31,143

21,221

39,712

8,143

Equity instruments

Debt securities

35,215

31,182

35,590

31,240

65,451

44,911

64,093

44,911

of which: covered bonds of which: asset-backed securities of which: issued by general governments of which: issued by financial corporations of which: issued by non-financial corporations

86

36

50

17

419

255

385

255

927

151

905

146

2,147

54

2,185

54

30,935

29,885

31,149

30,065

38,564

38,564

38,570

38,570

2,712

422

2,814

422

15,183

4,693

14,575

4,693

1,569

714

1,627

753

5,759

465

5,759

465

Other asset

93,953

- - - -

965,133 113,326 575,941 276,635

91,853 88,584

of which: Loans on demand of which: Loans and advances other than loans on demand

4,885

-

-

-

-

87,223

- -

- -

1,209 2,390

- -

- -

of which: Other

1,719

(1) Table's figures are calculated as medians of the four quarters across 2019.

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PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |